Saturday, December 8, 2012

Fed's MBS purchases settlement schedule

Per David Schawel's suggestion, here is the the settlement schedule for the Fed's MBS purchases since late August. It's quite "lumpy". Assuming nothing changes, we should see a $129bn increase in the Fed's balance sheet due to these settlements. Of course there will be more purchases as well as paydowns of existing securities this month.


Source: NY Fed

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