纽约联储公布美联储债券期限延长计划(被市场成为“扭转操作”)9月份的购售计划表，预计当月国债和通胀保值债券(TIPS)的购买总额和出售总额分别在450亿和380亿美元左右。
美联储9月“扭转操作”计划表
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购买操作
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操作日期
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结算日期
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操作类型
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债券期限
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预计购买量
(10亿美元)
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实际购买量
(10亿美元)
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2012-09-04
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2012-09-05
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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1.810
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2012-09-04
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2012-09-05
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国债购买
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09/30/2018– 08/15/2020
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4.25-5.00
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4.643
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2012-09-05
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2012-09-06
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国债购买
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11/15/2020 – 08/15/2022
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4.50-5.50
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4.737
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2012-09-06
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2012-09-07
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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1.807
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2012-09-10
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2012-09-11
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TIPS购买
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01/15/2019 – 02/15/2042
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1.00-1.50
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1.349
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2012-09-11
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2012-09-12
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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1.804
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2012-09-14
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2012-09-17
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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1.500
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2012-09-17
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2012-09-18
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国债购买
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11/15/2020 – 08/15/2022
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4.50-5.50
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4.737
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2012-09-18
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2012-09-19
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国债购买
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09/30/2018 – 08/15/2020
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4.25-5.00
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4.640
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2012-09-19
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2012-09-20
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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2012-09-21
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2012-09-24
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国债购买
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11/15/2022 – 02/15/2031
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1.50-2.00
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2012-09-24
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2012-09-25
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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2012-09-25
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2012-09-26
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国债购买
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11/15/2020 – 08/15/2022
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4.50-5.50
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2012-09-26
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2012-09-27
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国债购买
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09/30/2018 – 08/15/2020
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4.25-5.00
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2012-09-28
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2012-10-01
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国债购买
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02/15/2036 – 08/15/2042
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1.50-2.00
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出售操作
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操作日期
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结算日期
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操作类型
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债券期限
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预计出售量
(10亿美元)
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实际出售量
(10亿美元)
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2012-09-07
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2012-09-10
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国债出售
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02/15/2013 – 02/28/2014
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7.00-8.00
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7.800
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2012-09-12
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2012-09-13
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国债出售
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04/15/2014 – 11/30/2014
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7.00-8.00
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7.799
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2012-09-17
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2012-09-18
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国债出售
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12/31/2014 – 05/31/2015
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7.00-8.00
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2012-09-20
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2012-09-21
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国债出售
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06/15/2015 – 08/31/2015
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7.00-8.00
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2012-09-27
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2012-09-28
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国债出售
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09/30/2015 – 11/30/2015
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7.00-8.00
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