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Reporting on key macro data at the time of release.
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Updated NY Fed operational purchase schedule, $40.2B from 2/01-2/11:
- Mon 2/01 1100-1120ET: Tsy 20Y-30Y, appr $1.750B
- Tue 2/02 1010-1030ET: TIPS 7.5Y-30Y, appr $1.225B
- Wed 2/03 1100-1120ET: Tsy 4.5Y-7Y, appr $6.025B
- Thu 2/04 1010-1030ET: Tsy 20Y-30Y, appr $1.750B
- Fri 2/05 1100-1120ET: Tsy 0Y-2.25Y, appr $12.825B
- Mon 2/08 1010-1030ET: Tsy 7Y-20Y, appr $3.625B
- Tue 2/09 1010-1030ET: TIPS 1Y-7.5Y, appr $2.425B
- Wed 2/10 1010-1030ET: Tsy 20Y-30Y, appr $1.750B
- Thu 2/11 1010-1030ET: TIPS 2.25Y-4.5Y, appr $8.825B
- Thu 02/11 Next forward schedule release at 1500ET