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US TSY FUTURES

Hawks Coming to Roost

OPTIONS

Expiries for Sep24 NY cut 1000ET (Source DTCC)

US EURODLR OPTIONS

Two-Way 3Y Midcurve Puts

     
Data Through: January 3, 2018
Source: Federal Reserve Bank of NY
Website: http://www.newyorkfed.org/markets/ambs/
Gross purchases in that week in millions of US dollars
Settlement Date                TOTAL  3-Jan  27-Dec  20-Dec  13-Dec  6-Dec
--------------------------------------------------------------------------
Class A Purchases
30Y Fannie, Freddie
11-Jan-18                      10716      0    1615    3129    2982   2990
13-Feb-18                       1367   1367       0       0       0      0
13-Mar-18                          0      0       0       0       0      0
Class B Purchases
15Y Fannie, Freddie, Ginnie
17-Jan-18                       1252      0       0     701       0    551
15-Feb-18                          0      0       0       0       0      0
15-Mar-18                          0      0       0       0       0      0
--
Class C Purchases
30Y Ginnie
22-Jan-18                       3963      0       0    2565    1398      0
21-Feb-18                       1281   1281       0       0       0      0
20-Mar-18                          0      0       0       0       0      0
--
TOTALS                         18579   2648    1615    6395    4380   3541
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@marketnews.com
[TOPICS: MTABLE,MAUDA$,MMUFE$,M$U$$$,MK$$$$,M$$FI$,M$$MO$,MN$AG$]