Annual Report 2012
Statistical Table 1
| Type of security and transaction | Jan. | Feb. | Mar. | Apr. | May | June | July | Aug. | Sept. | Oct. | Nov. | Dec. | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury securities 1 | |||||||||||||
| Outright transactions 2 | |||||||||||||
| Treasury bills | |||||||||||||
| Gross purchases | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Gross sales | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Exchanges | 18,423 | 18,423 | 20,841 | 18,423 | 24,361 | 18,423 | 0 | 0 | 0 | 0 | 0 | 0 | 118,894 |
| For new bills | 18,423 | 18,423 | 20,841 | 18,423 | 24,361 | 18,423 | 0 | 0 | 0 | 0 | 0 | 0 | 118,894 |
| Redemptions | 0 | 0 | 0 | 0 | 0 | 0 | 18,423 | 0 | 0 | 0 | 0 | 0 | 18,423 |
| Others within 1 year | |||||||||||||
| Gross purchases | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Gross sales | 11,659 | 12,643 | 10,609 | 12,220 | 12,942 | 14,788 | 7,927 | 8,928 | 3,721 | 594 | 1 | 26 | 96,058 |
| Maturity shifts | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Exchanges | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Redemptions | 0 | 0 | 0 | 0 | 0 | 0 | 1,791 | 11,762 | 0 | 827 | 102 | 382 | 14,864 |
| 1 to 5 years | |||||||||||||
| Gross purchases | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Gross sales | 33,391 | 31,723 | 33,828 | 32,176 | 31,587 | 28,869 | 31,720 | 30,062 | 35,275 | 39,064 | 37,899 | 38,002 | 403,596 |
| Maturity shifts | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Exchanges | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 5 to 10 years | |||||||||||||
| Gross purchases | 28,734 | 29,723 | 27,101 | 28,311 | 29,405 | 24,478 | 29,022 | 32,403 | 28,193 | 23,997 | 33,678 | 28,871 | 343,916 |
| Gross sales | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Maturity shifts | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Exchanges | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| More than 10 years | |||||||||||||
| Gross purchases | 12,952 | 16,672 | 16,744 | 15,748 | 15,097 | 17,469 | 15,433 | 16,179 | 13,668 | 16,112 | 16,221 | 17,891 | 190,186 |
| Gross sales | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Maturity shifts | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Discount notes | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| All maturities | |||||||||||||
| Gross purchases | 41,686 | 46,395 | 43,845 | 44,059 | 44,502 | 41,947 | 44,455 | 48,582 | 41,861 | 40,109 | 49,899 | 46,762 | 534,102 |
| Gross sales | 45,050 | 44,366 | 44,437 | 44,396 | 44,529 | 43,657 | 39,647 | 38,990 | 38,996 | 39,658 | 37,900 | 38,028 | 499,654 |
| Redemptions | 0 | 0 | 0 | 0 | 0 | 0 | 20,214 | 11,762 | 0 | 827 | 102 | 382 | 33,287 |
| Net change in U.S. Treasury securities | -3,364 | 2,029 | -592 | -337 | -27 | -1,710 | -15,406 | -2,170 | 2,865 | -376 | 11,897 | 8,352 | 1,161 |
| Federal agency obligations | |||||||||||||
| Outright transactions2 | |||||||||||||
| Gross purchases | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Gross sales | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Redemptions | 2,496 | 681 | 4,339 | 1,907 | 1,319 | 1,768 | 455 | 3,819 | 3,805 | 1,503 | 2,619 | 2,500 | 27,211 |
| Net change in federal agency obligations | -2,496 | -681 | -4,339 | -1,907 | -1,319 | -1,768 | -455 | -3,819 | -3,805 | -1,503 | -2,619 | -2,500 | -27,211 |
| Mortgage-backed securities 3 | |||||||||||||
| Net settlements2 | |||||||||||||
| Net change in mortgage-backed securities | -1,672 | 4,784 | -4,004 | 11,013 | 3,945 | 3,255 | -1,549 | -9,761 | -8,707 | 17,051 | 31,581 | 43,042 | 88,978 |
| Temporary transactions | |||||||||||||
| Repurchase agreements 4 | |||||||||||||
| Gross purchases | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 810 | 0 | 0 | 0 | 0 | 810 |
| Gross sales | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 810 | 0 | 0 | 0 | 0 | 810 |
| Reverse repurchase agreements4 | |||||||||||||
| Gross purchases | 1,791,992 | 1,769,570 | 1,933,414 | 1,899,934 | 2,040,796 | 1,817,642 | 1,853,469 | 2,126,434 | 1,730,865 | 2,064,996 | 1,904,159 | 2,018,199 | 22,951,470 |
| Gross sales | 1,777,081 | 1,772,134 | 1,951,112 | 1,898,867 | 2,043,323 | 1,804,989 | 1,859,107 | 2,129,510 | 1,734,986 | 2,072,000 | 1,899,633 | 2,034,666 | 22,977,408 |
| Net change in temporary transactions | 14,911 | -2,564 | -17,698 | 1,067 | -2,527 | 12,653 | -5,638 | -3,076 | -4,121 | -7,005 | 4,526 | -16,467 | -25,939 |
| Total net change in System Open Market Account | 9,051 | -1,216 | -22,629 | -1,177 | -3,873 | 9,175 | -21,499 | -9,065 | -5,061 | -8,884 | 13,805 | -10,615 | -51,988 |
Note: Sales, redemptions, and negative figures reduce holdings of the System Open Market Account; all other figures increase such holdings. Components may not sum to totals because of rounding.
1. Transactions exclude changes in compensation for the effects of inflation on the principal of inflation-indexed securities. Transactions include the rollover of inflation compensation into new securities. Return to table
2. Excludes the effect of temporary transactions--repurchase agreements and reverse repurchase agreements. Return to table
3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Monthly net change in face value of the securities held, which is the remaining principal balance of the underlying mortgages. Return to table
4. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Return to table