soma - 6/2013-11/2014 with auctions by cusip
DESCRIPTION
Fed buyback of 6/15/2013 - 11/30/2014 on 12/28, with the SOMA levels as of 12/22/10. CUSIPs are matched with previous auctions (Auction Date).. 2Y-5Y Auctions.TRANSCRIPT
Internal FR
Maturity CUSIP Coupon Par Value
% of Total
Outstanding
Change in Par from
Prior Week
Change in Par From
Prior Year Auction Date6/15/13 912828NH9 1.125 4,952,771.5 13.68% 4,952,771.5 2010-06-086/30/13 912828JD3 3.375 2,703,320.0 12.21% 94,000.0 189,000.0 2008-06-267/15/13 912828NN6 1.000 4,875,938.4 13.93% 2,415,000.0 4,875,938.4 2010-07-127/31/13 912828JG6 3.375 4,716,379.5 20.23% 2008-07-248/15/13 912828NU0 0.750 3,176,029.5 8.81% 520,000.0 3,176,029.5 2010-08-108/15/13 912828BH2 4.250 6,361,214.0 18.98% 271,000.0 791,000.0 #N/A8/31/13 912828JK7 3.125 1,858,772.7 7.80% 2008-08-289/15/13 912828NY2 0.750 4,699,000.1 14.09% 706,000.0 4,699,000.1 2010-09-079/30/13 912828JM3 3.125 3,272,848.2 12.48% 2008-09-2510/15/13 912828PB0 0.500 5,402,212.2 16.74% 113,000.0 5,402,212.2 2010-10-1210/31/13 912828JQ4 2.750 4,586,360.8 18.30% 100,000.0 938,000.0 2008-10-3011/15/13 912828PU8 0.500 3,059,061.4 9.31% 280,000.0 3,059,061.4 2010-11-0811/15/13 912828BR0 4.250 2,987,874.0 9.75% #N/A11/30/13 912828JT8 2.000 4,760,243.4 17.11% 15,000.0 1,441,000.0 2008-11-2512/15/13 912828PL8 0.750 1,747,454.6 5.38% 1,282,000.0 1,747,454.6 2010-12-0712/31/13 912828JW1 1.500 4,042,494.3 13.46% 1,730,000.0 2008-12-231/31/14 912828JZ4 1.750 7,019,345.2 22.45% 228,000.0 2009-01-292/15/14 912828CA6 4.000 2,326,420.0 8.28% 18,000.0 67,000.0 #N/A2/28/14 912828KF6 1.875 12,396,163.4 36.77% 603,000.0 2009-02-253/31/14 912828KJ8 1.750 8,212,586.8 23.06% 395,000.0 807,000.0 2009-03-254/30/14 912828KN9 1.875 7,214,837.9 19.92% 22,000.0 41,000.0 2009-04-285/15/14 912828CJ7 4.750 3,254,292.0 11.92% 6,000.0 41,000.0 #N/A5/31/14 912828KV1 2.250 8,075,077.1 22.33% 3,000.0 48,000.0 2009-05-276/30/14 912828KY5 2.625 6,526,492.0 17.14% 7,000.0 83,000.0 2009-06-247/31/14 912828LC2 2.625 4,598,958.1 11.50% 418,000.0 562,000.0 2009-07-298/15/14 912828CT5 4.250 3,345,849.0 13.53% 5,000.0 500,000.0 #N/A8/31/14 912828LK4 2.375 2,110,693.5 5.25% 78,000.0 787,000.0 2009-08-269/30/14 912828LQ1 2.375 1,885,516.4 4.63% 12,000.0 847,000.0 2009-09-2310/31/14 912828LS7 2.375 3,346,792.7 7.97% 12,000.0 2,336,000.0 2009-10-2811/15/14 912828DC1 4.250 2,519,588.0 9.89% 5,000.0 7,000.0 #N/A11/30/14 912828LZ1 2.125 1,634,222.6 3.78% 3,000.0 373,000.0 2009-11-24