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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures

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To: GROUND ZERO™ who wrote (9641)	2/10/2006 10:35:59 PM
From: Real Man	Read Replies (2) of 12411

ny.frb.org Yes, they do - on the Fed web site. This is the only source. The chart appears later. The other types of liquidity injections (SOMA lending and Temporary operations) can also be important. But since temporary repos are overnight loans, it is more difficult to track how much money actually entered or exited the system. I think someone on SI tried to do that, but found Temporary operations are not well correlated with the market. However, I found that SOMA (longer term lending ) activity is a good indicator. They never publish how much money exits the system on a given day. Otherwise, this would be a good indicator for coming selling. You can see the operations around 10-12 pm on the Fed site. Unfortunately, during late Greenspan tenure the rallies occured 1 day before the announcement of a coupon pass, or a series of coupon passes, so there was no way of knowing in advance, unless, of course, you knew Al personally. I think the correlation became more pronounced from year 2002

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