How do I find out how much in US treasury securities the Fed purchased in a given month?

Question

Let's say I'd like to find out how much the Fed purchased in US treasury securities in May 2022.

Here's one approach that I've been referred to.

Go to this page on TreasuryDirect:

https://www.treasurydirect.gov/instit/annceresult/press/press_auctionresults.htm

For each item with an 'Auction Date' in May:

Download the PDF and note the SOMA value:

Then add up all these values.

When I did this for May 2022, I get $194b.

Questions

Is there a better approach to getting the total US treasury securities purchased?

Answer 1

Using the TreasuryDirect REST API

Example using Windows PowerShell.

Open a PowerShell console.

Run the following, adjusting the dates for your needs. Here I'll select all of May:

$result = Invoke-RestMethod 'http://www.treasurydirect.gov/TA_WS/securities/search?auctionDate=2022-05-01,2022-05-31&format=json'

Get the sum of the somaAccepted property:

($result | Measure-Object -Property somaAccepted -Sum).Sum

What this looks like in the console:

API documentation

Documentation for the API:

https://www.treasurydirect.gov/webapis/webapisindex.htm

Answer 2

Using the Auction Query page

Go to the 'Auction Query' page:

https://www.treasurydirect.gov/instit/annceresult/annceresult_query.htm

Specify the 'Auction Date' range:

Click Show / Hide Columns. Select SOMA Accepted:

Click download as CSV.

Use Excel to sum the SOMA Accepted column: