Reinvestments of Principal Payments on Agency Securities into Agency MBS

On September 21, 2011, the Federal Open Market Committee (FOMC) directed the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York to reinvest principal payments from agency debt and agency MBS in agency MBS in order to help support conditions in mortgage markets and contribute to a stronger economic recovery.

Gross purchases from January 26 through February 1: $6,250 million
Sales (dollar rolls) from January 26 through February 1: $0 million
Net purchases from January 26 through February 1: $6,250 million

All amounts reflect current face

Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year
3.5 Feb 700 1,500 0 0
3.5 Mar 200 400 250 500
3.5 Apr 0 0 0 200
4 Feb 450 700 0 0
4 Mar 0 200 100 350
15 Year 3 Mar 100 100 0 0
3 Apr 100 150 0 0
3.5 Mar 100 150 0 0
Total 1,650 3,200 350 1,050