Agency MBS Transaction Summary

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.

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Gross purchases from January 31 through February 6: $21,100 million
Sales (dollar rolls) from January 31 through February 6: $2,700 million
Net purchases from January 31 through February 6: $18,400 million

All amounts reflect current face

Sales summarize all trades executed during the indicated period including sales associated with dollar rolls.

Transactions ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year
3.5 February 0 2,700 0 0
Total 0 2,700 0 0