Agency MBS Transaction Summary

The Federal Open Market Committee (FOMC) directed the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York to purchase additional agency mortgage-backed securities (MBS) and longer-term Treasury securities (see for the most recent FOMC statement). The FOMC also directed the Desk to maintain its existing policies of reinvesting principal payments from the Federal Reserve’s holdings of agency debt and agency MBS in agency MBS and of rolling over maturing Treasury securities at auction. The FOMC noted that these actions should put downward pressure on longer-term interest rates, support mortgage markets, and help to make broader financial conditions more accommodative.

For more information on Treasury purchases, please see Frequently Asked Questions for purchases of Longer-term Treasury Securities.

Gross purchases from January 30 through February 5: $12,400 million
Sales (dollar rolls) from January 30 through February 5: $0 million
Net purchases from January 30 through February 5: $12,400 million

All amounts reflect current face

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

Transactions ($ million)
Settlement Month
30 Year
3.5 Mar 850 1,300 0 650
4 Mar 2,100 4,400 0 1,500
15 Year
2.5 Mar 0 150 0 0
3 Mar 450 700 0 0
3.5 Mar 100 200 0 0
Total 3,500 6,750 0 2,150
*Does not include trades associated with small value exercises.