Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from February 1 through February 7, 2018: $3,592 million
Sales (dollar rolls) from February 1 through February 7, 2018: $0 million
Net purchases from February 1 through February 7, 2018: $3,592 million

All amounts reflect current face


Purchases	Sales

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

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 Year	3.0	Mar	103	137	0	90
	3.5	Mar	462	612	0	507
	4.0	Mar	323	433	0	229

15 Year	2.5	Mar	32	44	0	0
	3.0	Mar	166	228	0	0
	3.5	Mar	94	132	0	0

Total			1,180	1,586	0	826
*Does not include trades associated with small value exercises.

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