Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from March 12 through March 18, 2020: $17,398 million
Sales (dollar rolls) from March 12 through March 18, 2020: $0 million
Net purchases from March 12 through March 18, 2020: $17,398 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	2.5	Apr	0	4,422	0	0
	2.5	May	0	0	0	1,618
	3.0	Apr	0	4,678	0	0
	3.0	May	0	0	0	2,592
	3.5	Apr	0	1,080	0	0
	3.5	May	0	0	0	820
15 Year	2.0	Apr	0	546	0	0
	2.5	Apr	0	1,276	0	0
	3.0	Apr	0	366	0	0
Total			0	12,368	0	5,030
Does not include trades associated with small value exercises. * For TBA operations conducted after May 1st 2019 , the FNMA ticker denotes Uniform MBS (UMBS) TBA contracts.

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