Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from May 21 through May 27, 2020: $17,972 million
Sales (dollar rolls) from May 21 through May 27, 2020: $0 million
Net purchases from May 21 through May 27, 2020: $17,972 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	2.0	June	0	1,463	0	0
	2.5	June	0	7,807	0	765
	2.5	July	0	0	0	1,296
	3.0	June	0	2,604	0	630
	3.0	July	0	0	0	396
	3.5	June	0	0	0	180
	3.5	July	0	0	0	108
15 Year	2.0	June	0	1,806	0	0
	2.5	June	0	917	0	0
Total			0	14,597	0	3,375
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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