Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from July 13 through July 19, 2017: $6,461 million
Sales (dollar rolls) from July 13 through July 19, 2017: $250 million
Net purchases from July 13 through July 19, 2017: $6,211 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	Aug	418	595	0	184
	3.5	Aug	970	1,462	0	643
	4	Aug	289	446	0	249

15 Year	2.5	Aug	122	336	0	0
	3	Aug	298	399	0	0
	3.5	Aug	50	0	0	0

Total			2,147	3,238	0	1,076
*Does not include trades associated with small value exercises.

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