Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from July 27 through August 2, 2017: $7,281 million
Sales (dollar rolls) from July 27 through August 2, 2017: $0 million
Net purchases from July 27 through August 2, 2017: $7,281 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	210	315	0	184
	3	Sep	0	0	0	210
	3.5	Aug	705	971	0	643
	3.5	Sep	420	591	0	728
	4	Aug	261	446	0	249
	4	Sep	245	368	0	315

15 Year	2.5	Aug	52	70	0	0
	3	Aug	123	175	0	0

Total			2,016	2,936	0	2,329
*Does not include trades associated with small value exercises.

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