Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from November 5 through November 11, 2020: $45,132 million
Sales (dollar rolls) from November 5 through November 11, 2020: $21,850 million
Net purchases from November 5 through November 11, 2020: $23,282 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	1.5	Dec	0	1,468	0	0
	2.0	Dec	0	20,495	0	7,336
	2.5	Dec	0	11,229	0	2,654
15 Year	1.5	Dec	0	1,258	0	0
	2.0	Dec	0	692	0	0
Total			0	35,142	0	9,990
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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