Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from November 12 through November 18, 2020: $42,253 million
Sales (dollar rolls) from November 12 through November 18, 2020: $10,000 million
Net purchases from November 12 through November 18, 2020: $32,253 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	735	0	0
	1.5	Jan	0	2,625	0	0
	2.0	Dec	0	4,059	0	6,175
	2.0	Jan	0	8,877	0	3,150
	2.5	Dec	0	1,272	0	5,324
	2.5	Jan	0	2,868	0	2,730
15 Year	1.5	Dec	0	1,157	0	0
	1.5	Jan	0	1,690	0	0
	2.0	Dec	0	793	0	0
	2.0	Jan	0	798	0	0
Total			0	24,874	0	17,379
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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