Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from December 10 through December 16, 2020: $27,613 million
Sales (dollar rolls) from December 10 through December 16, 2020: $500 million
Net purchases from December 10 through December 16, 2020: $27,113 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	Jan	0	3,054	0	0
	1.5	Feb	0	2,079	0	0
	2.0	Jan	0	6,933	0	1,238
	2.0	Feb	0	5,389	0	2,361
	2.5	Jan	0	500	0	525
	2.5	Feb	0	610	0	813
15 Year	1.5	Dec	0	1,025	0	0
	1.5	Jan	0	731	0	0
	1.5	Feb	0	731	0	0
	2.0	Dec	0	280	0	0
	2.0	Jan	0	672	0	0
	2.0	Feb	0	672	0	0
Total			0	22,676	0	4,937
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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