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Jun 30, 2016

Federal Reserve bank of New York Org: Agency MBS transaction Summary - June 30, 2016

Agency MBS Transaction Summary
Gross purchases from June 23 through June 29, 2016: $5,812 million
Sales (dollar rolls) from June 23 through June 29, 2016: $0 million
Net purchases from June 23 through June 29, 2016: $5,812 million

All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.*
Transactions ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year
3Jul66299801,617
 3.5Jul1682520827
       
15 Year
2.5Jul35858800
 3Jul14819400
       
Total  1,3362,03202,444
*Does not include trades associated with small value exercises.
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