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Jul 7, 2016

Federal Reserve Bank of New York Org.: Agency MBS Transaction Summary - July 7, 2016

Agency MBS Transaction Summary
Gross purchases from June 30 through July 6, 2016: $7,311 million
Sales (dollar rolls) from June 30 through July 6, 2016: $0 million
Net purchases from June 30 through July 6, 2016: $7,311 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
3Jul66299800
 3Aug66299801,680
 3.5Jul16825200
 3.5Aug1682520840
       
15 Year
2.5Aug17529800
 3Aug708800
       
Total  1,9052,88602,520
*Does not include trades associated with small value exercises.
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