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Jul 21, 2016

Federal Reserve Bank of New York Org.: Agency MBS Transaction Summary - July 21, 2016

Agency MBS Transaction Summary
Gross purchases from July 14 through July 20, 2016: $10,201 million
Sales (dollar rolls) from July 14 through July 20, 2016: $125 million
Net purchases from July 14 through July 20, 2016: $10,076 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
3Aug1,6802,49402,772
3.5Aug34252401,038
15 Year
2.5Aug61573600
Total2,6373,75403,810
*Does not include trades associated with small value exercises.
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