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Aug 11, 2016

Federal Reserve Bank of New York - August 11, 2016: Agency MBS Transaction Summary

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
3Sep1,7552,52401,880
 3.5Sep2764000680
       
15 Year
2.5Sep20040000
       
Total  2,2313,32402,560
*Does not include trades associated with small value exercises.
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