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Aug 18, 2016

Federal Reserve Bank of New York Org: Summary MBS Transaction Summary on August 18, 2016

Gross purchases from August 11 through August 17, 2016: $7,194 million
Sales (dollar rolls) from August 11 through August 17, 2016: $0 million
Net purchases from August 11 through August 17, 2016: $7,194 million

  Gross purchases from August 11 through August 17, 2016: $7,194 million
Sales (dollar rolls) from August 11 through August 17, 2016: $0 million
Net purchases from August 11 through August 17, 2016: $7,194 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.*
Transactions ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year
3 Sep 1,444 1,968 0 1,996
  3.5 Sep 262 368 0 604
             
15 Year
2.5 Sep 184 368 0 0
             
Total     1,890 2,704 0 2,600
*Does not include trades associated with small value exercises.
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