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Jan 12, 2017

Federal Reserve Bank of New York Org: Agency MBS Transaction Summary - January 12, 2017

Agency MBS Transaction Summary
Gross purchases from January 5 through January 11, 2017: $11,516 million
Sales (dollar rolls) from January 5 through January 11, 2017: $0 million
Net purchases from January 5 through January 11, 2017: $11,516 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 Feb 428 570 0 472
  3.5 Feb 1,475 2,124 0 1,560
  4 Feb 773 1,156 0 604
             
15 Year
2.5 Feb 395 561 0 0
  3 Feb 503 895 0 0
             
Total     3,574 5,306 0 2,636
*Does not include trades associated with small value exercises.
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