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Sep 15, 2016

Federal Reserve Bank of New York Org.: Agency MBS transaction Summary ( From September 8 Through September 14, 2016)

Agency MBS Transaction Summary 
 
Gross purchases from September 8 through September 14, 2016: $8,721 million
Sales (dollar rolls) from September 8 through September 14, 2016: $0 million
Net purchases from September 8 through September 14, 2016: $8,721 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 Oct 1,608 2,208 0 3,068
  3.5 Oct 238 288 0 844
             
15 Year
2 Oct 0 50 0 0
  2.5 Oct 117 300 0 0
             
Total     1,963 2,846 0 3,912
*Does not include trades associated with small value exercises.
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