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Dec 15, 2016

Federal Reserve Bank of New York Org. - December 15, 2016: Agency MBS Transaction Summary

Agency MBS Transaction Summary

Gross purchases from December 8 through December 14, 2016: $7,154 million
Sales (dollar rolls) from December 8 through December 14, 2016: $0 million
Net purchases from December 8 through December 14, 2016: $7,154 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 Jan 304 446 0 1,717
3.5 Jan 589 956 0 2,176
4 Jan 0 0 0 152
15 Year
2.5 Jan 142 262 0 0
3 Jan 158 252 0 0
Total 1,193 1,916 0 4,045
*Does not include trades associated with small value exercises.
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