Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary



On September 13, 2012, the Federal Open Market Committee (FOMC) directed the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York to begin purchasing additional agency MBS at a pace of $40 billion per month. The FOMC also directed the Desk to maintain its existing policy of reinvesting principal payments from the Federal Reserve's holdings of agency debt and agency MBS in agency MBS. The FOMC noted that these actions should put downward pressure on longer-term interest rates, support mortgage markets, and help to make broader financial conditions more accommodative. Agency MBS Historical Operational Results and Planned Purchase Amounts ›› FAQs: Agency MBS Purchases ›› Settled holdings are reported on H.4.1: Factors Affecting Reserve Balances Agency MBS purchase program announced on November 25, 2008 ››

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Gross purchases from January 31 through February 6: $21,100 million
Sales (dollar rolls) from January 31 through February 6: $2,700 million
Net purchases from January 31 through February 6: $18,400 million

All amounts reflect current face


Purchases	Sales

Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.

Transactions ($ million)

Maturity	Coupon Rate	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	3	March	3,400	4,600	700	4,050
	3.5	March	300	3,250	100	700
	3.5	April	100	300	0	0

15 YEAR	2	March	0	250	0	0
	2.5	March	1,100	2,050	0	0
	3	March	100	100	0	0

TOTAL			5,000	10,550	800	4,750

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