Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from April 16 through April 22, 2020: $59,909 million
Sales (dollar rolls) from April 16 through April 22, 2020: $4,250 million
Net purchases from April 16 through April 22, 2020: $55,659 million
All amounts reflect current face


Purchases	Sales

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

Maturity	Coupon	Settlement Month	FHLMC	FNMA**	GNMA	GNMA2
30 Year	2.5	May	0	19,133	0	9,035
	3.0	May	0	11,950	0	5,085
	3.5	May	0	2,766	0	2,620
	4.0	May	0	3,000	0	1,520
15 Year	2.0	May	0	2,400	0	0
	2.5	May	0	1,650	0	0
	3.0	May	0	750	0	0
Total			0	41,649	0	18,260
Does not include trades associated with small value exercises. * For TBA operations conducted after May 1st 2019 , the FNMA ticker denotes Uniform MBS (UMBS) TBA contracts.

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