Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from May 7 through May 13, 2020: $33,161 million
Sales (dollar rolls) from May 7 through May 13, 2020: $6,200 million
Net purchases from May 7 through May 13, 2020: $26,961 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	2.0	June	0	720	0	0
	2.5	May	0	2,412	0	0
	2.5	June	0	9,122	0	2,901
	3.0	May	0	1,332	0	0
	3.0	June	0	3,652	0	2,400
	3.5	May	0	216	0	0
	3.5	June	0	4,716	0	565
15 Year	2.0	May	0	2,124	0	0
	2.0	June	0	1,700	0	0
	2.5	May	0	1,301	0	0
Total			0	27,295	0	5,866
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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