Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from July 30 through August 5, 2020: $30,223 million
Sales (dollar rolls) from July 30 through August 5, 2020: $6,000 million
Net purchases from July 30 through August 5, 2020: $24,223 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	Aug	0	2,935	0	0
	2.0	Sep	0	10,650	0	0
	2.5	Aug	0	2,386	0	2,558
	2.5	Sep	0	3,086	0	3,701
	3.0	Aug	0	269	0	338
	3.0	Sep	0	645	0	643
15 Year	2.0	Aug	0	720	0	0
	2.0	Sep	0	1,925	0	0
	2.5	Aug	0	33	0	0
	2.5	Sep	0	334	0	0
Total			0	22,983	0	7,240
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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