Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from August 31 through September 6, 2017: $5,563 million
Sales (dollar rolls) from August 31 through September 6, 2017: $0 million
Net purchases from August 31 through September 6, 2017: $5,563 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	3	Oct	206	301	0	315
	3.5	Sep	484	674	0	0
	3.5	Oct	484	746	0	827
	4.0	Sep	315	380	0	0
	4.0	Oct	0	0	0	289

15 Year	2.5	Oct	52	70	0	0
	3	Oct	175	245	0	0

Total			1,716	2,416	0	1,431
*Does not include trades associated with small value exercises.

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