Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from March 19 through March 25, 2020: $156,696 million
Sales (dollar rolls) from March 19 through March 25, 2020: $0 million
Net purchases from March 19 through March 25, 2020: $156,696 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	Mar	0	3,564	0	180
	2.5	Apr	0	3,877	0	2,230
	2.5	May	0	19,239	0	4,611
	3.0	Mar	0	21,747	0	500
	3.0	Apr	0	4,338	0	1,010
	3.0	May	0	17,519	0	7,066
	3.5	Mar	0	16,801	0	1,602
	3.5	Apr	0	2,540	0	1,001
	3.5	May	0	4,778	0	2.958
	4.0	Mar	0	19,822	0	2,001
	4.0	Apr	0	1,001	0	1,001
	4.5	Mar	0	6,272	0	0
15 Year	2.0	May	0	2,728	0	0
	2.5	Mar	0	1,417	0	0
	2.5	May	0	3,531	0	0
	3.0	Mar	0	1,208	0	0
	3.0	May	0	1,155	0	0
	3.5	Mar	0	999	0	0
Total			0	132,536	0	24,160
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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