Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from March 26 through April 1, 2020: $144,571 million
Sales (dollar rolls) from March 26 through April 1, 2020: $0 million
Net purchases from March 26 through April 1, 2020: $144,571 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	Apr	0	10,587	0	1,440
	2.5	May	0	11,114	0	9,419
	3.0	Mar	0	12,003	0	0
	3.0	Apr	0	10,867	0	2,038
	3.0	May	0	11,845	0	8,951
	3.5	Mar	0	6,803	0	0
	3.5	Apr	0	7,292	0	2,038
	3.5	May	0	5,970	0	4,790
	4.0	Mar	0	7,922	0	0
	4.0	Apr	0	2,371	0	1,440
	4.0	May	0	7,560	0	3,270
	4.5	Mar	0	2,066	0	0
	4.5	Apr	0	329	0	0
	4.5	May	0	2,520	0	0
15 Year	2.0	Apr	0	360	0	0
	2.0	May	0	2,798	0	0
	2.5	Apr	0	1,045	0	0
	2.5	May	0	5,390	0	0
	3.0	Apr	0	755	0	0
	3.0	May	0	1,538	0	0
Total			0	111,135	0	33,436
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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