Reinvestments of Principal Payments on Agency Securities into Agency MBS

On September 21, 2011, the Federal Open Market Committee (FOMC) directed the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York to reinvest principal payments from agency debt and agency MBS in agency MBS in order to help support conditions in mortgage markets and contribute to a stronger economic recovery.

Gross purchases from May 3 through May 9: $6,800 million
Sales (dollar rolls) from May 3 through May 9: $0 million
Net purchases from May 3 through May 9: $6,800 million

All amounts reflect current face

Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year
3 July 0 150 0 0
3.5 June 1,150 2,550 0 0
3.5 July 0 0 300 900
4 June 350 650 0 0
15 Year 2.5 July 100 150 0 0
3 July 200 300 0 0
Total 1,800 3,800 300 900
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