Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from July 20 through July 26, 2017: $5,851 million
Sales (dollar rolls) from July 20 through July 26, 2017: $0 million
Net purchases from July 20 through July 26, 2017: $5,581 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	Aug	0	0	0	368
	3.5	Aug	630	920	0	1,225
	4	Aug	522	850	0	498

15 Year	2.5	Aug	100	104	0	0
	3	Aug	267	367	0	0

Total			1,519	2,241	0	2,091
*Does not include trades associated with small value exercises.

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