Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary



On September 13, 2012, the Federal Open Market Committee (FOMC) directed the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York to begin purchasing additional agency MBS at a pace of $40 billion per month. The FOMC also directed the Desk to maintain its existing policy of reinvesting principal payments from the Federal Reserve's holdings of agency debt and agency MBS in agency MBS. The FOMC noted that these actions should put downward pressure on longer-term interest rates, support mortgage markets, and help to make broader financial conditions more accommodative. Agency MBS Historical Operational Results and Planned Purchase Amounts ›› FAQs: Agency MBS Purchases ›› Settled holdings are reported on H.4.1: Factors Affecting Reserve Balances Agency MBS purchase program announced on November 25, 2008 ››

Gross purchases from September 26 through October 2: $14,700 million
Sales (dollar rolls) from September 26 through October 2: $0 million
Net purchases from September 26 through October 2: $14,700 million

All amounts reflect current face


Purchases	Sales

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

Transactions ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 Year	3.5	Oct	1,000	1,700	250	1,050
	4	Oct	750	1,950	300	300
	4	Nov	1,150	2,900	0	1,150
	4.5	Nov	100	350	0	300

15 Year	2.5	Oct	100	100	0	0
	3	Oct	300	700	0	0
	3.5	Nov	100	150	0	0

Total			3,500	7,850	550	2,800

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