Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from September 28 through October 4, 2017: $7,029 million
Sales (dollar rolls) from September 28 through October 4, 2017: $0 million
Net purchases from September 28 through October 4, 2017: $7,029 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	Oct	251	501	0	205
	3	Nov	0	0	0	205
	3.5	Oct	422	611	0	757
	3.5	Nov	421	612	0	756
	4	Oct	0	0	0	212
	4	Nov	434	586	0	212

15 Year	2.5	Oct	40	61	0	0
	2.5	Nov	39	62	0	0
	3	Oct	125	196	0	0
	3	Nov	124	197	0	0

Total			1,856	2,826	0	2,347
*Does not include trades associated with small value exercises.

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