Agency MBS Transaction Summary - FEDERAL RESERVE BANK of NEW YORK

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Agency MBS Transaction Summary

Gross purchases from October 29 through November 4, 2020: $44,442 million
Sales (dollar rolls) from October 29 through November 4, 2020: $16,000 million
Net purchases from October 29 through November 4, 2020: $28,442 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	1.5	Dec	0	1,468	0	0
	2.0	Nov	0	0	0	725
	2.0	Dec	0	29,340	0	3,468
	2.5	Nov	0	0	0	772
	2.5	Dec	0	3,746	0	1,023
15 Year	1.5	Nov	0	1,466	0	0
	1.5	Dec	0	980	0	0
	2.0	Nov	0	484	0	0
	2.0	Dec	0	970	0	0
Total			0	38,454	0	5,988
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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