Agency MBS Transaction Summary

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 September 20 through September 26: $21,900 million
Sales (dollar rolls) from September 20 through September 26: $1,800 million
Net purchases from September 20 through September 26: $20,100 million

All amounts reflect current face

Sales summarize all trades executed during the indicated period including sales associated with dollar rolls.

Transactions ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year
3.5 October 600 800 400 0
Total 600 800 400 0
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