May 19, 2020 / 9:58 PM / 11 days ago

BRIEF-NY Fed Says Intends To Conduct Four Small Value Agency MBS Coupon Swap Operations On May 26, 27

May 19 (Reuters) -

* NY FED STATEMENT REGARDING AGENCY MORTGAGE-BACKED SECURITIES SMALL VALUE EXERCISE

* NY FED SAYS INTENDS TO CONDUCT FOUR SMALL VALUE AGENCY MBS COUPON SWAP OPERATIONS ON MAY 26TH AND 27TH, 2020

* NY FED SAYS EACH AGENCY MBS COUPON SWAP OPERATIONS WILL HAVE FACE VALUE OF $5 MILLION, FOR TOTAL CURRENT FACE VALUE OF $20 MILLION ACROSS FOUR OPERATIONS

* NY FED-INTENDS TO SWAP OUT OF FOLLOWING UNSETTLED JUNE TBA POSITIONS FOR OTHER READILY AVAILABLE MBS : 30-YEAR UMBS 3.0 AND 3.5 PERCENT COUPONS

* NY FED SAYS INTENDS TO SWAP OUT OF FOLLOWING UNSETTLED JUNE TBA POSITIONS FOR OTHER READILY AVAILABLE MBS : 15-YEAR UMBS 3.0 PERCENT COUPON

* NY FED SAYS INTENDS TO SWAP OUT OF FOLLOWING UNSETTLED JUNE TBA POSITIONS FOR OTHER READILY AVAILABLE MBS : 30-YEAR GINNIE MAE II 2.5 PERCENT COUPON Source text : nyfed.org/3bJY9IE

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