BRIEF-NY Fed Says Statement Regarding Agency Mortgage-Backed Securities Small Value Exercise

Nov 24 (Reuters) -

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

* NY FED SAYS DESK INTENDS TO CONDUCT FOUR SMALL VALUE AGENCY MBS COUPON SWAP OPERATIONS ON DEC. 1ST AND DEC. 3RD, 2020

* NY FED SAYS EACH OPERATION WILL HAVE A FACE VALUE OF $5 MILLION, FOR A TOTAL CURRENT FACE VALUE OF $20 MILLION ACROSS THE FOUR OPERATIONS Source text : https://nyfed.org/3fsyuro

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