Agency MBS Transaction Summary
Gross purchases from June 26 through July 2: $8,112 million
Sales (dollar rolls) from June 26 through July 2: $0 million
Net purchases from June 26 through July 2: $8,112 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Aug |
0 |
0 |
0 |
878 |
|
3.5 |
Sep |
753 |
909 |
0 |
629 |
|
4 |
Aug |
0 |
0 |
0 |
738 |
|
4 |
Sep |
1,170 |
1,719 |
0 |
558 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
0 |
105 |
0 |
0 |
|
3 |
Sep |
263 |
286 |
0 |
0 |
|
3.5 |
Sep |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,238 |
3,071 |
0 |
2,803 |
*Does not include trades associated with small value exercises. |
|
|