Agency MBS Transaction Summary
Gross purchases from July 2 through July 8: $5,249 million
Sales (dollar rolls) from July 2 through July 8: $0 million
Net purchases from July 2 through July 8: $5,249 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Aug |
290 |
490 |
0 |
110 |
|
3.5 |
Aug |
946 |
1,492 |
0 |
504 |
|
4 |
Aug |
252 |
475 |
0 |
190 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Aug |
75 |
100 |
0 |
0 |
|
3 |
Aug |
125 |
200 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,688 |
2,757 |
0 |
804 |
*Does not include trades associated with small value exercises. |
|
|