Agency MBS Transaction Summary
Gross purchases from July 9 through July 15: $4,545 million
Sales (dollar rolls) from July 9 through July 15: $100 million
Net purchases from July 9 through July 15: $4,445 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Aug |
0 |
100 |
0 |
204 |
|
3.5 |
Aug |
437 |
598 |
0 |
1,040 |
|
4 |
Aug |
298 |
490 |
0 |
432 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Aug |
167 |
218 |
0 |
0 |
|
3 |
Aug |
217 |
344 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,119 |
1,750 |
0 |
1,676 |
*Does not include trades associated with small value exercises. |
|
|