Agency MBS Transaction Summary
Gross purchases from July 10 through July 16: $6,594 million
Sales (dollar rolls) from July 10 through July 16: $0 million
Net purchases from July 10 through July 16: $6,594 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Sep |
645 |
912 |
0 |
844 |
|
4 |
Sep |
1,076 |
1,596 |
0 |
761 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
0 |
51 |
0 |
0 |
|
3 |
Sep |
280 |
329 |
0 |
0 |
|
3.5 |
Sep |
50 |
50 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,051 |
2,938 |
0 |
1,605 |
*Does not include trades associated with small value exercises. |
|
|