Agency MBS Transaction Summary
Gross purchases from July 14 through July 20, 2016: $10,201 million
Sales (dollar rolls) from July 14 through July 20, 2016: $125 million
Net purchases from July 14 through July 20, 2016: $10,076 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Aug |
1,680 |
2,494 |
0 |
2,772 |
|
3.5 |
Aug |
342 |
524 |
0 |
1,038 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Aug |
615 |
736 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,637 |
3,754 |
0 |
3,810 |
*Does not include trades associated with small value exercises.
|
|
|