Agency MBS Transaction Summary
Gross purchases from July 23 through July 29: $5,274 million
Sales (dollar rolls) from July 23 through July 29: $0 million
Net purchases from July 23 through July 29: $5,274 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Aug |
201 |
142 |
0 |
221 |
|
3.5 |
Aug |
849 |
1,176 |
0 |
1,072 |
|
4 |
Aug |
299 |
442 |
0 |
452 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Aug |
52 |
74 |
0 |
0 |
|
3 |
Aug |
116 |
178 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,517 |
2,012 |
0 |
1,745 |
*Does not include trades associated with small value exercises. |
|
|