Agency MBS Transaction Summary
Gross purchases from July 28 through August 03, 2016: $10,542 million
Sales (dollar rolls) from July 28 through August 03, 2016: $0 million
Net purchases from July 28 through August 03, 2016: $10,542 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Aug |
945 |
1,326 |
0 |
987 |
|
3 |
Sep |
945 |
1,326 |
0 |
1,974 |
|
3.5 |
Aug |
144 |
210 |
0 |
357 |
|
3.5 |
Sep |
144 |
210 |
0 |
714 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Sep |
420 |
840 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,598 |
3,912 |
0 |
4,032 |
*Does not include trades associated with small value exercises.
|
|
|