Agency MBS Transaction Summary
Gross purchases from July 31 through August 6: $7,648 million
Sales (dollar rolls) from July 31 through August 6: $0 million
Net purchases from July 31 through August 6: $7,648 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Sep |
595 |
736 |
0 |
664 |
|
3.5 |
Oct |
248 |
300 |
0 |
662 |
|
4 |
Sep |
592 |
734 |
0 |
647 |
|
4 |
Oct |
275 |
354 |
0 |
642 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
51 |
51 |
0 |
0 |
|
3 |
Oct |
366 |
524 |
0 |
0 |
|
3.5 |
Oct |
104 |
103 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,231 |
2,802 |
0 |
2,615 |
*Does not include trades associated with small value exercises. |
|
|