Agency MBS Transaction Summary
Gross purchases from August 6 through August 12: $6,756 million
Sales (dollar rolls) from August 6 through August 12: $0 million
Net purchases from August 6 through August 12: $6,756 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Sep |
210 |
142 |
0 |
342 |
|
3.5 |
Sep |
910 |
1,278 |
0 |
1,602 |
|
4 |
Sep |
298 |
508 |
0 |
630 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
100 |
148 |
0 |
0 |
|
3 |
Sep |
232 |
356 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,750 |
2,432 |
0 |
2,574 |
*Does not include trades associated with small value exercises. |
|
|