Agency MBS Transaction Summary
Gross purchases from September 1 through September 7, 2016: $5,625 million
Sales (dollar rolls) from September 1 through September 7, 2016: $0 million
Net purchases from September 1 through September 7, 2016: $5,625 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Oct |
1,476 |
2,009 |
0 |
966 |
|
3.5 |
Oct |
164 |
226 |
0 |
294 |
|
|
|
|
|
|
|
15 Year
|
2 |
Oct |
0 |
52 |
0 |
0 |
|
2.5 |
Oct |
123 |
315 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,763 |
2,602 |
0 |
1,260 |
*Does not include trades associated with small value exercises.
|
|
|