Agency MBS Transaction Summary
Gross purchases from September 4 through September 10: $6,635 million
Sales (dollar rolls) from September 4 through September 10: $0 million
Net purchases from September 4 through September 10: $6,635 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Oct |
0 |
0 |
0 |
383 |
|
3.5 |
Nov |
1,076 |
1,335 |
0 |
945 |
|
4 |
Oct |
0 |
0 |
0 |
210 |
|
4 |
Nov |
683 |
919 |
0 |
456 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
52 |
52 |
0 |
0 |
|
3 |
Oct |
158 |
262 |
0 |
0 |
|
3.5 |
Oct |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,021 |
2,620 |
0 |
1,994 |
*Does not include trades associated with small value exercises. |
|
|