Agency MBS Transaction Summary
Gross purchases from September 11 through September 17: $6,453 million
Sales (dollar rolls) from September 11 through September 17: $0 million
Net purchases from September 11 through September 17: $6,453 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Oct |
0 |
0 |
0 |
577 |
|
3.5 |
Nov |
997 |
1,282 |
0 |
490 |
|
4 |
Oct |
0 |
0 |
0 |
368 |
|
4 |
Nov |
787 |
1,076 |
0 |
226 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
50 |
51 |
0 |
0 |
|
3 |
Oct |
79 |
130 |
0 |
0 |
|
3 |
Nov |
79 |
157 |
0 |
0 |
|
3.5 |
Nov |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,044 |
2,748 |
0 |
1,661 |
*Does not include trades associated with small value exercises. |
|
|