Agency MBS Transaction Summary
Gross purchases from September 18 through September 24: $8,763 million
Sales (dollar rolls) from September 18 through September 24: $0 million
Net purchases from September 18 through September 24: $8,763 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Oct |
332 |
418 |
0 |
0 |
|
3.5 |
Nov |
723 |
968 |
0 |
1,485 |
|
4 |
Oct |
368 |
490 |
0 |
0 |
|
4 |
Nov |
787 |
1,065 |
0 |
1,030 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Nov |
52 |
52 |
0 |
0 |
|
3 |
Nov |
236 |
444 |
0 |
0 |
|
3.5 |
Nov |
104 |
209 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,602 |
3,646 |
0 |
2,515 |
*Does not include trades associated with small value exercises. |
|
|