Agency MBS Transaction Summary
Gross purchases from September 22 through September 28, 2016: $11,225 million
Sales (dollar rolls) from September 22 through September 28, 2016: $0 million
Net purchases from September 22 through September 28, 2016: $11,225 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Oct |
2,877 |
3,916 |
0 |
2,456 |
|
3.5 |
Oct |
410 |
492 |
0 |
568 |
|
|
|
|
|
|
|
15 Year
|
2 |
Oct |
0 |
52 |
0 |
0 |
|
2.5 |
Oct |
122 |
332 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,409 |
4,792 |
0 |
3,024 |
*Does not include trades associated with small value exercises.
|
|
|