Agency MBS Transaction Summary
Gross purchases from September 25 through October 1: $7,276 million
Sales (dollar rolls) from September 25 through October 1: $0 million
Net purchases from September 25 through October 1: $7,276 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Oct |
0 |
0 |
0 |
418 |
|
3.5 |
Nov |
1,031 |
1,219 |
0 |
874 |
|
4 |
Oct |
0 |
0 |
0 |
332 |
|
4 |
Nov |
926 |
1,186 |
0 |
664 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Nov |
52 |
51 |
0 |
0 |
|
3 |
Nov |
158 |
261 |
0 |
0 |
|
3.5 |
Nov |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,219 |
2,769 |
0 |
2,288 |
*Does not include trades associated with small value exercises. |
|
|