Agency MBS Transaction Summary
Gross purchases from October 2 through October 8: $5,928 million
Sales (dollar rolls) from October 2 through October 8: $0 million
Net purchases from October 2 through October 8: $5,928 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Nov |
794 |
918 |
0 |
1,186 |
|
4 |
Nov |
645 |
816 |
0 |
892 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Nov |
0 |
50 |
0 |
0 |
|
3 |
Nov |
210 |
261 |
0 |
0 |
|
3.5 |
Nov |
52 |
104 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,701 |
2,149 |
0 |
2,078 |
*Does not include trades associated with small value exercises. |
|
|