Agency MBS Transaction Summary
Gross purchases from June 18 through June 24: $8,418 million
Sales (dollar rolls) from June 18 through June 24: $0 million
Net purchases from June 18 through June 24: $8,418 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
July |
184 |
289 |
0 |
325 |
|
3.5 |
July |
1,488 |
2,364 |
0 |
998 |
|
4 |
July |
478 |
838 |
0 |
262 |
|
|
|
|
|
|
|
15 Year |
2.5 |
July |
176 |
210 |
0 |
0 |
|
3 |
July |
316 |
490 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,642 |
4,191 |
0 |
1,585 |
*Does not include trades associated with small value exercises. |
|
|