Agency MBS Transaction Summary
Gross purchases from June 30 through July 6, 2016: $7,311 million
Sales (dollar rolls) from June 30 through July 6, 2016: $0 million
Net purchases from June 30 through July 6, 2016: $7,311 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jul |
662 |
998 |
0 |
0 |
|
3 |
Aug |
662 |
998 |
0 |
1,680 |
|
3.5 |
Jul |
168 |
252 |
0 |
0 |
|
3.5 |
Aug |
168 |
252 |
0 |
840 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Aug |
175 |
298 |
0 |
0 |
|
3 |
Aug |
70 |
88 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,905 |
2,886 |
0 |
2,520 |
*Does not include trades associated with small value exercises.
|
|
|