Agency MBS Transaction Summary
Gross purchases from July 7 through July 13, 2016: $7,029 million
Sales (dollar rolls) from July 7 through July 13, 2016: $0 million
Net purchases from July 7 through July 13, 2016: $7,029 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Aug |
1,260 |
1,900 |
0 |
1,638 |
|
3.5 |
Aug |
320 |
480 |
0 |
800 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Aug |
175 |
298 |
0 |
0 |
|
3 |
Aug |
70 |
88 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,825 |
2,766 |
0 |
2,438 |
*Does not include trades associated with small value exercises.
|
|
|