Agency MBS Transaction Summary
Gross purchases from July 19 through July 25, 2018: $1,406 million
Sales (dollar rolls) from July 19 through July 25, 2018: $0 million
Net purchases from July 19 through July 25, 2018: $1,406 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity
|
Coupon
|
Settlement Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.5 |
Aug |
0 |
0 |
0 |
49 |
|
4.0 |
Aug |
184 |
277 |
0 |
292 |
|
4.5 |
Aug |
78 |
117 |
0 |
166 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
Aug |
45 |
62 |
0 |
0 |
|
3.5 |
Aug |
60 |
76 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
367 |
532 |
0 |
507 |
*Does not include trades associated with small value exercises.
|
|