Agency MBS Transaction Summary
Gross purchases from July 21 through July 27, 2016: $8,169 million
Sales (dollar rolls) from July 21 through July 27, 2016: $0 million
Net purchases from July 21 through July 27, 2016: $8,169 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Aug |
1,680 |
2,494 |
0 |
1,848 |
|
3.5 |
Aug |
342 |
500 |
0 |
692 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Aug |
245 |
368 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,267 |
3,362 |
0 |
2,540 |
*Does not include trades associated with small value exercises.
|
|
|