Agency MBS Transaction Summary
Gross purchases from August 2 through August 8, 2018: $1,735 million
Sales (dollar rolls) from August 2 through August 8, 2018: $0 million
Net purchases from August 2 through August 8, 2018: $1,735 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 |
Sep |
148 |
197 |
0 |
0 |
|
4.0 |
Sep |
355 |
552 |
0 |
0 |
|
4.5 |
Sep |
87 |
132 |
0 |
0 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
Sep |
29 |
40 |
0 |
0 |
|
3.5 |
Sep |
85 |
110 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
704 |
1,031 |
0 |
0 |
*Does not include trades associated with small value exercises.
|
|