Agency MBS Transaction Summary
Gross purchases from August 9 through August 15, 2018: $1,782 million
Sales (dollar rolls) from August 9 through August 15, 2018: $0 million
Net purchases from August 9 through August 15, 2018: $1,782 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 |
0 |
0 |
0 |
131 |
|
4.0 |
Sep |
177 |
275 |
0 |
522 |
|
4.5 |
Sep |
89 |
131 |
0 |
286 |
|
|
|
|
|
|
|
15 Year
|
3.5 |
Sep |
52 |
64 |
0 |
0 |
|
4.0 |
Sep |
24 |
31 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
342 |
501 |
0 |
939 |
*Does not include trades associated with small value exercises.
|
|