Agency MBS Transaction Summary
Gross purchases from August 11 through August 17, 2016: $7,194 million
Sales (dollar rolls) from August 11 through August 17, 2016: $0 million
Net purchases from August 11 through August 17, 2016: $7,194 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Sep |
1,444 |
1,968 |
0 |
1,996 |
|
3.5 |
Sep |
262 |
368 |
0 |
604 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Sep |
184 |
368 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,890 |
2,704 |
0 |
2,600 |
*Does not include trades associated with small value exercises.
|
|
|