Agency MBS Transaction Summary
Gross purchases from August 14 through August 20: $7,477 million
Sales (dollar rolls) from August 14 through August 20: $0 million
Net purchases from August 14 through August 20: $7,477 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Sep |
471 |
627 |
0 |
384 |
|
3.5 |
Oct |
473 |
628 |
0 |
385 |
|
4 |
Sep |
524 |
824 |
0 |
295 |
|
4 |
Oct |
523 |
824 |
0 |
298 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
103 |
153 |
0 |
0 |
|
3 |
Oct |
315 |
548 |
0 |
0 |
|
3.5 |
Oct |
52 |
50 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,461 |
3,654 |
0 |
1,362 |
*Does not include trades associated with small value exercises. |
|
|