Agency MBS Transaction Summary
Gross purchases from August 18 through August 24, 2016: $7,189 million
Sales (dollar rolls) from August 18 through August 24, 2016: $0 million
Net purchases from August 18 through August 24, 2016: $7,189 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Sep |
1,442 |
1,967 |
0 |
1,996 |
|
3.5 |
Sep |
262 |
368 |
0 |
602 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Sep |
184 |
368 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,888 |
2,703 |
0 |
2,598 |
*Does not include trades associated with small value exercises.
|
|
|