Agency MBS Transaction Summary
Gross purchases from August 25 through August 31, 2016: $6,927 million
Sales (dollar rolls) from August 25 through August 31, 2016: $0 million
Net purchases from August 25 through August 31, 2016: $6,927 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Sep |
1,512 |
2,058 |
0 |
1,932 |
|
3.5 |
Sep |
168 |
232 |
0 |
588 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Sep |
122 |
315 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,802 |
2,605 |
0 |
2,520 |
*Does not include trades associated with small value exercises.
|
|
|