Agency MBS Transaction Summary
Gross purchases from August 28 through September 3: $6,241 million
Sales (dollar rolls) from August 28 through September 3: $0 million
Net purchases from August 28 through September 3: $6,241 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Sept |
288 |
393 |
0 |
0 |
|
3.5 |
Oct |
759 |
993 |
0 |
1,223 |
|
4 |
Sept |
197 |
249 |
0 |
0 |
|
4 |
Oct |
507 |
667 |
0 |
678 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
52 |
52 |
0 |
0 |
|
3 |
Oct |
78 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,881 |
2,459 |
0 |
1,901 |
*Does not include trades associated with small value exercises. |
|
|