Agency MBS Transaction Summary
Gross purchases from September 6 through September 12, 2018: $869 million
Sales (dollar rolls) from September 6 through September 12, 2018: $0 million
Net purchases from September 6 through September 12, 2018: $869 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity
|
Coupon
|
Settlement Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.5 |
Oct |
71 |
103 |
0 |
0 |
|
4.0 |
Oct |
192 |
276 |
0 |
0 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
Oct |
26 |
30 |
0 |
0 |
|
3.5 |
Oct |
53 |
65 |
0 |
0 |
|
4.0 |
Oct |
24 |
29 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
366 |
503 |
0 |
0 |
*Does not include trades associated with small value exercises.
|
|