Agency MBS Transaction Summary
Gross purchases from October 8 through October 14: $5,739 million
Sales (dollar rolls) from October 8 through October 14: $200 million
Net purchases from October 8 through October 14: $5,539 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Nov |
368 |
472 |
0 |
223 |
|
3.5 |
Nov |
958 |
1,457 |
0 |
722 |
|
4 |
Nov |
210 |
446 |
0 |
158 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Nov |
252 |
105 |
0 |
0 |
|
3 |
Nov |
158 |
210 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,946 |
2,690 |
0 |
1,103 |
*Does not include trades associated with small value exercises.
|
|
|