Agency MBS Transaction Summary
Gross purchases from October 9 through October 15: $5,132 million
Sales (dollar rolls) from October 9 through October 15: $0 million
Net purchases from October 9 through October 15: $5,132 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Nov |
425 |
498 |
0 |
385 |
|
3.5 |
Dec |
368 |
420 |
0 |
496 |
|
4 |
Nov |
350 |
448 |
0 |
278 |
|
4 |
Dec |
289 |
394 |
0 |
314 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Dec |
0 |
51 |
0 |
0 |
|
3 |
Dec |
158 |
208 |
0 |
0 |
|
3.5 |
Dec |
0 |
50 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,590 |
2,069 |
0 |
1,473 |
*Does not include trades associated with small value exercises. |
|
|