Agency MBS Transaction Summary
Gross purchases from October 16 through October 22: $5,796 million
Sales (dollar rolls) from October 16 through October 22: $175 million
Net purchases from October 16 through October 22: $5,621 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Dec |
158 |
210 |
0 |
207 |
|
3.5 |
Dec |
996 |
1,101 |
0 |
1,509 |
|
4 |
Dec |
289 |
393 |
0 |
472 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Dec |
52 |
52 |
0 |
0 |
|
3 |
Dec |
52 |
130 |
0 |
0 |
|
3.5 |
Nov |
175 |
0 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,722 |
1,886 |
0 |
2,188 |
*Does not include trades associated with small value exercises. |
|
|