Agency MBS Transaction Summary
Gross purchases from July 6 through July 12, 2017: $6,656 million
Sales (dollar rolls) from July 6 through July 12, 2017: $0 million
Net purchases from July 6 through July 12, 2017: $6,656 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 Aug 206 333 0 380
  3.5 Aug 780 1,140 0 1,240
  4 Aug 315 446 0 294
             
15 Year
2.5 Aug 70 88 0 0
  3 Aug 158 206 0 0
             
Total     1,529 2,213 0 1,914
*Does not include trades associated with small value exercises.
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