Agency MBS Transaction Summary
Gross purchases from August 3 through August 9, 2017: $5,161 million
Sales (dollar rolls) from August 3 through August 9, 2017: $0 million
Net purchases from August 3 through August 9, 2017: $5,161 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 Sep 0 0 0 210
  3.5 Sep 800 1,068 0 804
  4.0 Sep 467 664 0 315
             
15 Year
2.5 Sep 104 133 0 0
  3 Sep 246 350 0 0
             
Total     1,617 2,215 0 1,329
*Does not include trades associated with small value exercises.
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