Translate

Search This Blog

Search Tool




Asian Markets at Close Report

European Markets at Close Report

Aug 25, 2016

Federal Reserve Bank of New York Org. - August 25, 2016: Agency MBS Transaction Summary

Agency MBS Transaction Summary
Gross purchases from August 18 through August 24, 2016: $7,189 million
Sales (dollar rolls) from August 18 through August 24, 2016: $0 million
Net purchases from August 18 through August 24, 2016: $7,189 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
3Sep1,4421,96701,996
 3.5Sep2623680602
       
15 Year
2.5Sep18436800
       
Total  1,8882,70302,598
*Does not include trades associated with small value exercises.
Purchases archive »
Sales archive »