Agency MBS Transaction Summary
Gross purchases from April 20 through April 26, 2017: $6,957 million
Sales (dollar rolls) from April 20 through April 26, 2017: $0 million
Net purchases from April 20 through April 26, 2017: $6,957 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
|
3.5 |
May |
826 |
1,121 |
0 |
1,338 |
|
4 |
May |
915 |
1,180 |
0 |
552 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
May |
52 |
52 |
0 |
0 |
|
3 |
May |
350 |
467 |
0 |
0 |
|
3.5 |
May |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,195 |
2,872 |
0 |
1,890 |
*Does not include trades associated with small value exercises.
|
|