Agency MBS Transaction Summary
Gross purchases from April 27 through May 3, 2017: $3,562 million
Sales (dollar rolls) from April 27 through May 3, 2017: $0 million
Net purchases from April 27 through May 3, 2017: $3,562 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 |
May |
0 |
0 |
0 |
158 |
|
3.5 |
May |
356 |
487 |
0 |
682 |
|
3.5 |
June |
0 |
0 |
0 |
618 |
|
4 |
May |
238 |
321 |
0 |
0 |
|
4 |
June |
0 |
0 |
0 |
289 |
|
|
|
|
|
|
|
15 Year
|
3 |
June |
127 |
190 |
0 |
0 |
|
3.5 |
June |
48 |
48 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
769 |
1,046 |
0 |
1,747 |
*Does not include trades associated with small value exercises.
|
|