Agency MBS Transaction Summary
Gross purchases from May 4 through May 10, 2017: $7,139 million
Sales (dollar rolls) from May 4 through May 10, 2017: $0 million
Net purchases from May 4 through May 10, 2017: $7,139 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 |
June |
0 |
0 |
0 |
142 |
|
3.5 |
June |
1,087 |
1,461 |
0 |
1,364 |
|
4 |
June |
786 |
1,062 |
0 |
289 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
June |
52 |
105 |
0 |
0 |
|
3 |
June |
267 |
420 |
0 |
0 |
|
3.5 |
June |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,244 |
3,100 |
0 |
1,795 |
*Does not include trades associated with small value exercises.
|
|