Agency MBS Transaction Summary
Gross purchases from May 5 through May 11, 2016: $7,677 million
Sales (dollar rolls) from May 5 through May 11, 2016: $300 million
Net purchases from May 5 through May 11, 2016: $7,377 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jun |
1,252 |
1,527 |
0 |
1,426 |
|
3.5 |
Jun |
652 |
1,027 |
0 |
976 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jun |
183 |
517 |
0 |
0 |
|
3 |
Jun |
50 |
67 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,137 |
3,138 |
0 |
2,402 |
*Does not include trades associated with small value exercises.
|
|
|