Agency MBS Transaction Summary
Gross purchases from May 8 through May 14: $10,339 million
Sales (dollar rolls) from May 8 through May 14: $1,800 million
Net purchases from May 8 through May 14: $8,539 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
June |
608 |
660 |
0 |
866 |
|
3.5 |
July |
0 |
200 |
0 |
0 |
|
4 |
June |
1,114 |
3,324 |
0 |
867 |
|
4 |
July |
400 |
400 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
3 |
June |
0 |
600 |
0 |
0 |
|
3 |
July |
363 |
570 |
0 |
0 |
|
3.5 |
June |
104 |
263 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,589 |
6,017 |
0 |
1,733 |
*Does not include trades associated with small value exercises. |
|
|