Agency MBS Transaction Summary
Gross purchases from May 11 through May 17, 2017: $6,058 million
Sales (dollar rolls) from May 11 through May 17, 2017: $200 million
Net purchases from May 11 through May 17, 2017: $5,858 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 |
June |
546 |
775 |
0 |
1,522 |
|
4 |
June |
700 |
950 |
0 |
594 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
June |
105 |
105 |
0 |
0 |
|
3 |
June |
280 |
350 |
0 |
0 |
|
3.5 |
June |
52 |
79 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,683 |
2,259 |
0 |
2,116 |
*Does not include trades associated with small value exercises.
|
|