Agency MBS Transaction Summary
Gross purchases from May 14 through May 20: $8,716 million
Sales (dollar rolls) from May 14 through May 20: $0 million
Net purchases from May 14 through May 20: $8,716 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jun |
638 |
984 |
0 |
276 |
|
3.5 |
Jun |
1,793 |
2,676 |
0 |
341 |
|
4 |
Jun |
472 |
788 |
0 |
210 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jun |
105 |
197 |
0 |
0 |
|
3 |
Jun |
92 |
144 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,100 |
4,789 |
0 |
827 |
*Does not include trades associated with small value exercises. |
|
|