Agency MBS Transaction Summary
Gross purchases from May 19 through May 25, 2016: $8,172 million
Sales (dollar rolls) from May 19 through May 25, 2016: $0 million
Net purchases from May 19 through May 25, 2016: $8,172 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jun |
1,182 |
1,758 |
0 |
1,496 |
|
3.5 |
Jun |
630 |
944 |
0 |
1,076 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jun |
316 |
420 |
0 |
0 |
|
3 |
Jun |
140 |
210 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,268 |
3,332 |
0 |
2,572 |
*Does not include trades associated with small value exercises.
|
|
|