Agency MBS Transaction Summary
Gross purchases from May 22 through May 28: $7,264 million
Sales (dollar rolls) from May 22 through May 28: $0 million
Net purchases from May 22 through May 28: $7,264 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
July |
759 |
1,143 |
0 |
667 |
|
3.5 |
Aug |
236 |
315 |
0 |
300 |
|
4 |
July |
548 |
831 |
0 |
517 |
|
4 |
Aug |
366 |
550 |
0 |
150 |
|
|
|
|
|
|
|
15 Year |
3 |
July |
0 |
157 |
0 |
0 |
|
3 |
Aug |
260 |
310 |
0 |
0 |
|
3.5 |
July |
0 |
105 |
0 |
0 |
|
3.5 |
Aug |
0 |
50 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,169 |
3,461 |
0 |
1,634 |
*Does not include trades associated with small value exercises. |
|
|