Agency MBS Transaction Summary
Gross purchases from May 26 through June 1, 2016: $6,516 million
Sales (dollar rolls) from May 26 through June 1, 2016: $0 million
Net purchases from May 26 through June 1, 2016: $6,516 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jun |
617 |
932 |
0 |
801 |
|
3 |
Jul |
617 |
932 |
0 |
0 |
|
3.5 |
Jun |
302 |
459 |
0 |
551 |
|
3.5 |
Jul |
302 |
459 |
0 |
0 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jun |
158 |
228 |
0 |
0 |
|
3 |
Jun |
70 |
88 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,066 |
3,098 |
0 |
1,352 |
*Does not include trades associated with small value exercises.
|
|
|