Agency MBS Transaction Summary
Gross purchases from June 2 through June 8, 2016: $8,140 million
Sales (dollar rolls) from June 2 through June 8, 2016: $0 million
Net purchases from June 2 through June 8, 2016: $8,140 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jul |
1,203 |
1,773 |
0 |
1,563 |
|
3.5 |
Jul |
577 |
895 |
0 |
1,076 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jul |
308 |
444 |
0 |
0 |
|
3 |
Jul |
129 |
172 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,217 |
3,284 |
0 |
2,639 |
*Does not include trades associated with small value exercises.
|
|
|