Agency MBS Transaction Summary
Gross purchases from June 9 through June 15, 2016: $4,846 million
Sales (dollar rolls) from June 9 through June 15, 2016: $0 million
Net purchases from June 9 through June 15, 2016: $4,846 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jul |
700 |
1,068 |
0 |
1,499 |
|
3.5 |
Jul |
262 |
385 |
0 |
932 |
|
|
|
|
|
|
|
Total |
|
|
962 |
1,453 |
0 |
2,431 |
*Does not include trades associated with small value exercises.
|
|
|