Agency MBS Transaction Summary
Gross purchases from June 16 through June 22, 2016: $8,801 million
Sales (dollar rolls) from June 16 through June 22, 2016: $1,100 million
Net purchases from June 16 through June 22, 2016: $7,701 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jul |
1,400 |
2,136 |
0 |
1,400 |
|
3.5 |
Jul |
524 |
770 |
0 |
1,914 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jul |
184 |
289 |
0 |
0 |
|
3 |
Jul |
79 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,187 |
3,300 |
0 |
3,314 |
*Does not include trades associated with small value exercises.
|
|
|