Agency MBS Transaction Summary
Gross purchases from June 22 through June 28, 2017: $5,107 million
Sales (dollar rolls) from June 22 through June 28, 2017: $0 million
Net purchases from June 22 through June 28, 2017: $5,107 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
July |
228 |
333 |
0 |
410 |
|
3.5 |
July |
667 |
1,041 |
0 |
1,153 |
|
4 |
July |
193 |
269 |
0 |
278 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
July |
70 |
79 |
0 |
0 |
|
3 |
July |
158 |
228 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,316 |
1,950 |
0 |
1,841 |
*Does not include trades associated with small value exercises.
|
|