Agency MBS Transaction Summary
Gross purchases from June 23 through June 29, 2016: $5,812 million
Sales (dollar rolls) from June 23 through June 29, 2016: $0 million
Net purchases from June 23 through June 29, 2016: $5,812 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jul |
662 |
998 |
0 |
1,617 |
|
3.5 |
Jul |
168 |
252 |
0 |
827 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jul |
358 |
588 |
0 |
0 |
|
3 |
Jul |
148 |
194 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,336 |
2,032 |
0 |
2,444 |
*Does not include trades associated with small value exercises.
|
|
|