Agency MBS Transaction Summary
Gross purchases from June 29 through July 5, 2017: $3,683 million
Sales (dollar rolls) from June 29 through July 5, 2017: $0 million
Net purchases from June 29 through July 5, 2017: $3,683 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 |
Jul |
0 |
0 |
0 |
200 |
|
3 |
Aug |
0 |
0 |
0 |
180 |
|
3.5 |
Jul |
410 |
598 |
0 |
651 |
|
3.5 |
Aug |
0 |
0 |
0 |
589 |
|
4 |
Jul |
315 |
446 |
0 |
147 |
|
4 |
Aug |
0 |
0 |
0 |
147 |
|
|
|
|
|
|
|
15 Year
|
|
|
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
725 |
1,044 |
0 |
1,914 |
*Does not include trades associated with small value exercises.
|
|