Agency MBS Transaction Summary
Gross purchases from April 13 through April 19, 2017: $6,421 million
Sales (dollar rolls) from April 13 through April 19, 2017: $1,000 million
Net purchases from April 13 through April 19, 2017: $5,421 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 |
May |
0 |
0 |
0 |
420 |
|
3.5 |
May |
560 |
760 |
0 |
1,275 |
|
4 |
May |
570 |
760 |
0 |
1,452 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
May |
52 |
52 |
0 |
0 |
|
3 |
May |
175 |
245 |
0 |
0 |
|
3.5 |
May |
0 |
100 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,357 |
1,917 |
0 |
3,147 |
*Does not include trades associated with small value exercises.
|
|