Agency MBS Transaction Summary
Gross purchases from April 26 through May 2, 2018: $2,084 million
Sales (dollar rolls) from April 26 through May 2, 2018: $0 million
Net purchases from April 26 through May 2, 2018: $2,084 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
|
3.5 |
May |
90 |
129 |
0 |
0 |
|
3.5 |
June |
0 |
0 |
0 |
143 |
|
4.0 |
May |
373 |
552 |
0 |
0 |
|
4.0 |
June |
0 |
0 |
0 |
284 |
|
4.5 |
May |
81 |
103 |
0 |
0 |
|
4.5 |
June |
0 |
0 |
0 |
72 |
|
|
|
|
|
|
|
15 Year |
3.0 |
May |
39 |
47 |
0 |
0 |
|
3.5 |
May |
76 |
95 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
659 |
926 |
0 |
499 |
*Does not include trades associated with small value exercises.
|
|