Agency MBS Transaction Summary
Gross purchases from April 28 through May 4, 2016: $8,410 million
Sales (dollar rolls) from April 28 through May 4, 2016: $0 million
Net purchases from April 28 through May 4, 2016: $8,410 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
May |
656 |
801 |
0 |
0 |
|
3 |
Jun |
656 |
801 |
0 |
1,576 |
|
3.5 |
May |
341 |
538 |
0 |
0 |
|
3.5 |
Jun |
341 |
538 |
0 |
1,076 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
May |
193 |
228 |
0 |
0 |
|
2.5 |
Jun |
193 |
228 |
0 |
0 |
|
3 |
May |
52 |
70 |
0 |
0 |
|
3 |
Jun |
52 |
70 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,484 |
3,274 |
0 |
2,652 |
*Does not include trades associated with small value exercises.
|
|
|