Agency MBS Transaction Summary
Gross purchases from May 18 through May 24, 2017: $5,252 million
Sales (dollar rolls) from May 18 through May 24, 2017: $0 million
Net purchases from May 18 through May 24, 2017: $5,252 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 |
June |
604 |
775 |
0 |
1,450 |
|
4 |
June |
700 |
902 |
0 |
375 |
|
|
|
|
|
|
|
15 Year
|
3 |
June |
140 |
175 |
0 |
0 |
|
3.5 |
June |
52 |
79 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,496 |
1,931 |
0 |
1,825 |
*Does not include trades associated with small value exercises.
|
|