Agency MBS Transaction Summary
Gross purchases from May 21 through May 27: $7,058 million
Sales (dollar rolls) from May 21 through May 27: $0 million
Net purchases from May 21 through May 27: $7,058 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jun |
670 |
984 |
0 |
970 |
|
3.5 |
Jun |
918 |
1,338 |
0 |
1,102 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jun |
210 |
394 |
0 |
0 |
|
3 |
Jun |
184 |
288 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,982 |
3,004 |
0 |
2,072 |
*Does not include trades associated with small value exercises. |
|
|