Agency MBS Transaction Summary
Gross purchases from May 25 through May 31, 2017: $4,177 million
Sales (dollar rolls) from May 25 through May 31, 2017: $0 million
Net purchases from May 25 through May 31, 2017: $4,177 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 |
June |
210 |
262 |
0 |
300 |
|
3.5 |
June |
399 |
536 |
0 |
1,345 |
|
4 |
June |
0 |
0 |
0 |
524 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
June |
95 |
105 |
0 |
0 |
|
3 |
June |
174 |
227 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
878 |
1,130 |
0 |
2,169 |
*Does not include trades associated with small value exercises.
|
|