Agency MBS Transaction Summary
Gross purchases from May 28 through June 3: $8,537 million
Sales (dollar rolls) from May 28 through June 3: $0 million
Net purchases from May 28 through June 3: $8,537 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jun |
0 |
0 |
0 |
289 |
|
3 |
July |
394 |
604 |
0 |
578 |
|
3.5 |
Jun |
0 |
0 |
0 |
472 |
|
3.5 |
July |
1,470 |
2,127 |
0 |
944 |
|
4 |
July |
236 |
394 |
0 |
380 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jun |
123 |
158 |
0 |
0 |
|
3 |
Jun |
140 |
228 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,363 |
3,511 |
0 |
2,663 |
*Does not include trades associated with small value exercises. |
|
|