Agency MBS Transaction Summary
Gross purchases from May 31 through June 6, 2018: $2,157 million
Sales (dollar rolls) from May 31 through June 6, 2018: $0 million
Net purchases from May 31 through June 6, 2018: $2,157 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 |
July |
100 |
147 |
0 |
53 |
|
4.0 |
July |
318 |
472 |
0 |
329 |
|
4.5 |
July |
174 |
234 |
0 |
120 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
June |
23 |
29 |
0 |
0 |
|
3.5 |
June |
70 |
88 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
685 |
970 |
0 |
502 |
*Does not include trades associated with small value exercises.
|
|