Agency MBS Transaction Summary
Gross purchases from June 1 through June 7, 2017: $5,753 million
Sales (dollar rolls) from June 1 through June 7, 2017: $0 million
Net purchases from June 1 through June 7, 2017: $5,753 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 |
July |
0 |
0 |
0 |
300 |
|
3.5 |
July |
760 |
1,020 |
0 |
1,400 |
|
4 |
July |
553 |
707 |
0 |
500 |
|
|
|
|
|
|
|
15 Year
|
3 |
July |
158 |
228 |
0 |
0 |
|
3.5 |
July |
48 |
79 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,519 |
2,034 |
0 |
2,200 |
*Does not include trades associated with small value exercises.
|
|