Agency MBS Transaction Summary
Gross purchases from June 7 through June 13, 2018: $1,508 million
Sales (dollar rolls) from June 7 through June 13, 2018: $0 million
Net purchases from June 7 through June 13, 2018: $1,508 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 |
0 |
0 |
0 |
51 |
|
4.0 |
July |
157 |
235 |
0 |
329 |
|
4.5 |
July |
171 |
235 |
0 |
120 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
July |
21 |
27 |
0 |
0 |
|
3.5 |
July |
71 |
91 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
420 |
588 |
0 |
500 |
*Does not include trades associated with small value exercises.
|
|