Agency MBS Transaction Summary
Gross purchases from June 8 through June 14, 2017: $4,715 million
Sales (dollar rolls) from June 8 through June 14, 2017: $0 million
Net purchases from June 8 through June 14, 2017: $4,715 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 |
210 |
|
3.5 |
July |
722 |
968 |
0 |
511 |
|
4 |
July |
525 |
642 |
0 |
131 |
|
|
|
|
|
|
|
15 Year
|
3 |
July |
333 |
438 |
0 |
0 |
|
3.5 |
July |
104 |
131 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,684 |
2,179 |
0 |
852 |
*Does not include trades associated with small value exercises.
|
|