Agency MBS Transaction Summary
Gross purchases from June 11 through June 17: $5,910 million
Sales (dollar rolls) from June 11 through June 17: $0 million
Net purchases from June 11 through June 17: $5,910 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
July |
184 |
289 |
0 |
341 |
|
3.5 |
July |
1,008 |
1,576 |
0 |
998 |
|
4 |
July |
245 |
420 |
0 |
262 |
|
|
|
|
|
|
|
15 Year |
2.5 |
July |
84 |
100 |
0 |
0 |
|
3 |
July |
158 |
245 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,679 |
2,630 |
0 |
1,601 |
*Does not include trades associated with small value exercises. |
|
|