Agency MBS Transaction Summary
Gross purchases from June 14 through June 20, 2018: $3,683 million
Sales (dollar rolls) from June 14 through June 20, 2018: $300 million
Net purchases from June 14 through June 20, 2018: $3,383 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 |
56 |
86 |
0 |
171 |
|
4.0 |
July |
491 |
765 |
0 |
757 |
|
4.5 |
July |
162 |
237 |
0 |
620 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
July |
80 |
100 |
0 |
0 |
|
3.5 |
July |
70 |
88 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
859 |
1,276 |
0 |
1,548 |
*Does not include trades associated with small value exercises.
|
|