Agency MBS Transaction Summary
Gross purchases from June 15 through June 21, 2017: $6,971 million
Sales (dollar rolls) from June 15 through June 21, 2017: $400 million
Net purchases from June 15 through June 21, 2017: $6,571 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 |
368 |
475 |
0 |
420 |
|
3.5 |
July |
984 |
1,353 |
0 |
1,128 |
|
4 |
July |
367 |
583 |
0 |
662 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
July |
105 |
158 |
0 |
0 |
|
3 |
July |
158 |
210 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,982 |
2,779 |
0 |
2,210 |
*Does not include trades associated with small value exercises.
|
|