Agency MBS Transaction Summary
Gross purchases from June 28 through July 4, 2018: $3,007 million
Sales (dollar rolls) from June 28 through July 4, 2018: $0 million
Net purchases from June 28 through July 4, 2018: $3,007 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 |
112 |
172 |
0 |
0 |
|
3.5 |
Aug |
0 |
0 |
0 |
90 |
|
4.0 |
July |
260 |
399 |
0 |
0 |
|
4.0 |
Aug |
260 |
398 |
0 |
411 |
|
4.5 |
Aug |
150 |
229 |
0 |
184 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
July |
65 |
80 |
0 |
0 |
|
3.5 |
July |
87 |
110 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
934 |
1,388 |
0 |
685 |
*Does not include trades associated with small value exercises.
|
|