Agency MBS Transaction Summary
Gross purchases from May 8 through May 14: $10,339 million
Sales (dollar rolls) from May 8 through May 14: $1,800 million
Net purchases from May 8 through May 14: $8,539 million
All amounts reflect current face
Sales summarize all trades executed during the indicated
period including sales associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
May |
0 |
0 |
0 |
0 |
|
4 |
May |
0 |
1,200 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
3 |
May |
0 |
600 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
0 |
1,800 |
0 |
0 |
*Does not include trades associated with small value exercises. |
|
|