Agency MBS Transaction Summary
Gross purchases from June 23 through June 29, 2016: $5,812 million
Sales (dollar rolls) from June 23 through June 29, 2016: $0 million
Net purchases from June 23 through June 29, 2016: $5,812 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions ($ million) |
Maturity
|
Coupon
|
Settlement Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
| 3 | Jul | 662 | 998 | 0 | 1,617 |
| 3.5 | Jul | 168 | 252 | 0 | 827 |
| | | | | | |
15 Year
| 2.5 | Jul | 358 | 588 | 0 | 0 |
| 3 | Jul | 148 | 194 | 0 | 0 |
| | | | | | |
Total | | | 1,336 | 2,032 | 0 | 2,444 |
*Does not include trades associated with small value exercises.
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