Agency MBS Transaction Summary
Gross purchases from May 17 through May 23, 2018: $1,962 million
Sales (dollar rolls) from May 17 through May 23, 2018: $0 million
Net purchases from May 17 through May 23, 2018: $1,962 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 |
June |
103 |
150 |
0 |
84 |
| |
4.0 |
June |
244 |
372 |
0 |
272 |
| |
4.5 |
June |
140 |
189 |
0 |
59 |
| |
|
|
|
|
|
|
15 Year |
3.0 |
June |
26 |
32 |
0 |
0 |
| |
3.5 |
June |
128 |
163 |
0 |
0 |
| |
|
|
|
|
|
|
| Total |
|
|
641 |
906 |
0 |
415 |
|
*Does not include trades associated with small value exercises.
|
|