Agency MBS Transaction Summary
Gross purchases from December 29 through January 4, 2017: $4,886 million
Sales (dollar rolls) from December 29 through January 4, 2017: $0 million
Net purchases from December 29 through January 4, 2017: $4,886 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
0 |
0 |
0 |
428 |
|
3.5 |
Feb |
475 |
756 |
0 |
1,638 |
|
4 |
Feb |
407 |
578 |
0 |
604 |
|
|
|
|
|
|
|
Total |
|
|
882 |
1,334 |
0 |
2,670 |
*Does not include trades associated with small value exercises.
|
|
|