Agency MBS Transaction Summary
Gross purchases from January 5 through January 11, 2017: $11,516 million
Sales (dollar rolls) from January 5 through January 11, 2017: $0 million
Net purchases from January 5 through January 11, 2017: $11,516 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
428 |
570 |
0 |
472 |
|
3.5 |
Feb |
1,475 |
2,124 |
0 |
1,560 |
|
4 |
Feb |
773 |
1,156 |
0 |
604 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
395 |
561 |
0 |
0 |
|
3 |
Feb |
503 |
895 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,574 |
5,306 |
0 |
2,636 |
*Does not include trades associated with small value exercises.
|
|
|