Agency MBS Transaction Summary
Gross purchases from January 7 through January 13: $5,565 million
Sales (dollar rolls) from January 7 through January 13: $400 million
Net purchases from January 7 through January 13: $5,165 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
0 |
0 |
0 |
442 |
|
3.5 |
Feb |
539 |
808 |
0 |
1,806 |
|
4 |
Feb |
250 |
375 |
0 |
807 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
48 |
50 |
0 |
0 |
|
3 |
Feb |
190 |
250 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,027 |
1,483 |
0 |
3,055 |
*Does not include trades associated with small value exercises.
|
|
|