Agency MBS Transaction Summary
Gross purchases from January 8, 2015 through January 14: $7,833 million
Sales (dollar rolls) from January 8, 2015 through January 14: $500 million
Net purchases from January 8, 2015 through January 14: $7,333 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Feb |
649 |
921 |
0 |
420 |
|
3.5 |
Feb |
1,337 |
1,976 |
0 |
1,128 |
|
4 |
Feb |
832 |
570 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
|
|
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,818 |
3,467 |
0 |
1,548 |
*Does not include trades associated with small value exercises. |
|
|