Agency MBS Transaction Summary
Gross purchases from January 15, 2015 through January 21: $4,738 million
Sales (dollar rolls) from January 15, 2015 through January 21: $0 million
Net purchases from January 15, 2015 through January 21: $4,738 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Feb |
364 |
525 |
0 |
394 |
|
3 |
Mar |
0 |
0 |
0 |
356 |
|
3.5 |
Feb |
499 |
709 |
0 |
591 |
|
3.5 |
Mar |
0 |
0 |
0 |
591 |
|
4 |
Mar |
0 |
0 |
0 |
95 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Feb |
140 |
193 |
0 |
0 |
|
3 |
Feb |
158 |
123 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,161 |
1,550 |
0 |
2,027 |
*Does not include trades associated with small value exercises. |
|
|