Agency MBS Transaction Summary
Gross purchases from January 29, 2015 through February 4: $7,158 million
Sales (dollar rolls) from January 29, 2015 through February 4: $0 million
Net purchases from January 29, 2015 through February 4: $7,158 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Feb |
551 |
643 |
0 |
0 |
|
3 |
Mar |
551 |
643 |
0 |
975 |
|
3.5 |
Feb |
420 |
459 |
0 |
0 |
|
3.5 |
Mar |
420 |
459 |
0 |
1,024 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Mar |
423 |
488 |
0 |
0 |
|
3 |
Mar |
50 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,415 |
2,744 |
0 |
1,999 |
*Does not include trades associated with small value exercises. |
|
|