Agency MBS Transaction Summary
Gross purchases from February 1 through February 7, 2018: $3,592 million
Sales (dollar rolls) from February 1 through February 7, 2018: $0 million
Net purchases from February 1 through February 7, 2018: $3,592 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity
|
Coupon
|
Settlement Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.0 |
Mar |
103 |
137 |
0 |
90 |
|
3.5 |
Mar |
462 |
612 |
0 |
507 |
|
4.0 |
Mar |
323 |
433 |
0 |
229 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Mar |
32 |
44 |
0 |
0 |
|
3.0 |
Mar |
166 |
228 |
0 |
0 |
|
3.5 |
Mar |
94 |
132 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,180 |
1,586 |
0 |
826 |
*Does not include trades associated with small value exercises.
|
|