Agency MBS Transaction Summary
Gross purchases from February 5, 2015 through February 11: $6,892 million
Sales (dollar rolls) from February 5, 2015 through February 11: $600 million
Net purchases from February 5, 2015 through February 11: $6,292 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Mar |
998 |
1,225 |
0 |
975 |
|
3.5 |
Mar |
780 |
872 |
0 |
975 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Mar |
217 |
250 |
0 |
0 |
|
3 |
Mar |
0 |
600 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,995 |
2,947 |
0 |
1,950 |
*Does not include trades associated with small value exercises. |
|
|