Agency MBS Transaction Summary
Gross purchases from February 8 through February 14, 2018: $3,706 million
Sales (dollar rolls) from February 8 through February 14, 2018: $0 million
Net purchases from February 8 through February 14, 2018: $3,706 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.0 |
Mar |
0 |
0 |
0 |
90 |
|
3.5 |
Mar |
459 |
613 |
0 |
507 |
|
4.0 |
Mar |
645 |
862 |
0 |
232 |
|
|
|
|
|
|
|
15 Year
|
3.0 |
Mar |
56 |
77 |
0 |
0 |
|
3.5 |
Mar |
69 |
96 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,229 |
1,648 |
0 |
829 |
*Does not include trades associated with small value exercises.
|
|
|