Agency MBS Transaction Summary
Gross purchases from February 11 through February 17, 2016: $4,944 million
Sales (dollar rolls) from February 11 through February 17, 2016: $100 million
Net purchases from February 11 through February 17, 2016: $4,844 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Mar |
578 |
682 |
0 |
332 |
|
3.5 |
Mar |
875 |
1,050 |
0 |
356 |
|
4 |
Mar |
158 |
262 |
0 |
152 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Mar |
105 |
158 |
0 |
0 |
|
3 |
Mar |
105 |
131 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,821 |
2,283 |
0 |
840 |
*Does not include trades associated with small value exercises.
|
|
|