Agency MBS Transaction Summary
Gross purchases from February 16 through February 22, 2017: $5,383 million
Sales (dollar rolls) from February 16 through February 22, 2017: $0 million
Net purchases from February 16 through February 22, 2017: $5,383 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Mar |
0 |
0 |
0 |
210 |
|
3.5 |
Mar |
404 |
558 |
0 |
1,275 |
|
4 |
Mar |
551 |
689 |
0 |
656 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Mar |
70 |
70 |
0 |
0 |
|
3 |
Mar |
367 |
533 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,392 |
1,850 |
0 |
2,141 |
*Does not include trades associated with small value exercises.
|
|
|