Agency MBS Transaction Summary
Gross purchases from February 22 through February 28, 2018: $2,985 million
Sales (dollar rolls) from February 22 through February 28, 2018: $0 million
Net purchases from February 22 through February 28, 2018: $2,985 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
|
3.5 |
Mar |
246 |
336 |
0 |
339 |
|
4.0 |
Mar |
592 |
806 |
0 |
365 |
|
|
|
|
|
|
|
15 Year |
3.0 |
Mar |
56 |
77 |
0 |
0 |
|
3.5 |
Mar |
71 |
97 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
965 |
1,316 |
0 |
704 |
*Does not include trades associated with small value exercises.
|
|