Agency MBS Transaction Summary
Gross purchases from February 26 through March 4: $4,737 million
Sales (dollar rolls) from February 26 through March 4: $0 million
Net purchases from February 26 through March 4: $4,737 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Mar |
0 |
0 |
0 |
525 |
|
3 |
Apr |
210 |
472 |
0 |
297 |
|
3.5 |
Mar |
0 |
0 |
0 |
406 |
|
3.5 |
Apr |
776 |
882 |
0 |
512 |
|
4 |
Apr |
79 |
158 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Apr |
105 |
105 |
0 |
0 |
|
3 |
Apr |
79 |
131 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,249 |
1,748 |
0 |
1,740 |
*Does not include trades associated with small value exercises. |
|
|