Agency MBS Transaction Summary
Gross purchases from March 8 through March 14, 2018: $3,195 million
Sales (dollar rolls) from March 8 through March 14, 2018: $0 million
Net purchases from March 8 through March 14, 2018: $3,195 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 |
Apr |
88 |
120 |
0 |
321 |
|
4.0 |
Apr |
516 |
703 |
0 |
749 |
|
4.5 |
Apr |
152 |
208 |
0 |
127 |
|
|
|
|
|
|
|
15 Year |
3.5 |
Apr |
89 |
122 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
845 |
1,153 |
0 |
1,197 |
*Does not include trades associated with small value exercises.
|
|