Agency MBS Transaction Summary
Gross purchases from March 10 through March 16, 2016: $5,426 million
Sales (dollar rolls) from March 10 through March 16, 2016: $700 million
Net purchases from March 10 through March 16, 2016: $4,726 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Apr |
395 |
561 |
0 |
1,174 |
|
3.5 |
Apr |
450 |
614 |
0 |
981 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Apr |
131 |
184 |
0 |
0 |
|
3 |
Apr |
105 |
831 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,081 |
2,190 |
0 |
2,155 |
*Does not include trades associated with small value exercises.
|
|
|