Agency MBS Transaction Summary
Gross purchases from March 12 through March 18: $6,823 million
Sales (dollar rolls) from March 12 through March 18: $250 million
Net purchases from March 12 through March 18: $6,573 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Apr |
298 |
490 |
0 |
351 |
|
3.5 |
Apr |
960 |
1,260 |
0 |
1,226 |
|
4 |
Apr |
262 |
420 |
0 |
289 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Apr |
176 |
316 |
0 |
0 |
|
3 |
Apr |
176 |
599 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,872 |
3,085 |
0 |
1,866 |
*Does not include trades associated with small value exercises. |
|
|