Agency MBS Transaction Summary
Gross purchases from March 16 through March 22, 2017: $4,147 million
Sales (dollar rolls) from March 16 through March 22, 2017: $200 million
Net purchases from March 16 through March 22, 2017: $3,947 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.5 |
Apr |
446 |
604 |
0 |
508 |
|
4 |
Apr |
475 |
625 |
0 |
498 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Apr |
52 |
52 |
0 |
0 |
|
3 |
Apr |
262 |
472 |
0 |
0 |
|
3.5 |
Apr |
48 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,283 |
1,858 |
0 |
1,006 |
*Does not include trades associated with small value exercises.
|
|
|