Agency MBS Transaction Summary
Gross purchases from March 17 through March 23, 2016: $5,816 million
Sales (dollar rolls) from March 17 through March 23, 2016: $0 million
Net purchases from March 17 through March 23, 2016: $5,816 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Apr |
876 |
1,080 |
0 |
613 |
|
3.5 |
Apr |
910 |
1,226 |
0 |
560 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Apr |
131 |
184 |
0 |
0 |
|
3 |
Apr |
105 |
131 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,022 |
2,621 |
0 |
1,173 |
*Does not include trades associated with small value exercises.
|
|
|