Agency MBS Transaction Summary
Gross purchases from March 22 through March 28, 2018: $2,941 million
Sales (dollar rolls) from March 22 through March 28, 2018: $0 million
Net purchases from March 22 through March 28, 2018: $2,941 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 |
126 |
179 |
0 |
310 |
|
4.0 |
Apr |
419 |
590 |
0 |
677 |
|
4.5 |
Apr |
121 |
171 |
0 |
190 |
|
|
|
|
|
|
|
15 Year |
3.5 |
Apr |
68 |
90 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
734 |
1,030 |
0 |
1,177 |
*Does not include trades associated with small value exercises.
|
|