Agency MBS Transaction Summary
Gross purchases from March 23 through March 29, 2017: $4,108 million
Sales (dollar rolls) from March 23 through March 29, 2017: $0 million
Net purchases from March 23 through March 29, 2017: $4,108 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Apr |
0 |
0 |
0 |
262 |
|
3.5 |
Apr |
423 |
539 |
0 |
1,007 |
|
4 |
Apr |
553 |
698 |
0 |
626 |
|
|
|
|
|
|
|
Total |
|
|
976 |
1,237 |
0 |
1,895 |
*Does not include trades associated with small value exercises.
|
|
|