Agency MBS Transaction Summary
Gross purchases from March 24 through March 30, 2016: $5,739 million
Sales (dollar rolls) from March 24 through March 30, 2016: $0 million
Net purchases from March 24 through March 30, 2016: $5,739 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Apr |
708 |
1,050 |
0 |
1,138 |
|
3.5 |
Apr |
708 |
1,050 |
0 |
1,085 |
|
|
|
|
|
|
|
Total |
|
|
1,416 |
2,100 |
0 |
2,223 |
*Does not include trades associated with small value exercises.
|
|
|