Agency MBS Transaction Summary
Gross purchases from April 14 through April 20, 2016: $7,407 million
Sales (dollar rolls) from April 14 through April 20, 2016: $0 million
Net purchases from April 14 through April 20, 2016: $7,407 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
May |
1,156 |
1,680 |
0 |
1,260 |
|
3.5 |
May |
504 |
736 |
0 |
944 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
May |
350 |
434 |
0 |
0 |
|
3 |
May |
133 |
210 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,143 |
3,060 |
0 |
2,204 |
*Does not include trades associated with small value exercises.
|
|
|