Agency MBS Transaction Summary
Gross purchases from October 13 through October 19, 2016: $10,310 million
Sales (dollar rolls) from October 13 through October 19, 2016: $0 million
Net purchases from October 13 through October 19, 2016: $10,310 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Nov |
2,058 |
2,772 |
0 |
3,324 |
|
3.5 |
Nov |
232 |
336 |
0 |
958 |
|
|
|
|
|
|
|
15 Year
|
2 |
Nov |
0 |
52 |
0 |
0 |
|
2.5 |
Nov |
193 |
385 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,483 |
3,545 |
0 |
4,282 |
*Does not include trades associated with small value exercises.
|
|
|