Agency MBS Transaction Summary
Gross purchases from October 20 through October 26, 2016: $13,428 million
Sales (dollar rolls) from October 20 through October 26, 2016: $0 million
Net purchases from October 20 through October 26, 2016: $13,428 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Nov |
3,087 |
4,158 |
0 |
3,204 |
|
3.5 |
Nov |
348 |
504 |
0 |
867 |
|
|
|
|
|
|
|
15 Year
|
2 |
Nov |
52 |
52 |
0 |
0 |
|
2.5 |
Nov |
387 |
769 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,874 |
5,483 |
0 |
4,071 |
*Does not include trades associated with small value exercises.
|
|
|