Agency MBS Transaction Summary
Gross purchases from October 27 through November 2, 2016: $7,600 million
Sales (dollar rolls) from October 27 through November 2, 2016: $0 million
Net purchases from October 27 through November 2, 2016: $7,600 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Nov |
830 |
1,113 |
0 |
2,064 |
|
3 |
Dec |
830 |
1,113 |
0 |
0 |
|
3.5 |
Nov |
116 |
133 |
0 |
536 |
|
3.5 |
Dec |
116 |
147 |
0 |
0 |
|
|
|
|
|
|
|
15 Year
|
2 |
Dec |
48 |
63 |
0 |
0 |
|
2.5 |
Dec |
206 |
285 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,146 |
2,854 |
0 |
2,600 |
*Does not include trades associated with small value exercises.
|
|
|