Agency MBS Transaction Summary
Gross purchases from December 1 through December 7, 2016: $10,435 million
Sales (dollar rolls) from December 1 through December 7, 2016: $0 million
Net purchases from December 1 through December 7, 2016: $10,435 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jan |
944 |
1,434 |
0 |
1,360 |
|
3.5 |
Jan |
1,767 |
2,684 |
0 |
1,388 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jan |
158 |
262 |
0 |
0 |
|
3 |
Jan |
158 |
280 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,027 |
4,660 |
0 |
2,748 |
*Does not include trades associated with small value exercises.
|
|
|