Agency MBS Transaction Summary
Gross purchases from December 15 through December 21, 2016: $14,409 million
Sales (dollar rolls) from December 15 through December 21, 2016: $0 million
Net purchases from December 15 through December 21, 2016: $14,409 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jan |
506 |
700 |
0 |
1,037 |
|
3.5 |
Jan |
2,240 |
3,000 |
0 |
2,288 |
|
4 |
Jan |
800 |
998 |
0 |
504 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jan |
356 |
580 |
0 |
0 |
|
3 |
Jan |
561 |
839 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
4,463 |
6,117 |
0 |
3,829 |
*Does not include trades associated with small value exercises.
|
|
|