Agency MBS Transaction Summary
Gross purchases from December 31 through January 6: $5,998 million
Sales (dollar rolls) from December 31 through January 6: $0 million
Net purchases from December 31 through January 6: $5,998 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
315 |
315 |
0 |
158 |
|
3.5 |
Feb |
1,295 |
1,857 |
0 |
656 |
|
4 |
Feb |
238 |
446 |
0 |
142 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
52 |
52 |
0 |
0 |
|
3 |
Feb |
210 |
262 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,110 |
2,932 |
0 |
956 |
*Does not include trades associated with small value exercises.
|
|
|