Agency MBS Transaction Summary
Gross purchases from January 12 through January 18, 2017: $8,172 million
Sales (dollar rolls) from January 12 through January 18, 2017: $0 million
Net purchases from January 12 through January 18, 2017: $8,172 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
428 |
648 |
0 |
669 |
|
3.5 |
Feb |
935 |
1,269 |
0 |
1,594 |
|
4 |
Feb |
368 |
578 |
0 |
341 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
210 |
316 |
0 |
0 |
|
3 |
Feb |
316 |
500 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,257 |
3,311 |
0 |
2,604 |
*Does not include trades associated with small value exercises.
|
|
|