Agency MBS Transaction Summary
Gross purchases from January 19 through January 25, 2017: $9,213 million
Sales (dollar rolls) from January 19 through January 25, 2017: $450 million
Net purchases from January 19 through January 25, 2017: $8,763 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
472 |
648 |
0 |
394 |
|
3.5 |
Feb |
1,150 |
1,701 |
0 |
1,706 |
|
4 |
Feb |
550 |
760 |
0 |
1,132 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
105 |
158 |
0 |
0 |
|
3 |
Feb |
175 |
262 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,452 |
3,529 |
0 |
3,232 |
*Does not include trades associated with small value exercises.
|
|
|