Agency MBS Transaction Summary
Gross purchases from January 22, 2015 through January 28: $6,647 million
Sales (dollar rolls) from January 22, 2015 through January 28: $0 million
Net purchases from January 22, 2015 through January 28: $6,647 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Feb |
402 |
525 |
0 |
750 |
|
3.5 |
Feb |
998 |
1,418 |
0 |
1,182 |
|
4 |
Feb |
158 |
315 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Feb |
127 |
193 |
0 |
0 |
|
2.5 |
Mar |
140 |
193 |
0 |
0 |
|
3 |
Feb |
0 |
123 |
0 |
0 |
|
3 |
Mar |
0 |
123 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,825 |
2,890 |
0 |
1,932 |
*Does not include trades associated with small value exercises. |
|
|