Agency MBS Transaction Summary
Gross purchases from January 26 through February 1, 2017: $6,718 million
Sales (dollar rolls) from January 26 through February 1, 2017: $0 million
Net purchases from January 26 through February 1, 2017: $6,718 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 708 901 0 315
  3.5 Feb 800 1,111 0 1,601
  4 Feb 0 0 0 669
             
15 Year
2.5 Feb 52 88 0 0
  3 Feb 193 280 0 0
             
Total     1,753 2,380 0 2,585
*Does not include trades associated with small value exercises.
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