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.
|
|
|