Agency MBS Transaction Summary
Gross purchases from January 28 through February 03, 2016: $7,002 million
Sales (dollar rolls) from January 28 through February 03, 2016: $0 million
Net purchases from January 28 through February 03, 2016: $7,002 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Feb |
394 |
341 |
0 |
197 |
|
3 |
Mar |
0 |
0 |
0 |
450 |
|
3.5 |
Feb |
472 |
709 |
0 |
774 |
|
3.5 |
Mar |
472 |
709 |
0 |
1,286 |
|
4 |
Feb |
0 |
0 |
0 |
158 |
|
4 |
Mar |
158 |
236 |
0 |
175 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
69 |
69 |
0 |
0 |
|
3 |
Feb |
158 |
175 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,723 |
2,239 |
0 |
3,040 |
*Does not include trades associated with small value exercises.
|
|
|