Agency MBS Transaction Summary
Gross purchases from February 2 through February 8, 2017: $8,494 million
Sales (dollar rolls) from February 2 through February 8, 2017: $0 million
Net purchases from February 2 through February 8, 2017: $8,494 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Mar |
236 |
315 |
0 |
236 |
|
3.5 |
Mar |
1,250 |
1,682 |
0 |
1,425 |
|
4 |
Mar |
600 |
868 |
0 |
656 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Mar |
104 |
176 |
0 |
0 |
|
3 |
Mar |
386 |
560 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,576 |
3,601 |
0 |
2,317 |
*Does not include trades associated with small value exercises.
|
|
|