Agency MBS Transaction Summary
Gross purchases from February 4 through February 10, 2016: $6,582 million
Sales (dollar rolls) from February 4 through February 10, 2016: $0 million
Net purchases from February 4 through February 10, 2016: $6,582 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Mar |
394 |
341 |
0 |
472 |
|
3.5 |
Mar |
944 |
1,418 |
0 |
1,227 |
|
4 |
Mar |
158 |
236 |
0 |
182 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Mar |
262 |
316 |
0 |
0 |
|
3 |
Mar |
316 |
316 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,074 |
2,627 |
0 |
1,881 |
*Does not include trades associated with small value exercises.
|
|
|