Agency MBS Transaction Summary
Gross purchases from February 19 through February 25: $5,712 million
Sales (dollar rolls) from February 19 through February 25: $0 million
Net purchases from February 19 through February 25: $5,712 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Mar |
675 |
1,125 |
0 |
1,000 |
|
3.5 |
Mar |
682 |
944 |
0 |
814 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Mar |
105 |
184 |
0 |
0 |
|
3 |
Mar |
52 |
131 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,514 |
2,384 |
0 |
1,814 |
*Does not include trades associated with small value exercises. |
|
|