Agency MBS Transaction Summary
Gross purchases from February 23 through March 1, 2017: $6,416 million
Sales (dollar rolls) from February 23 through March 1, 2017: $0 million
Net purchases from February 23 through March 1, 2017: $6,416 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 158 190 0 105
  3 Apr 0 0 0 105
  3.5 Mar 808 1,116 0 669
  3.5 Apr 0 0 0 788
  4 Mar 499 689 0 328
  4 Apr 0 0 0 385
             
15 Year
2.5 Mar 52 105 0 0
  3 Mar 174 245 0 0
             
Total     1,691 2,345 0 2,380
*Does not include trades associated with small value exercises.
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