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.
|
|
|