Agency MBS Transaction Summary
Gross purchases from February 25 through March 02, 2016: $4,456 million
Sales (dollar rolls) from February 25 through March 02, 2016: $0 million
Net purchases from February 25 through March 02, 2016: $4,456 million
All amounts reflect current face
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Mar |
456 |
475 |
0 |
368 |
|
3 |
Apr |
0 |
0 |
0 |
507 |
|
3.5 |
Mar |
368 |
420 |
0 |
394 |
|
3.5 |
Apr |
0 |
0 |
0 |
420 |
|
4 |
Mar |
0 |
0 |
0 |
52 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Mar |
131 |
131 |
0 |
0 |
|
2.5 |
Apr |
131 |
131 |
0 |
0 |
|
3 |
Mar |
105 |
131 |
0 |
0 |
|
3 |
Apr |
105 |
131 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,296 |
1,419 |
0 |
1,741 |
*Does not include trades associated with small value exercises.
|
|
|