Agency MBS Transaction Summary
Gross purchases from March 1 through March 7, 2018: $3,374 million
Sales (dollar rolls) from March 1 through March 7, 2018: $0 million
Net purchases from March 1 through March 7, 2018: $3,374 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity
|
Coupon
|
Settlement Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.5 |
Apr |
89 |
122 |
0 |
354 |
|
4.0 |
Apr |
514 |
702 |
0 |
810 |
|
4.5 |
Apr |
151 |
207 |
0 |
100 |
|
|
|
|
|
|
|
15 Year |
3.0 |
Apr |
50 |
67 |
0 |
0 |
|
3.5 |
Apr |
87 |
121 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
891 |
1,219 |
0 |
1,264 |
*Does not include trades associated with small value exercises.
|
|