Agency MBS Transaction Summary
Gross purchases from March 9 through March 15, 2017: $4,137 million
Sales (dollar rolls) from March 9 through March 15, 2017: $0 million
Net purchases from March 9 through March 15, 2017: $4,137 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Apr |
0 |
0 |
0 |
158 |
|
3.5 |
Apr |
579 |
760 |
0 |
508 |
|
4 |
Apr |
611 |
803 |
0 |
298 |
|
|
|
|
|
|
|
15 Year
|
3 |
Apr |
175 |
245 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,365 |
1,808 |
0 |
964 |
*Does not include trades associated with small value exercises.
|
|
|