Agency MBS Transaction Summary
Gross purchases from March 15 through March 21, 2018: $2,498 million
Sales (dollar rolls) from March 15 through March 21, 2018: $0 million
Net purchases from March 15 through March 21, 2018: $2,498 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 |
129 |
180 |
0 |
142 |
|
4.0 |
Apr |
421 |
592 |
0 |
341 |
|
4.5 |
Apr |
121 |
172 |
0 |
76 |
|
|
|
|
|
|
|
15 Year |
3.0 |
Apr |
71 |
95 |
0 |
0 |
|
3.5 |
Apr |
69 |
89 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
811 |
1,128 |
0 |
559 |
*Does not include trades associated with small value exercises.
|
|