Agency MBS Transaction Summary
Gross purchases from March 30 through April 5, 2017: $4,167 million
Sales (dollar rolls) from March 30 through April 5, 2017: $0 million
Net purchases from March 30 through April 5, 2017: $4,167 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.5 |
Apr |
0 |
0 |
0 |
451 |
|
3.5 |
May |
440 |
588 |
0 |
0 |
|
4 |
Apr |
0 |
0 |
0 |
328 |
|
4 |
May |
608 |
820 |
0 |
0 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Apr |
52 |
105 |
0 |
0 |
|
3 |
Apr |
123 |
193 |
0 |
0 |
|
3 |
May |
123 |
193 |
0 |
0 |
|
3.5 |
May |
48 |
95 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,394 |
1,994 |
0 |
779 |
*Does not include trades associated with small value exercises.
|
|
|