Agency MBS Transaction Summary
Gross purchases from March 31 through April 6, 2016: $4,058 million
Sales (dollar rolls) from March 31 through April 6, 2016: $0 million
Net purchases from March 31 through April 6, 2016: $4,058 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
May |
354 |
525 |
0 |
525 |
|
3.5 |
May |
354 |
525 |
0 |
525 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
May |
316 |
472 |
0
|
0
|
|
3 |
May |
200 |
262 |
0
|
0
|
|
|
|
|
|
|
|
Total |
|
|
1,224 |
1,784 |
0 |
1,050 |
*Does not include trades associated with small value exercises.
|
|
|