Agency MBS Transaction Summary
Gross purchases from April 6 through April 12, 2017: $4,441 million
Sales (dollar rolls) from April 6 through April 12, 2017: $0 million
Net purchases from April 6 through April 12, 2017: $4,441 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 |
May |
420 |
560 |
0 |
998 |
|
4 |
May |
580 |
780 |
0 |
656 |
|
|
|
|
|
|
|
15 Year
|
3 |
May |
120 |
174 |
0 |
0 |
|
3.5 |
May |
48 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,168 |
1,619 |
0 |
1,654 |
*Does not include trades associated with small value exercises.
|
|