Agency MBS Transaction Summary
Gross purchases from April 7 through April 13, 2016: $5,846 million
Sales (dollar rolls) from April 7 through April 13, 2016: $0 million
Net purchases from April 7 through April 13, 2016: $5,846 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
May |
932 |
1,365 |
0 |
1,025 |
|
3.5 |
May |
606 |
893 |
0 |
1,025 |
|
|
|
|
|
|
|
Total |
|
|
1,538 |
2,258 |
0 |
2,050 |
*Does not include trades associated with small value exercises.
|
|
|