Agency MBS Transaction Summary
Gross purchases from October 6 through October 12, 2016: $7,957 million
Sales (dollar rolls) from October 6 through October 12, 2016: $0 million
Net purchases from October 6 through October 12, 2016: $7,957 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Nov |
2,009 |
2,850 |
0 |
1,250 |
|
3.5 |
Nov |
184 |
266 |
0 |
380 |
|
|
|
|
|
|
|
15 Year
|
2 |
Nov |
0 |
100 |
0 |
0 |
|
2.5 |
Nov |
300 |
618 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,493 |
3,834 |
0 |
1,630 |
*Does not include trades associated with small value exercises.
|
|
|