Agency MBS Transaction Summary
Gross purchases from November 3 through November 9, 2016: $9,269 million
Sales (dollar rolls) from November 3 through November 9, 2016: $0 million
Net purchases from November 3 through November 9, 2016: $9,269 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
1,660 |
2,120 |
0 |
2,898 |
|
3.5 |
Dec |
232 |
294 |
0 |
819 |
|
|
|
|
|
|
|
15 Year
|
2 |
Dec |
52 |
139 |
0 |
0 |
|
2.5 |
Dec |
455 |
600 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,399 |
3,153 |
0 |
3,717 |
*Does not include trades associated with small value exercises.
|
|
|