Agency MBS Transaction Summary
Gross purchases from November 10 through November 16, 2016: $9,034 million
Sales (dollar rolls) from November 10 through November 16, 2016: $0 million
Net purchases from November 10 through November 16, 2016: $9,034 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
1,428 |
1,994 |
0 |
2,490 |
|
3.5 |
Dec |
328 |
472 |
0 |
1,036 |
|
|
|
|
|
|
|
15 Year
|
2 |
Dec |
52 |
52 |
0 |
0 |
|
2.5 |
Dec |
349 |
596 |
0 |
0 |
|
3 |
Dec |
79 |
158 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,236 |
3,272 |
0 |
3,526 |
*Does not include trades associated with small value exercises.
|
|
|