Agency MBS Transaction Summary
Gross purchases from November 17 through November 23, 2016: $7,529 million
Sales (dollar rolls) from November 17 through November 23, 2016: $100 million
Net purchases from November 17 through November 23, 2016: $7,429 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
1,354 |
1,948 |
0 |
1,640 |
|
3.5 |
Dec |
498 |
664 |
0 |
740 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Dec |
158 |
298 |
0 |
0 |
|
3 |
Dec |
71 |
158 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,081 |
3,068 |
0 |
2,380 |
*Does not include trades associated with small value exercises.
|
|
|