Agency MBS Transaction Summary
Gross purchases from December 8 through December 14, 2016: $7,154 million
Sales (dollar rolls) from December 8 through December 14, 2016: $0 million
Net purchases from December 8 through December 14, 2016: $7,154 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jan |
304 |
446 |
0 |
1,717 |
|
3.5 |
Jan |
589 |
956 |
0 |
2,176 |
|
4 |
Jan |
0 |
0 |
0 |
152 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jan |
142 |
262 |
0 |
0 |
|
3 |
Jan |
158 |
252 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,193 |
1,916 |
0 |
4,045 |
*Does not include trades associated with small value exercises.
|
|
|