Agency MBS Transaction Summary
Gross purchases from February 15 through February 21, 2018: $3,393 million
Sales (dollar rolls) from February 15 through February 21, 2018: $0 million
Net purchases from February 15 through February 21, 2018: $3,393 million
All amounts reflect current face
| Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
| Transactions
($ million) |
|
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
|
30 Year
|
3.5 |
Mar |
248 |
339 |
0 |
677 |
| |
4.0 |
Mar |
591 |
808 |
0 |
730 |
| |
|
|
|
|
|
|
| Total |
|
|
839 |
1,147 |
0 |
1,407 |
|
*Does not include trades associated with small value exercises.
|
|
|