Agency MBS Transaction Summary
Gross purchases from March 2 through March 8, 2017: $7,819 million
Sales (dollar rolls) from March 2 through March 8, 2017: $0 million
Net purchases from March 2 through March 8, 2017: $7,819 million
All amounts reflect current face
| Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
| Transactions
($ million) |
|
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
|
30 Year
|
3 |
Apr |
105 |
158 |
0 |
210 |
| |
3.5 |
Apr |
1,182 |
1,616 |
0 |
1,576 |
| |
4 |
Apr |
732 |
1,050 |
0 |
769 |
| |
|
|
|
|
|
|
|
15 Year
|
3 |
Apr |
175 |
246 |
0 |
0 |
| |
|
|
|
|
|
|
| Total |
|
|
2,194 |
3,070 |
0 |
2,555 |
|
*Does not include trades associated with small value exercises.
|
|
|