Agency MBS Purchase Program - Trades by month

Description

Treasury plans to sell up to $10 billion of securities per month, subject to market conditions. This is in addition to principal paydowns (currently ranging between $2 and $4 billion per month). If the sales proceeded at the full $10 billion per month, the portfolio would be unwound in whole over approximately one year, depending on future rates of prepayments. If market conditions change and Treasury slows asset sales, it is possible that the unwind will take a longer period of time.

Resources

Name Format Description Link
33 March%202012%20Trades%20By%20Month.pdf http://www.treasury.gov/resource-center/data-chart-center/Documents/March%202012%20Trades%20By%20Month.pdf

Tags

  • mortgage-backed-securities-sale
  • agency-mbs-purchase-program
  • fannie-mae
  • freddie-mae
  • mbs-sale

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