3 ms·
Interesting point. Of the $2.46 Trillion of treasury holdings, $638 Billion have a duration of 10+ years [1]. Of the $1.7 Trillion of MBS, not surprisingly al
by irln 11y ago
Interesting point. Of the $2.46 Trillion of treasury holdings, $638 Billion have a duration of 10+ years [1]. Of the $1.7 Trillion of MBS, not surprisingly almost all are over 10 years.
[1]http://www.federalreserve.gov/releases/h41/Current/ http://www.federalreserve.gov/releases/h41/Current/