Agency MBS Transaction Summary
Gross purchases from October 29 through November 4: $6,150 million
Sales (dollar rolls) from October 29 through November 4: $0 million
Net purchases from October 29 through November 4: $6,150 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Nov |
0 |
0 |
0 |
285 |
|
3 |
Dec |
315 |
420 |
0 |
285 |
|
3.5 |
Nov |
446 |
682 |
0 |
617 |
|
3.5 |
Dec |
404 |
650 |
0 |
617 |
|
4 |
Nov |
158 |
289 |
0 |
105 |
|
4 |
Dec |
0 |
0 |
0 |
105 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Nov |
70 |
123 |
0 |
0 |
|
2.5 |
Dec |
70 |
123 |
0 |
0 |
|
3 |
Nov |
88 |
105 |
0 |
0 |
|
3 |
Dec |
88 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,639 |
2,497 |
0 |
2,014 |
*Does not include trades associated with small value exercises.
|
|
|