Agency MBS Transaction Summary
Gross purchases from October 30 through November 5: $4,450 million
Sales (dollar rolls) from October 30 through November 5: $0 million
Net purchases from October 30 through November 5: $4,450 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Dec |
0 |
105 |
0 |
105 |
|
3.5 |
Dec |
787 |
781 |
0 |
970 |
|
4 |
Dec |
341 |
498 |
0 |
390 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Dec |
105 |
105 |
0 |
0 |
|
3 |
Dec |
105 |
158 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,338 |
1,647 |
0 |
1,465 |
*Does not include trades associated with small value exercises. |
|