Agency MBS Transaction Summary
Gross purchases from November 12 through November 18: $8,399 million
Sales (dollar rolls) from November 12 through November 18: $1,000 million
Net purchases from November 12 through November 18: $7,399 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
332 |
368 |
0 |
587 |
|
3.5 |
Dec |
944 |
1,364 |
0 |
1,899 |
|
4 |
Dec |
227 |
420 |
0 |
1,168 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Dec |
104 |
404 |
0 |
0 |
|
3 |
Dec |
233 |
349 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,840 |
2,905 |
0 |
3,654 |
*Does not include trades associated with small value exercises.
|
|
|