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.
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