Agency MBS Transaction Summary
Gross purchases from November 13, 2014 through November 19: $5,665 million
Sales (dollar rolls) from November 13, 2014 through November 19: $375 million
Net purchases from November 13, 2014 through November 19: $5,290 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Dec |
52 |
104 |
0 |
350 |
|
3.5 |
Dec |
865 |
970 |
0 |
916 |
|
4 |
Dec |
350 |
488 |
0 |
561 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Dec |
210 |
202 |
0 |
0 |
|
3 |
Dec |
183 |
287 |
0 |
0 |
|
3.5 |
Dec |
75 |
52 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,735 |
2,103 |
0 |
1,827 |
*Does not include trades associated with small value exercises. |
|
|