Agency MBS Transaction Summary
Gross purchases from November 19 through November 25: $5,974 million
Sales (dollar rolls) from November 19 through November 25: $0 million
Net purchases from November 19 through November 25: $5,974 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
0 |
0 |
0 |
288 |
|
3.5 |
Dec |
944 |
1,364 |
0 |
1,312 |
|
4 |
Dec |
456 |
840 |
0 |
368 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Dec |
52 |
52 |
0 |
0 |
|
3 |
Dec |
123 |
175 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,575 |
2,431 |
0 |
1,968 |
*Does not include trades associated with small value exercises.
|
|
|