Agency MBS Transaction Summary
Gross purchases from November 24 through November 30, 2016: $8,034 million
Sales (dollar rolls) from November 24 through November 30, 2016: $0 million
Net purchases from November 24 through November 30, 2016: $8,034 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Dec |
1,052 |
1,522 |
0 |
1,454 |
|
3.5 |
Dec |
838 |
1,196 |
0 |
1,154 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Dec |
142 |
238 |
0 |
0 |
|
3 |
Dec |
158 |
280 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,190 |
3,236 |
0 |
2,608 |
*Does not include trades associated with small value exercises.
|
|
|