Agency MBS Transaction Summary
Gross purchases from November 27, 2014 through December 3: $4,021 million
Sales (dollar rolls) from November 27, 2014 through December 3: $0 million
Net purchases from November 27, 2014 through December 3: $4,021 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jan |
0 |
0 |
0 |
210 |
|
3.5 |
Jan |
578 |
666 |
0 |
1,058 |
|
4 |
Jan |
262 |
368 |
0 |
300 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jan |
105 |
158 |
0 |
0 |
|
3 |
Jan |
158 |
158 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,103 |
1,350 |
0 |
1,568 |
*Does not include trades associated with small value exercises. |
|
|