Agency MBS Transaction Summary
Gross purchases from December 4, 2014 through December 10: $5,844 million
Sales (dollar rolls) from December 4, 2014 through December 10: $0 million
Net purchases from December 4, 2014 through December 10: $5,844 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jan |
52 |
105 |
0 |
190 |
|
3.5 |
Jan |
1,100 |
1,330 |
0 |
1,043 |
|
4 |
Jan |
500 |
736 |
0 |
316 |
|
|
|
|
|
|
|
15 Year |
3 |
Jan |
210 |
210 |
0 |
0 |
|
3.5 |
Jan |
0 |
52 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,862 |
2,433 |
0 |
1,549 |
*Does not include trades associated with small value exercises. |
|
|