Agency MBS Transaction Summary
Gross purchases from December 10 through December 16: $4,848 million
Sales (dollar rolls) from December 10 through December 16: $0 million
Net purchases from December 10 through December 16: $4,848 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jan |
0
|
0 |
0 |
324 |
|
3.5 |
Jan |
491 |
744 |
0 |
1,423 |
|
4 |
Jan |
236 |
394 |
0 |
300 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jan |
85 |
85 |
0 |
0 |
|
3 |
Jan |
330 |
436 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,142 |
1,659 |
0 |
2,047 |
*Does not include trades associated with small value exercises.
|
|
|