Agency MBS Transaction Summary
Gross purchases from December 14 through December 20, 2017: $6,395 million
Sales (dollar rolls) from December 14 through December 20, 2017: $0 million
Net purchases from December 14 through December 20, 2017: $6,395 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3 |
Jan |
166 |
214 |
0 |
315 |
|
3.5 |
Jan |
996 |
1,270 |
0 |
1,871 |
|
4 |
Jan |
212 |
271 |
0 |
379 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jan |
69 |
99 |
0 |
0 |
|
3 |
Jan |
215 |
318 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,658 |
2,172 |
0 |
2,565 |
*Does not include trades associated with small value exercises.
|
|
|