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.
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