Agency MBS Transaction Summary
Gross purchases from November 06, 2014 through November 12: $4,319 million
Sales (dollar rolls) from November 06, 2014 through November 12: $250 million
Net purchases from November 06, 2014 through November 12: $4,069 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Dec |
0 |
49 |
0 |
100 |
|
3.5 |
Dec |
864 |
864 |
0 |
844 |
|
4 |
Dec |
534 |
630 |
0 |
184 |
|
|
|
|
|
|
|
15 Year |
3.5 |
Dec |
250 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,648 |
1,543 |
0 |
1,128 |
*Does not include trades associated with small value exercises. |
|
|