Agency MBS Transaction Summary
Gross purchases from November 20, 2014 through November 26: $6,701 million
Sales (dollar rolls) from November 20, 2014 through November 26: $0 million
Net purchases from November 20, 2014 through November 26: $6,701 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3.5 |
Dec |
0 |
0 |
0 |
590 |
|
3.5 |
Jan |
864 |
971 |
0 |
1,182 |
|
4 |
Dec |
0 |
0 |
0 |
295 |
|
4 |
Jan |
699 |
979 |
0 |
596 |
|
|
|
|
|
|
|
15 Year |
3 |
Jan |
131 |
184 |
0 |
0 |
|
3.5 |
Jan |
52 |
158 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,746 |
2,292 |
0 |
2,663 |
*Does not include trades associated with small value exercises. |
|
|