Agency MBS Transaction Summary
Gross purchases from December 10 through December 16, 2020: $27,613 million
Sales (dollar rolls) from December 10 through December 16, 2020: $500 million
Net purchases from December 10 through December 16, 2020: $27,113 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.*
Maturity
Coupon
Settlement Month
FHLMC
FNMA**
GNMA
GNMA2
30 Year
1.5 Jan 0 3,054 0 0
 
1.5 Feb 0 2,079 0 0
 
2.0 Jan 0 6,933 0 1,238
 
2.0 Feb 0 5,389 0 2,361
 
2.5 Jan 0 500 0 525
 
2.5 Feb 0 610 0 813
15 Year
1.5 Dec 0 1,025 0 0
 
1.5 Jan 0 731 0 0
 
1.5 Feb 0 731 0 0
 
2.0 Dec 0 280 0 0
 
2.0 Jan 0 672 0 0
 
2.0 Feb 0 672 0 0
Total     0 22,676 0 4,937
*Does not include trades associated with small value exercises.
** For TBA operations conducted after May 1st 2019, the FNMA ticker denotes Uniform MBS (UMBS) TBA contracts.
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