Agency MBS Transaction Summary
Gross purchases from December 11, 2014 through December 17: $5,752 million
Sales (dollar rolls) from December 11, 2014 through December 17: $0 million
Net purchases from December 11, 2014 through December 17: $5,752 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jan |
184 |
341 |
0 |
275 |
|
3.5 |
Jan |
998 |
1,234 |
0 |
1,156 |
|
4 |
Jan |
175 |
600 |
0 |
368 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jan |
88 |
88 |
0 |
0 |
|
3 |
Jan |
105 |
140 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,550 |
2,403 |
0 |
1,799 |
*Does not include trades associated with small value exercises. |
|
|