Agency MBS Transaction Summary
Gross purchases from December 18, 2014 through December 24: $6,046 million
Sales (dollar rolls) from December 18, 2014 through December 24: $0 million
Net purchases from December 18, 2014 through December 24: $6,046 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Jan |
184 |
341 |
0 |
288 |
|
3.5 |
Jan |
998 |
1,234 |
0 |
1,156 |
|
4 |
Jan |
350 |
285 |
0 |
368 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jan |
176 |
176 |
0 |
0 |
|
3 |
Jan |
210 |
280 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
1,918 |
2,316 |
0 |
1,812 |
*Does not include trades associated with small value exercises. |
|
|