Agency MBS Transaction Summary
Gross purchases from November 12 through November 18: $8,399 million
Sales (dollar rolls) from November 12 through November 18: $1,000 million
Net purchases from November 12 through November 18: $7,399 million
All amounts reflect current face
Sales summarize all trades executed during the indicated
period including sales associated with dollar rolls.* |
Transactions
($ million) |
Maturity
|
Coupon
|
Settlement
Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
4 |
Nov |
0 |
0 |
0 |
700 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Nov |
0 |
300 |
0 |
0 |
Total |
|
|
0 |
300 |
0 |
700 |
*Does not include trades associated with small value exercises.
|
|
|