Agency MBS Transaction Summary
Gross purchases from January 7 through January 13, 2021: $31,846 million
Sales (dollar rolls) from January 7 through January 13, 2021: $3,000 million
Net purchases from January 7 through January 13, 2021: $28,846 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 Feb 0 5,653 0 0
 
2.0 Feb 0 12,266 0 3,159
 
2.5 Feb 0 4,794 0 1,635
15 Year
1.5 Feb 0 2,136 0 0
 
2.0 Feb 0 2,203 0 0
Total     0 27,052 0 4,794
*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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