Agency MBS Transaction Summary
Gross purchases from October 29 through November 4, 2020: $44,442 million
Sales (dollar rolls) from October 29 through November 4, 2020: $16,000 million
Net purchases from October 29 through November 4, 2020: $28,442 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 Dec 0 1,468 0 0
 
2.0 Nov 0 0 0 725
 
2.0 Dec 0 29,340 0 3,468
 
2.5 Nov 0 0 0 772
 
2.5 Dec 0 3,746 0 1,023
15 Year
1.5 Nov 0 1,466 0 0
 
1.5 Dec 0 980 0 0
 
2.0 Nov 0 484 0 0
 
2.0 Dec 0 970 0 0
Total     0 38,454 0 5,988
*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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