Agency MBS Transaction Summary
Gross purchases from March 26 through April 1, 2020: $144,571 million
Sales (dollar rolls) from March 26 through April 1, 2020: $0 million
Net purchases from March 26 through April 1, 2020: $144,571 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
2.5 Apr 0 10,587 0 1,440
 
2.5 May 0 11,114 0 9,419
 
3.0 Mar 0 12,003 0 0
 
3.0 Apr 0 10,867 0 2,038
 
3.0 May 0 11,845 0 8,951
 
3.5 Mar 0 6,803 0 0
 
3.5 Apr 0 7,292 0 2,038
 
3.5 May 0 5,970 0 4,790
 
4.0 Mar 0 7,922 0 0
 
4.0 Apr 0 2,371 0 1,440
 
4.0 May 0 7,560 0 3,270
 
4.5 Mar 0 2,066 0 0
 
4.5 Apr 0 329 0 0
 
4.5 May 0 2,520 0 0
15 Year
2.0 Apr 0 360 0 0
 
2.0 May 0 2,798 0 0
 
2.5 Apr 0 1,045 0 0
 
2.5 May 0 5,390 0 0
 
3.0 Apr 0 755 0 0
 
3.0 May 0 1,538 0 0
Total     0 111,135 0 33,436
*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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