Agency MBS Transaction Summary
Gross purchases from April 16 through April 22, 2020: $59,909 million
Sales (dollar rolls) from April 16 through April 22, 2020: $4,250 million
Net purchases from April 16 through April 22, 2020: $55,659 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 May 0 19,133 0 9,035
 
3.0 May 0 11,950 0 5,085
 
3.5 May 0 2,766 0 2,620
 
4.0 May 0 3,000 0 1,520
15 Year
2.0 May 0 2,400 0 0
 
2.5 May 0 1,650 0 0
 
3.0 May 0 750 0 0
Total     0 41,649 0 18,260
*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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