Agency MBS Transaction Summary
Gross purchases from May 7 through May 13, 2020: $33,161 million
Sales (dollar rolls) from May 7 through May 13, 2020: $6,200 million
Net purchases from May 7 through May 13, 2020: $26,961 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
2.0 June 0 720 0 0
 
2.5 May 0 2,412 0 0
 
2.5 June 0 9,122 0 2,901
 
3.0 May 0 1,332 0 0
 
3.0 June 0 3,652 0 2,400
 
3.5 May 0 216 0 0
 
3.5 June 0 4,716 0 565
15 Year
2.0 May 0 2,124 0 0
 
2.0 June 0 1,700 0 0
 
2.5 May 0 1,301 0 0
Total     0 27,295 0 5,866
*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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