Agency MBS Transaction Summary
Gross purchases from March 19 through March 25, 2020: $156,696 million
Sales (dollar rolls) from March 19 through March 25, 2020: $0 million
Net purchases from March 19 through March 25, 2020: $156,696 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 Mar 0 3,564 0 180
 
2.5 Apr 0 3,877 0 2,230
 
2.5 May 0 19,239 0 4,611
 
3.0 Mar 0 21,747 0 500
 
3.0 Apr 0 4,338 0 1,010
 
3.0 May 0 17,519 0 7,066
 
3.5 Mar 0 16,801 0 1,602
 
3.5 Apr 0 2,540 0 1,001
 
3.5 May 0 4,778 0 2.958
 
4.0 Mar 0 19,822 0 2,001
 
4.0 Apr 0 1,001 0 1,001
 
4.5 Mar 0 6,272 0 0
15 Year
2.0 May 0 2,728 0 0
 
2.5 Mar 0 1,417 0 0
 
2.5 May 0 3,531 0 0
 
3.0 Mar 0 1,208 0 0
 
3.0 May 0 1,155 0 0
 
3.5 Mar 0 999 0 0
Total     0 132,536 0 24,160
*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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