Agency MBS Transaction Summary
Gross purchases from March 29 through April 4, 2018: $2,391 million
Sales (dollar rolls) from March 29 through April 4, 2018: $0 million
Net purchases from March 29 through April 4, 2018: $2,391 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
|
3.5 |
Apr |
105 |
147 |
0 |
0 |
|
3.5 |
May |
0 |
0 |
0 |
167 |
|
4.0 |
Apr |
174 |
247 |
0 |
0 |
|
4.0 |
May |
176 |
247 |
0 |
335 |
|
4.5 |
May |
141 |
201 |
0 |
114 |
|
|
|
|
|
|
|
15 Year |
3.0 |
May |
63 |
82 |
0 |
0 |
|
3.5 |
May |
83 |
109 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
742 |
1,033 |
0 |
616 |
*Does not include trades associated with small value exercises.
|
|