Agency MBS Transaction Summary
Gross purchases from April 2 through April 8, 2020: $109,352 million
Sales (dollar rolls) from April 2 through April 8, 2020: $0 million
Net purchases from April 2 through April 8, 2020: $109,352 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 12,547 0 3,570
 
2.5 June 0 4,696 0 2,835
 
3.0 Apr 0 19,725 0 7,963
 
3.0 June 0 5,350 0 5,375
 
3.5 Apr 0 8,802 0 4,925
 
3.5 June 0 1,779 0 1,963
 
4.0 Apr 0 9,290 0 3,480
 
4.0 June 0 2,100 0 1,200
 
4.5 Apr 0 1,141 0 0
15 Year
2.0 Apr 0 2,510 0 0
 
2.0 June 0 900 0 0
 
2.5 Apr 0 5,661 0 0
 
2.5 June 0 840 0 0
 
3.0 Apr 0 2,189 0 0
 
3.0 June 0 511 0 0
Total     0 78,041 0 31,311
*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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