Agency MBS Transaction Summary
Gross purchases from April 19 through April 25, 2018: $2,467 million
Sales (dollar rolls) from April 19 through April 25, 2018: $0 million
Net purchases from April 19 through April 25, 2018: $2,467 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 |
May |
77 |
111 |
0 |
280 |
|
4.0 |
May |
384 |
563 |
0 |
506 |
|
4.5 |
May |
84 |
104 |
0 |
126 |
|
|
|
|
|
|
|
15 Year |
3.0 |
May |
35 |
44 |
0 |
0 |
|
3.5 |
May |
67 |
86 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
647 |
908 |
0 |
912 |
*Does not include trades associated with small value exercises.
|
|