Agency MBS Transaction Summary
Gross purchases from April 23 through April 29: $6,856 million
Sales (dollar rolls) from April 23 through April 29: $0 million
Net purchases from April 23 through April 29: $6,856 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Transactions
($ million) |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
May |
382 |
608 |
0 |
0 |
|
3 |
Jun |
394 |
605 |
0 |
1,119 |
|
3.5 |
May |
338 |
465 |
0 |
0 |
|
3.5 |
Jun |
368 |
525 |
0 |
770 |
|
|
|
|
|
|
|
15 Year |
2.5 |
May |
385 |
516 |
0 |
0 |
|
3 |
May |
153 |
228 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,020 |
2,947 |
0 |
1,889 |
*Does not include trades associated with small value exercises. |
|
|