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.
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