Agency MBS Transaction Summary
Gross purchases from April 13 through April 19, 2017: $6,421 million
Sales (dollar rolls) from April 13 through April 19, 2017: $1,000 million
Net purchases from April 13 through April 19, 2017: $5,421 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 May 0 0 0 420
  3.5 May 560 760 0 1,275
  4 May 570 760 0 1,452
             
15 Year
2.5 May 52 52 0 0
  3 May 175 245 0 0
  3.5 May 0 100 0 0
             
Total     1,357 1,917 0 3,147
*Does not include trades associated with small value exercises.
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