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 |
Feb |
238 |
214 |
0 |
394 |
|
3.5 |
Feb |
1,050 |
1,612 |
0 |
1,475 |
|
4 |
Feb |
261 |
472 |
0 |
816 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
70 |
70 |
0 |
0 |
|
3 |
Feb |
158 |
175 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,777 |
2,543 |
0 |
2,685 |
*Does not include trades associated with small value exercises.
|
|
|