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 |
Apr |
0 |
0 |
0 |
924 |
|
3 |
May |
1,348 |
1,678 |
0 |
0 |
|
3.5 |
Apr |
0 |
0 |
0 |
1,196 |
|
3.5 |
May |
1,233 |
1,524 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Apr |
127 |
245 |
0 |
0 |
|
2.5 |
May |
140 |
262 |
0 |
0 |
|
3 |
Apr |
88 |
111 |
0 |
0 |
|
3 |
May |
88 |
123 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,024 |
3,943 |
0 |
2,120 |
*Does not include trades associated with small value exercises. |
|
|