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 |
3.5 |
May |
1,250 |
1,550 |
0 |
700 |
|
4 |
May |
2,000 |
4,762 |
0 |
1,050 |
|
|
|
|
|
|
|
15 Year |
2.5 |
May |
0 |
200 |
0 |
0 |
|
3 |
June |
200 |
250 |
0 |
0 |
|
3.5 |
May |
50 |
150 |
0 |
0 |
|
3.5 |
June |
50 |
50 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,550 |
6,962 |
0 |
1,750 |
*Does not include trades associated with small value exercises. |
|
|