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 |
350 |
500 |
0 |
550 |
|
3.5 |
June |
200 |
611 |
0 |
300 |
|
4 |
May |
1,063 |
1,217 |
0 |
400 |
|
4 |
June |
400 |
1,225 |
0 |
400 |
|
|
|
|
|
|
|
15 Year |
3 |
May |
0 |
150 |
0 |
0 |
|
3 |
June |
50 |
100 |
0 |
0 |
|
3.5 |
June |
100 |
200 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,163 |
4,003 |
0 |
1,650 |
*Does not include trades associated with small value exercises. |
|
|