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 |
309 |
411 |
0 |
705 |
|
3.5 |
June |
700 |
850 |
0 |
400 |
|
4 |
May |
716 |
1,022 |
0 |
450 |
|
4 |
June |
1,100 |
1,700 |
0 |
650 |
|
|
|
|
|
|
|
15 Year |
3 |
June |
418 |
362 |
0 |
0 |
|
3.5 |
June |
50 |
150 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,293 |
4,495 |
0 |
2,205 |
*Does not include trades associated with small value exercises. |
|
|