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 |
Jun |
1,176 |
1,795 |
0 |
1,180 |
|
3.5 |
Jun |
1,085 |
1,550 |
0 |
718 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jun |
410 |
461 |
0 |
0 |
|
3 |
Jun |
129 |
205 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,800 |
4,011 |
0 |
1,898 |
*Does not include trades associated with small value exercises. |
|
|