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 |
July |
798 |
1,330 |
0 |
1,301 |
|
3.5 |
Aug |
420 |
541 |
0 |
353 |
|
4 |
July |
699 |
1,026 |
0 |
995 |
|
4 |
Aug |
333 |
489 |
0 |
249 |
|
|
|
|
|
|
|
15 Year |
3 |
July |
130 |
183 |
0 |
0 |
|
3.5 |
July |
0 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,380 |
3,674 |
0 |
2,898 |
*Does not include trades associated with small value exercises. |
|
|