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 |
Aug |
993 |
1,198 |
0 |
667 |
|
4 |
Aug |
1,432 |
2,018 |
0 |
632 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Aug |
51 |
156 |
0 |
0 |
|
3 |
Aug |
230 |
338 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,706 |
3,710 |
0 |
1,299 |
*Does not include trades associated with small value exercises. |
|
|