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 |
July |
315 |
525 |
0 |
348 |
|
3.5 |
July |
514 |
808 |
0 |
1,668 |
|
3.5 |
Aug |
1,004 |
1,578 |
0 |
0 |
|
4 |
July |
0 |
0 |
0 |
630 |
|
4 |
Aug |
547 |
1,025 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
July |
79 |
105 |
0 |
0 |
|
2.5 |
Aug |
79 |
105 |
0 |
0 |
|
3 |
July |
131 |
210 |
0 |
0 |
|
3 |
Aug |
131 |
210 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,800 |
4,566 |
0 |
2,646 |
*Does not include trades associated with small value exercises. |
|
|