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 |
Aug |
368 |
450 |
0 |
315 |
|
3.5 |
Aug |
1,357 |
1,986 |
0 |
1,608 |
|
4 |
Aug |
269 |
443 |
0 |
726 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Aug |
274 |
356 |
0 |
0 |
|
3 |
Aug |
274 |
430 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,542 |
3,665 |
0 |
2,649 |
*Does not include trades associated with small value exercises. |
|
|