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 |
Sep |
849 |
1,121 |
0 |
1,023 |
|
3.5 |
Oct |
328 |
403 |
0 |
326 |
|
4 |
Sep |
1,072 |
1,465 |
0 |
943 |
|
4 |
Oct |
328 |
419 |
0 |
315 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
0 |
52 |
0 |
0 |
|
3 |
Sep |
288 |
420 |
0 |
0 |
|
3.5 |
Sep |
51 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,916 |
3,985 |
0 |
2,607 |
*Does not include trades associated with small value exercises. |
|
|