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 |
0 |
0 |
0 |
327 |
|
3.5 |
Oct |
1,026 |
1,278 |
0 |
655 |
|
4 |
Sep |
0 |
0 |
0 |
315 |
|
4 |
Oct |
952 |
1,188 |
0 |
629 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
51 |
51 |
0 |
0 |
|
3 |
Oct |
262 |
314 |
0 |
0 |
|
3.5 |
Oct |
52 |
105 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,343 |
2,936 |
0 |
1,926 |
*Does not include trades associated with small value exercises. |
|
|