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 |
Sep |
190 |
142 |
0 |
228 |
|
3.5 |
Sep |
1,324 |
1,858 |
0 |
1,068 |
|
4 |
Sep |
597 |
1,017 |
0 |
420 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
104 |
148 |
0 |
0 |
|
3 |
Sep |
232 |
356 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,447 |
3,521 |
0 |
1,716 |
*Does not include trades associated with small value exercises. |
|
|