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 |
365 |
|
3.5 |
Oct |
862 |
1,177 |
0 |
1,066 |
|
4 |
Sep |
0 |
200 |
0 |
314 |
|
4 |
Oct |
1,154 |
1,492 |
0 |
958 |
|
|
|
|
|
|
|
15 Year |
3 |
Oct |
52 |
78 |
0 |
0 |
|
3.5 |
Oct |
52 |
100 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,120 |
3,047 |
0 |
2,703 |
*Does not include trades associated with small value exercises. |
|
|