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 |
289 |
236 |
0 |
308 |
|
3.5 |
Sep |
1,068 |
1,654 |
0 |
1,400 |
|
4 |
Sep |
210 |
341 |
0 |
262 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
158 |
184 |
0 |
0 |
|
3 |
Sep |
200 |
288 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,925 |
2,703 |
0 |
1,970 |
*Does not include trades associated with small value exercises. |
|
|