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 |
0 |
0 |
0 |
340 |
|
3 |
Oct |
524 |
736 |
0 |
0 |
|
3.5 |
Sep |
0 |
0 |
0 |
1,160 |
|
3.5 |
Oct |
1,639 |
2,364 |
0 |
0 |
|
4 |
Sep |
0 |
0 |
0 |
210 |
|
4 |
Oct |
184 |
262 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
95 |
105 |
0 |
0 |
|
3 |
Sep |
127 |
193 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,569 |
3,660 |
0 |
1,710 |
*Does not include trades associated with small value exercises. |
|
|