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 |
Jan |
315 |
368 |
0 |
386 |
|
3.5 |
Jan |
1,084 |
1,646 |
0 |
1,470 |
|
4 |
Jan |
236 |
394 |
0 |
350 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Jan |
52 |
52 |
0 |
0 |
|
3 |
Jan |
184 |
236 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,871 |
2,696 |
0 |
2,206 |
*Does not include trades associated with small value exercises.
|
|
|