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 |
May |
884 |
1,156 |
0 |
880 |
|
3.5 |
May |
783 |
1,016 |
0 |
1,140 |
|
|
|
|
|
|
|
15 Year |
2.5 |
May |
127 |
262 |
0 |
0 |
|
3 |
May |
88 |
123 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,882 |
2,557 |
0 |
2,020 |
*Does not include trades associated with small value exercises. |
|
|