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 |
1,206 |
2,866 |
0 |
1,382 |
|
3.5 |
May |
1,068 |
1,413 |
0 |
1,746 |
|
|
|
|
|
|
|
15 Year |
2.5 |
May |
175 |
280 |
0 |
0 |
|
3 |
May |
88 |
123 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,537 |
4,682 |
0 |
3,128 |
*Does not include trades associated with small value exercises. |
|
|