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 |
3.5 |
May |
750 |
750 |
0 |
550 |
|
3.5 |
June |
0 |
0 |
0 |
200 |
|
4 |
May |
1,210 |
2,050 |
0 |
1,007 |
|
4 |
June |
850 |
1,400 |
0 |
300 |
|
|
|
|
|
|
|
15 Year |
3 |
June |
150 |
358 |
0 |
0 |
|
3.5 |
June |
100 |
150 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
3,060 |
4,708 |
0 |
2,057 |
*Does not include trades associated with small value exercises. |
|
|