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 |
June |
350 |
1,557 |
0 |
965 |
|
3.5 |
July |
366 |
415 |
0 |
0 |
|
4 |
June |
1,400 |
3,273 |
0 |
1,074 |
|
4 |
July |
350 |
350 |
0 |
250 |
|
|
|
|
|
|
|
15 Year |
3 |
July |
50 |
50 |
0 |
0 |
|
3.5 |
June |
204 |
408 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,720 |
6,053 |
0 |
2,289 |
*Does not include trades associated with small value exercises. |
|
|