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 |
Jun |
1,118 |
1,737 |
0 |
1,456 |
|
3.5 |
Jun |
1,050 |
1,500 |
0 |
2,641 |
|
4 |
Jun |
0 |
0 |
0 |
210 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Jun |
295 |
422 |
0 |
0 |
|
3 |
Jun |
154 |
244 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,617 |
3,903 |
0 |
4,307 |
*Does not include trades associated with small value exercises. |
|
|