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 |
July |
836 |
1,077 |
0 |
1,147 |
|
3.5 |
Aug |
341 |
471 |
0 |
0 |
|
4 |
July |
664 |
977 |
0 |
1,036 |
|
4 |
Aug |
235 |
313 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Aug |
0 |
157 |
0 |
0 |
|
3 |
July |
208 |
257 |
0 |
0 |
|
3 |
Aug |
157 |
156 |
0 |
0 |
|
3.5 |
July |
52 |
154 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,493 |
3,562 |
0 |
2,183 |
*Does not include trades associated with small value exercises. |
|
|