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 |
Oct |
1,150 |
1,468 |
0 |
1,291 |
|
4 |
Oct |
835 |
1,150 |
0 |
851 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Oct |
52 |
52 |
0 |
0 |
|
3 |
Oct |
210 |
312 |
0 |
0 |
|
3.5 |
Oct |
52 |
52 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,299 |
3,034 |
0 |
2,142 |
*Does not include trades associated with small value exercises. |
|
|