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 |
October |
1,000 |
2,500 |
100 |
300 |
|
3 |
November |
800 |
1,550 |
200 |
1,250 |
|
3.5 |
October |
100 |
300 |
550 |
650 |
|
3.5 |
November |
1,050 |
800 |
150 |
250 |
|
3.5 |
December |
1,300 |
3,800 |
0 |
0 |
|
|
|
|
|
|
|
15 Year |
2.5 |
October |
500 |
800 |
0 |
0 |
|
2.5 |
November |
150 |
300 |
0 |
0 |
|
3 |
October |
0 |
0 |
0 |
0 |
|
3 |
November |
250 |
300 |
0 |
0 |
|
3 |
December |
150 |
350 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
5,300 |
10,700 |
1,000 |
2,450 |
|
|