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 |
Oct |
1,029 |
1,320 |
0 |
1,312 |
|
3 |
Nov |
1,029 |
1,460 |
0 |
2,500 |
|
3.5 |
Oct |
94 |
136 |
0 |
399 |
|
3.5 |
Nov |
94 |
136 |
0 |
798 |
|
|
|
|
|
|
|
15 Year
|
2 |
Nov |
52 |
52 |
0 |
0 |
|
2.5 |
Nov |
158 |
332 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
2,456 |
3,436 |
0 |
5,009 |
*Does not include trades associated with small value exercises.
|
|
|