Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity |
Coupon |
Settlement
Month |
FHLMC |
FNMA |
GNMA |
GNMA2 |
30 Year |
3 |
Dec |
105 |
157 |
0 |
100 |
|
3.5 |
Dec |
1,155 |
1,203 |
0 |
1,160 |
|
4 |
Dec |
262 |
313 |
0 |
157 |
|
|
|
|
|
|
|
15 Year |
2.5 |
Dec |
105 |
210 |
0 |
0 |
|
3 |
Dec |
157 |
234 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
1,784 |
2,117 |
0 |
1,417 |
*Does not include trades associated with small value exercises. |
|