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
|
2.5 |
January |
0 |
400 |
0 |
0 |
3 |
December |
1,300 |
2,600 |
0 |
0 |
3 |
January |
1,750 |
3,400 |
450 |
2,550 |
3.5 |
December |
300 |
600 |
0 |
0 |
3.5 |
January |
400 |
750 |
100 |
700 |
|
|
|
|
|
|
|
15 Year
|
2 |
December |
0 |
25 |
0 |
0 |
2 |
January |
0 |
25 |
0 |
0 |
2.5 |
December |
450 |
850 |
0 |
0 |
2.5 |
January |
600 |
1,150 |
0 |
0 |
3 |
December |
0 |
100 |
0 |
0 |
3 |
January |
100 |
100 |
0 |
0 |
|
|
|
|
|
|
|
Total |
|
|
4,900 |
10,000 |
550 |
3,250 |
|
|