| 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 |
June |
0 |
0 |
0 |
210 |
| |
3.5 |
July |
960 |
1,145 |
0 |
1,189 |
| |
4 |
June |
0 |
0 |
0 |
208 |
| |
4 |
July |
1,772 |
2,418 |
0 |
878 |
| |
4 |
Aug |
0 |
100 |
0 |
0 |
| |
|
|
|
|
|
|
15 Year |
3 |
Aug |
314 |
157 |
0 |
0 |
| |
|
|
|
|
|
|
| Total |
|
|
3,046 |
3,820 |
0 |
2,485 |
*Does not include trades associated with small value exercises. |
|
|