| 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 |
Aug |
624 |
913 |
0 |
1,479 |
| |
3.5 |
Sep |
158 |
183 |
0 |
0 |
| |
4 |
Aug |
1,032 |
1,584 |
0 |
1,433 |
| |
4 |
Sep |
297 |
409 |
0 |
0 |
| |
|
|
|
|
|
|
15 Year |
3 |
Aug |
263 |
314 |
0 |
0 |
| |
3.5 |
Aug |
103 |
262 |
0 |
0 |
| |
|
|
|
|
|
|
| Total |
|
|
2,477 |
3,665 |
0 |
2,912 |
*Does not include trades associated with small value exercises. |
|
|