| 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 |
Sep |
1,044 |
1,131 |
0 |
511 |
| |
4 |
Sep |
1,090 |
1,549 |
0 |
460 |
| |
|
|
|
|
|
|
15 Year |
2.5 |
Sep |
0 |
102 |
0 |
0 |
| |
3 |
Sep |
254 |
306 |
0 |
0 |
| |
|
|
|
|
|
|
| Total |
|
|
2,388 |
3,088 |
0 |
971 |
*Does not include trades associated with small value exercises. |
|
|