| 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 |
Oct |
210 |
236 |
0 |
336 |
| |
3.5 |
Oct |
866 |
1,182 |
0 |
1,187 |
| |
4 |
Oct |
236 |
420 |
0 |
1,139 |
| |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Oct |
184 |
193 |
0 |
0 |
| |
3 |
Oct |
251 |
351 |
0 |
0 |
| |
|
|
|
|
|
|
| Total |
|
|
1,747 |
2,382 |
0 |
2,662 |
|
*Does not include trades associated with small value exercises.
|
|
|