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Freddie Exchange by Product

The prior page of this demo discusses the Freddie Exchange aggregation, with links in the Gold column for each Gold product. Clicking one of those links will show an aggregation of exchanged, locked up, and available balances by whole or half Coupon for that Product, as shown below.



Exchange Aggregation

Balances (MM) for FHLG10 by Coupon

Coupon55-day Avail
(Exchanged)
Locked Up in
CMOs, Giants, Fed
45-day AvailTotal
Balance
2 97.28 55.07 150.40 302.76
2.5 224.06 727.15 578.97 1,530.19
3 148.07 195.36 266.72 610.14
3.5 94.70 120.03 83.41 298.14
4 22.47 11.33 13.83 47.64
4.5 0.38 0.00 0.01 0.39
Total * 586.97 1,108.95 1,093.35 2,789.27

* Whole and Half Coupons Only

Note: Only Exchange-eligible Golds are included in this report.

Updated 2/12/2021 8:28:35 AM


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