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@dharmatech
Created August 10, 2022 09:19
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John,

Regarding this section:

image

My understanding is that you found the $\4,841,000,000 by going to this page:

https://www.newyorkfed.org/markets/ambs/ambs_schedule

downloading these spreadsheets:

image

filtering the 'Agency' to 'GNMA2', and noting the sum of the 'Trade Amount' column.

I did so and was able to get the various values described:

image

image

image

My question is, how did you know to check those particular spreadsheets given that there are many listed on that page?

Did you just download all of them and check the data as needed?

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