Agency MBS Transaction Summary
            
Gross purchases from December 31 through January 6: $5,998 million 
Sales (dollar rolls) from  December 31 through January 6: $0 million
Net purchases from  December 31 through January 6: $5,998 million
All amounts reflect current face
    
        
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                        | 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 | Feb | 315 | 315 | 0 | 158 |  
                                    |  | 3.5 | Feb | 1,295 | 1,857 | 0 | 656 |  
                                    |  | 4 | Feb | 238 | 446 | 0 | 142 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 52 | 52 | 0 | 0 |  
                                    |  | 3 | Feb | 210 | 262 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,110 | 2,932 | 0 | 956 |  
                                    | *Does not include trades associated with small value exercises. |  |  |