Agency MBS Transaction Summary
            
Gross purchases from January 5 through January 11, 2017: $11,516 million 
Sales (dollar rolls) from January 5 through January 11, 2017: $0 million
Net purchases from January 5 through January 11, 2017: $11,516 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 | 428 | 570 | 0 | 472 |  
                                    |  | 3.5 | Feb | 1,475 | 2,124 | 0 | 1,560 |  
                                    |  | 4 | Feb | 773 | 1,156 | 0 | 604 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 395 | 561 | 0 | 0 |  
                                  |  | 3 | Feb | 503 | 895 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 3,574 | 5,306 | 0 | 2,636 |  
                                    | *Does not include trades associated with small value exercises. |  |  |