Agency MBS Transaction Summary
            
Gross purchases from January 7 through January 13: $5,565 million 
Sales (dollar rolls) from  January 7 through January 13: $400 million
Net purchases from  January 7 through January 13: $5,165 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 | 0 | 0 | 0 | 442 |  
                                    |  | 3.5 | Feb | 539 | 808 | 0 | 1,806 |  
                                    |  | 4 | Feb | 250 | 375 | 0 | 807 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 48 | 50 | 0 | 0 |  
                                    |  | 3 | Feb | 190 | 250 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,027 | 1,483 | 0 | 3,055 |  
                                    | *Does not include trades associated with small value exercises. |  |  |