Agency MBS Transaction Summary
            
Gross purchases from January 19 through January 25, 2017: $9,213 million 
Sales (dollar rolls) from January 19 through January 25, 2017: $450 million
Net purchases from January 19 through January 25, 2017: $8,763 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 | 472 | 648 | 0 | 394 |  
                                    |  | 3.5 | Feb | 1,150 | 1,701 | 0 | 1,706 |  
                                    |  | 4 | Feb | 550 | 760 | 0 | 1,132 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 105 | 158 | 0 | 0 |  
                                  |  | 3 | Feb | 175 | 262 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,452 | 3,529 | 0 | 3,232 |  
                                    | *Does not include trades associated with small value exercises. |  |  |