Agency MBS Transaction Summary
            
Gross purchases from January 21 through January 27: $5,377 million 
Sales (dollar rolls) from  January 21 through January 27: $0 million
Net purchases from  January 21 through January 27: $5,377 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 | 262 | 236 | 0 | 195 |  
                                    |  | 3.5 | Feb | 1,050 | 1,573 | 0 | 669 |  
                                    |  | 4 | Feb | 289 | 472 | 0 | 158 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Feb | 70 | 70 | 0 | 0 |  
                                    |  | 3 | Feb | 158 | 175 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,829 | 2,526 | 0 | 1,022 |  
                                    | *Does not include trades associated with small value exercises. |  |  |