Agency MBS Transaction Summary
            
Gross purchases from February 2 through February 8, 2017: $8,494 million 
Sales (dollar rolls) from February 2 through February 8, 2017: $0 million
Net purchases from  February 2 through February 8, 2017: $8,494 million
All amounts reflect current face
    
        
            | 
                
                    
                        | 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 | Mar | 236 | 315 | 0 | 236 |  
                                    |  | 3.5 | Mar | 1,250 | 1,682 | 0 | 1,425 |  
                                    |  | 4 | Mar | 600 | 868 | 0 | 656 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 104 | 176 | 0 | 0 |  
                                  |  | 3 | Mar | 386 | 560 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,576 | 3,601 | 0 | 2,317 |  
                                    | *Does not include trades associated with small value exercises. |  |  |