Agency MBS Transaction Summary
            
Gross purchases from February 9 through February 15, 2017: $5,789 million 
Sales (dollar rolls) from February 9 through February 15, 2017: $0 million
Net purchases from  February 9 through February 15, 2017: $5,789 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 | Mar | 158 | 210 | 0 | 223 |  
                                    |  | 3.5 | Mar | 794 | 1,159 | 0 | 1,354 |  
                                    |  | 4 | Mar | 315 | 396 | 0 | 656 |  
                                  |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Mar | 35 | 35 | 0 | 0 |  
                                  |  | 3 | Mar | 174 | 280 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,476 | 2,080 | 0 | 2,233 |  
                                    | *Does not include trades associated with small value exercises. |  |  |