Agency MBS Transaction Summary
            
Gross purchases from February 15 through February 21, 2018: $3,393 million
Sales (dollar rolls) from February 15 through February 21, 2018: $0 million
Net purchases from February 15 through February 21, 2018: $3,393 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 | 3.5 | Mar | 248 | 339 | 0 | 677 |  
                                    |  | 4.0 | Mar | 591 | 808 | 0 | 730 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 839 | 1,147 | 0 | 1,407 |  
                                    | *Does not include trades associated with small value exercises. |  |  |