Agency MBS Transaction Summary
            
Gross purchases from March 03 through March 09, 2016: $4,420 million 
Sales (dollar rolls) from  March 03 through March 09, 2016: $0 million
Net purchases from  March 03 through March 09, 2016: $4,420 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 | Apr | 867 | 1,050 | 0 | 507 |  
                                  |  | 3.5 | Apr | 736 | 840 | 0 | 420 |  
                                    |  |  |  |  |  |  |  |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,603 | 1,890 | 0 | 927 |  
                                    | *Does not include trades associated with small value exercises. |  |  |