Agency MBS Transaction Summary
            
Gross purchases from May 5 through May 11, 2016: $7,677 million 
Sales (dollar rolls) from  May 5 through May 11, 2016: $300 million
Net purchases from  May 5 through May 11, 2016: $7,377 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 | Jun | 1,252 | 1,527 | 0 | 1,426 |  
                                    |  | 3.5 | Jun | 652 | 1,027 | 0 | 976 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jun | 183 | 517 | 0 | 0 |  
                                    |  | 3 | Jun | 50 | 67 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,137 | 3,138 | 0 | 2,402 |  
                                    | *Does not include trades associated with small value exercises. |  |  |