Agency MBS Transaction Summary
            
Gross purchases from May 12 through May 18, 2016: $7,546 million 
Sales (dollar rolls) from  May 12 through May 18, 2016: $0 million
Net purchases from  May 12 through May 18, 2016: $7,546 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 | 1,182 | 1,675 | 0 | 1,496 |  
                                    |  | 3.5 | Jun | 630 | 944 | 0 | 1,076 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jun | 158 | 210 | 0 | 0 |  
                                    |  | 3 | Jun | 70 | 105 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,040 | 2,934 | 0 | 2,572 |  
                                    | *Does not include trades associated with small value exercises. |  |  |