Agency MBS Transaction Summary
            
Gross purchases from June 2 through June 8, 2016: $8,140 million 
Sales (dollar rolls) from  June 2 through June 8, 2016: $0 million
Net purchases from  June 2 through June 8, 2016: $8,140 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 | Jul | 1,203 | 1,773 | 0 | 1,563 |  
                                    |  | 3.5 | Jul | 577 | 895 | 0 | 1,076 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jul | 308 | 444 | 0 | 0 |  
                                    |  | 3 | Jul | 129 | 172 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,217 | 3,284 | 0 | 2,639 |  
                                    | *Does not include trades associated with small value exercises. |  |  |