Agency MBS Transaction Summary
            
Gross purchases from June 16 through June 22, 2016: $8,801 million 
Sales (dollar rolls) from  June 16 through June 22, 2016: $1,100 million
Net purchases from  June 16 through June 22, 2016: $7,701 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 | Jul | 1,400 | 2,136 | 0 | 1,400 |  
                                    |  | 3.5 | Jul | 524 | 770 | 0 | 1,914 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jul | 184 | 289 | 0 | 0 |  
                                    |  | 3 | Jul | 79 | 105 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,187 | 3,300 | 0 | 3,314 |  
                                    | *Does not include trades associated with small value exercises. |  |  |