Agency MBS Transaction Summary
            
Gross purchases from June 23 through June 29, 2016: $5,812 million 
Sales (dollar rolls) from  June 23 through June 29, 2016: $0 million
Net purchases from  June 23 through June 29, 2016: $5,812 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 | 662 | 998 | 0 | 1,617 |  
                                    |  | 3.5 | Jul | 168 | 252 | 0 | 827 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jul | 358 | 588 | 0 | 0 |  
                                    |  | 3 | Jul | 148 | 194 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,336 | 2,032 | 0 | 2,444 |  
                                    | *Does not include trades associated with small value exercises. |  |  |