Agency MBS Transaction Summary
            
    
    Gross purchases from July 9 through July 15: $4,545 million 
Sales (dollar rolls) from July 9 through July 15: $100 million
Net purchases from July 9 through July 15: $4,445 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 | Aug | 0 | 100 | 0 | 204 |  
                            |  | 3.5 | Aug | 437 | 598 | 0 | 1,040 |  
                            |  | 4 | Aug | 298 | 490 | 0 | 432 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Aug | 167 | 218 | 0 | 0 |  
                            |  | 3 | Aug | 217 | 344 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 1,119 | 1,750 | 0 | 1,676 |  
                          	| *Does not include trades associated with small value exercises. |  |  |