Agency MBS Transaction Summary
            
    
    Gross purchases from July 10 through July 16: $6,594 million 
Sales (dollar rolls) from July 10 through July 16: $0 million
Net purchases from July 10 through July 16: $6,594 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 | 3.5 | Sep | 645 | 912 | 0 | 844 |  
                            |  | 4 | Sep | 1,076 | 1,596 | 0 | 761 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Sep | 0 | 51 | 0 | 0 |  
                            |  | 3 | Sep | 280 | 329 | 0 | 0 |  
                            |  | 3.5 | Sep | 50 | 50 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 2,051 | 2,938 | 0 | 1,605 |  
                          	| *Does not include trades associated with small value exercises. |  |  |