Agency MBS Transaction Summary
            
Gross purchases from July 14 through July 20, 2016: $10,201 million 
Sales (dollar rolls) from  July 14 through July 20, 2016: $125 million
Net purchases from  July 14 through July 20, 2016: $10,076 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 | Aug | 1,680 | 2,494 | 0 | 2,772 |  
                                    |  | 3.5 | Aug | 342 | 524 | 0 | 1,038 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Aug | 615 | 736 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,637 | 3,754 | 0 | 3,810 |  
                                    | *Does not include trades associated with small value exercises. |  |  |