Agency MBS Transaction Summary
            
    
    Gross purchases from July 23 through July 29: $5,274 million 
Sales (dollar rolls) from July 23 through July 29: $0 million
Net purchases from July 23 through July 29: $5,274 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 | 201 | 142 | 0 | 221 |  
                            |  | 3.5 | Aug | 849 | 1,176 | 0 | 1,072 |  
                            |  | 4 | Aug | 299 | 442 | 0 | 452 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Aug | 52 | 74 | 0 | 0 |  
                            |  | 3 | Aug | 116 | 178 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 1,517 | 2,012 | 0 | 1,745 |  
                          	| *Does not include trades associated with small value exercises. |  |  |