Agency MBS Transaction Summary
            
Gross purchases from August 04 through August 10, 2016: $8,115 million 
Sales (dollar rolls) from  August 04 through August 10, 2016: $0 million
Net purchases from  August 04 through August 10, 2016: $8,115 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 | Sep | 1,755 | 2,524 | 0 | 1,880 |  
                                    |  | 3.5 | Sep | 276 | 400 | 0 | 680 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Sep | 200 | 400 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,231 | 3,324 | 0 | 2,560 |  
                                    | *Does not include trades associated with small value exercises. |  |  |