Agency MBS Transaction Summary
            
Gross purchases from August 18 through August 24, 2016: $7,189 million 
Sales (dollar rolls) from  August 18 through August 24, 2016: $0 million
Net purchases from  August 18 through August 24, 2016: $7,189 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 | 1,442 | 1,967 | 0 | 1,996 |  
                                    |  | 3.5 | Sep | 262 | 368 | 0 | 602 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Sep | 184 | 368 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,888 | 2,703 | 0 | 2,598 |  
                                    | *Does not include trades associated with small value exercises. |  |  |