Agency MBS Transaction Summary
            
Gross purchases from September 8 through September 14, 2016: $8,721 million 
Sales (dollar rolls) from  September 8 through September 14, 2016: $0 million
Net purchases from  September 8 through September 14, 2016: $8,721 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 | Oct | 1,608 | 2,208 | 0 | 3,068 |  
                                    |  | 3.5 | Oct | 238 | 288 | 0 | 844 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2 | Oct | 0 | 50 | 0 | 0 |  
                                    |  | 2.5 | Oct | 117 | 300 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,963 | 2,846 | 0 | 3,912 |  
                                    | *Does not include trades associated with small value exercises. |  |  |