Agency MBS Transaction Summary
            
Gross purchases from September 15 through September 21, 2016: $9,478 million 
Sales (dollar rolls) from  September 15 through September 21, 2016: $550 million
Net purchases from  September 15 through September 21, 2016: $8,928 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 | Oct | 1,760 | 2,456 | 0 | 2,456 |  
                                    |  | 3.5 | Oct | 316 | 356 | 0 | 568 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2 | Oct | 0 | 104 | 0 | 0 |  
                                    |  | 2.5 | Oct | 246 | 1,216 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,322 | 4,132 | 0 | 3,024 |  
                                    | *Does not include trades associated with small value exercises. |  |  |