Agency MBS Transaction Summary
            
Gross purchases from September 22 through September 28, 2016: $11,225 million 
Sales (dollar rolls) from  September 22 through September 28, 2016: $0 million
Net purchases from  September 22 through September 28, 2016: $11,225 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 | 2,877 | 3,916 | 0 | 2,456 |  
                                    |  | 3.5 | Oct | 410 | 492 | 0 | 568 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2 | Oct | 0 | 52 | 0 | 0 |  
                                    |  | 2.5 | Oct | 122 | 332 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 3,409 | 4,792 | 0 | 3,024 |  
                                    | *Does not include trades associated with small value exercises. |  |  |