Agency MBS Transaction Summary
            
Gross purchases from October 6 through October 12, 2016: $7,957 million 
Sales (dollar rolls) from  October 6 through October 12, 2016: $0 million
Net purchases from  October 6 through October 12, 2016: $7,957 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 | Nov | 2,009 | 2,850 | 0 | 1,250 |  
                                    |  | 3.5 | Nov | 184 | 266 | 0 | 380 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2 | Nov | 0 | 100 | 0 | 0 |  
                                    |  | 2.5 | Nov | 300 | 618 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,493 | 3,834 | 0 | 1,630 |  
                                    | *Does not include trades associated with small value exercises. |  |  |