Agency MBS Transaction Summary
            
Gross purchases from October 8 through October 14: $5,739 million 
Sales (dollar rolls) from  October 8 through October 14: $200 million
Net purchases from  October 8 through October 14: $5,539 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 | 368 | 472 | 0 | 223 |  
                                    |  | 3.5 | Nov | 958 | 1,457 | 0 | 722 |  
                                    |  | 4 | Nov | 210 | 446 | 0 | 158 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Nov | 252 | 105 | 0 | 0 |  
                                    |  | 3 | Nov | 158 | 210 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,946 | 2,690 | 0 | 1,103 |  
                                    | *Does not include trades associated with small value exercises. |  |  |