Agency MBS Transaction Summary
            
Gross purchases from October 20 through October 26, 2016: $13,428 million 
Sales (dollar rolls) from  October 20 through October 26, 2016: $0 million
Net purchases from  October 20 through October 26, 2016: $13,428 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 | 3,087 | 4,158 | 0 | 3,204 |  
                                    |  | 3.5 | Nov | 348 | 504 | 0 | 867 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2 | Nov | 52 | 52 | 0 | 0 |  
                                    |  | 2.5 | Nov | 387 | 769 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 3,874 | 5,483 | 0 | 4,071 |  
                                    | *Does not include trades associated with small value exercises. |  |  |