Agency MBS Transaction Summary
            
Gross purchases from October 22 through October 28: $4,132 million 
Sales (dollar rolls) from  October 22 through October 28: $0 million
Net purchases from  October 22 through October 28: $4,132 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 | Nov | 0 | 0 | 0 | 575 |  
                                    |  | 3.5 | Nov | 428 | 748 | 0 | 1,375 |  
                                    |  | 4 | Nov | 131 | 236 | 0 | 184 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Nov | 70 | 175 | 0 | 0 |  
                                    |  | 3 | Nov | 105 | 105 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 734 | 1,264 | 0 | 2,134 |  
                                    | *Does not include trades associated with small value exercises. |  |  |