Agency MBS Transaction Summary
            
    
    Gross purchases from October 30 through November 5: $4,450 million 
Sales (dollar rolls) from October 30 through November 5: $0 million
Net purchases from October 30 through November 5: $4,450 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.* |  
                           
                            | Maturity | Coupon | Settlement 
                                Month | FHLMC | FNMA | GNMA | GNMA2 |  
                            | 30 Year | 3 | Dec | 0 | 105 | 0 | 105 |  
                            |  | 3.5 | Dec | 787 | 781 | 0 | 970 |  
                            |  | 4 | Dec | 341 | 498 | 0 | 390 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Dec | 105 | 105 | 0 | 0 |  
                            |  | 3 | Dec | 105 | 158 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 1,338 | 1,647 | 0 | 1,465 |  
                          	| *Does not include trades associated with small value exercises. |  |