Agency MBS Transaction Summary
            
Gross purchases from November 5 through November 11: $5,061 million 
Sales (dollar rolls) from  November 5 through November 11: $200 million
Net purchases from  November 5 through November 11: $4,861 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 | Dec | 315 | 420 | 0 | 315 |  
                                    |  | 3.5 | Dec | 892 | 1,364 | 0 | 617 |  
                                    |  | 4 | Dec | 158 | 289 | 0 | 305 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Dec | 70 | 123 | 0 | 0 |  
                                    |  | 3 | Dec | 88 | 105 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,523 | 2,301 | 0 | 1,237 |  
                                    | *Does not include trades associated with small value exercises. |  |  |