Agency MBS Transaction Summary
            
Gross purchases from November 10 through November 16, 2016: $9,034 million 
Sales (dollar rolls) from  November 10 through November 16, 2016: $0 million
Net purchases from  November 10 through November 16, 2016: $9,034 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 | 1,428 | 1,994 | 0 | 2,490 |  
                                    |  | 3.5 | Dec | 328 | 472 | 0 | 1,036 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2 | Dec | 52 | 52 | 0 | 0 |  
                                    |  | 2.5 | Dec | 349 | 596 | 0 | 0 |  
                                  |  | 3 | Dec | 79 | 158 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,236 | 3,272 | 0 | 3,526 |  
                                    | *Does not include trades associated with small value exercises. |  |  |