Agency MBS Transaction Summary
            
Gross purchases from November 12 through November 18: $8,399 million 
Sales (dollar rolls) from  November 12 through November 18: $1,000 million
Net purchases from  November 12 through November 18: $7,399 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 | 332 | 368 | 0 | 587 |  
                                    |  | 3.5 | Dec | 944 | 1,364 | 0 | 1,899 |  
                                    |  | 4 | Dec | 227 | 420 | 0 | 1,168 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Dec | 104 | 404 | 0 | 0 |  
                                    |  | 3 | Dec | 233 | 349 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,840 | 2,905 | 0 | 3,654 |  
                                    | *Does not include trades associated with small value exercises. |  |  |