Agency MBS Transaction Summary
            
Gross purchases from November 17 through November 23, 2016: $7,529 million 
Sales (dollar rolls) from  November 17 through November 23, 2016: $100 million
Net purchases from  November 17 through November 23, 2016: $7,429 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 | 1,354 | 1,948 | 0 | 1,640 |  
                                    |  | 3.5 | Dec | 498 | 664 | 0 | 740 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Dec | 158 | 298 | 0 | 0 |  
                                  |  | 3 | Dec | 71 | 158 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,081 | 3,068 | 0 | 2,380 |  
                                    | *Does not include trades associated with small value exercises. |  |  |