Agency MBS Transaction Summary
            
Gross purchases from November 24 through November 30, 2016: $8,034 million 
Sales (dollar rolls) from  November 24 through November 30, 2016: $0 million
Net purchases from  November 24 through November 30, 2016: $8,034 million
All amounts reflect current face
    
        
            | 
                
                    
                        | 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 | 1,052 | 1,522 | 0 | 1,454 |  
                                    |  | 3.5 | Dec | 838 | 1,196 | 0 | 1,154 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Dec | 142 | 238 | 0 | 0 |  
                                  |  | 3 | Dec | 158 | 280 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 2,190 | 3,236 | 0 | 2,608 |  
                                    | *Does not include trades associated with small value exercises. |  |  |