Agency MBS Transaction Summary
            
Gross purchases from November 26 through December 2: $4,138 million 
  Sales (dollar rolls) from November 26 through December 2: $0 million
  Net purchases from November 26 through December 2: $4,138 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 | 0 | 0 | 0 | 158 |  
                                    |  | 3 | Jan | 184 | 184 | 0 | 158 |  
                                    |  | 3.5 | Dec | 0 | 0 | 0 | 722 |  
                                    |  | 3.5 | Jan | 525 | 788 | 0 | 722 |  
                                    |  | 4 | Dec | 0 | 0 | 0 | 131 |  
                                    |  | 4 | Jan | 0 | 0 | 0 | 131 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Dec | 32 | 35 | 0 | 0 |  
                                    |  | 3 | Dec | 158 | 210 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 899 | 1,217 | 0 | 2,022 |  
                                    | *Does not include trades associated with small value exercises. |  |  |