Agency MBS Transaction Summary
            
Gross purchases from December 1 through December 7, 2016: $10,435 million 
Sales (dollar rolls) from December 1 through December 7, 2016: $0 million
Net purchases from December 1 through December 7, 2016: $10,435 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 | Jan | 944 | 1,434 | 0 | 1,360 |  
                                    |  | 3.5 | Jan | 1,767 | 2,684 | 0 | 1,388 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jan | 158 | 262 | 0 | 0 |  
                                  |  | 3 | Jan | 158 | 280 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 3,027 | 4,660 | 0 | 2,748 |  
                                    | *Does not include trades associated with small value exercises. |  |  |