Agency MBS Transaction Summary
            
Gross purchases from December 10 through December 16: $4,848 million 
Sales (dollar rolls) from  December 10 through December 16: $0 million
Net purchases from  December 10 through December 16: $4,848 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 | Jan | 0 
 | 0 | 0 | 324 |  
                                    |  | 3.5 | Jan | 491 | 744 | 0 | 1,423 |  
                                    |  | 4 | Jan | 236 | 394 | 0 | 300 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jan | 85 | 85 | 0 | 0 |  
                                    |  | 3 | Jan | 330 | 436 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,142 | 1,659 | 0 | 2,047 |  
                                    | *Does not include trades associated with small value exercises. |  |  |