Agency MBS Transaction Summary
            
Gross purchases from December 14 through December 20, 2017: $6,395 million
Sales (dollar rolls) from December 14 through December 20, 2017: $0 million
Net purchases from December 14 through December 20, 2017: $6,395 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 | 166 | 214 | 0 | 315 |  
                                    |  | 3.5 | Jan | 996 | 1,270 | 0 | 1,871 |  
                                    |  | 4 | Jan | 212 | 271 | 0 | 379 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jan | 69 | 99 | 0 | 0 |  
                                  |  | 3 | Jan | 215 | 318 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,658 | 2,172 | 0 | 2,565 |  
                                    | *Does not include trades associated with small value exercises. |  |  |