Agency MBS Transaction Summary
            
Gross purchases from December 15 through December 21, 2016: $14,409 million 
Sales (dollar rolls) from December 15 through December 21, 2016: $0 million
Net purchases from December 15 through December 21, 2016: $14,409 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 | 506 | 700 | 0 | 1,037 |  
                                    |  | 3.5 | Jan | 2,240 | 3,000 | 0 | 2,288 |  
                                    |  | 4 | Jan | 800 | 998 | 0 | 504 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jan | 356 | 580 | 0 | 0 |  
                                  |  | 3 | Jan | 561 | 839 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 4,463 | 6,117 | 0 | 3,829 |  
                                    | *Does not include trades associated with small value exercises. |  |  |