| 
                
                    
                        | 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 | 315 | 368 | 0 | 386 |  
                                    |  | 3.5 | Jan | 1,084 | 1,646 | 0 | 1,470 |  
                                    |  | 4 | Jan | 236 | 394 | 0 | 350 |  
                                    |  |  |  |  |  |  |  |  
                                    | 15 Year | 2.5 | Jan | 52 | 52 | 0 | 0 |  
                                    |  | 3 | Jan | 184 | 236 | 0 | 0 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 1,871 | 2,696 | 0 | 2,206 |  
                                    | *Does not include trades associated with small value exercises. |  |  |