Agency MBS Transaction Summary
            
Gross purchases from March 16 through March 22, 2017: $4,147 million
Sales (dollar rolls) from March 16 through March 22, 2017: $200 million
Net purchases from  March 16 through March 22, 2017: $3,947 million
All amounts reflect current face
    
        
            | 
                
                    
                        | Sales summarize all trades executed during the indicated
                      period including sales associated with dollar rolls.* |  
                
                    
                        | Transactions
                        ($ million) |  
                        | 
                            
                                
                                    | Maturity | Coupon | Settlement
                                    Month | FHLMC | FNMA | GNMA | GNMA2 |  
                                    | 30 Year | 4 | Mar | 0 | 0 | 0 | 200 |  
                                    |  |  |  |  |  |  |  |  
                                    | Total |  |  | 0 | 0 | 0 | 200 |  
                                    | *Does not include trades associated with small value exercises. |  |  |