Agency MBS Transaction Summary
            
Gross purchases from March 23 through March 29, 2017: $4,108 million
Sales (dollar rolls) from March 23 through March 29, 2017: $0 million
Net purchases from  March 23 through March 29, 2017: $4,108 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 | Apr | 0 | 0 | 0 | 262 |  
                                    |  | 3.5 | Apr | 423 | 539 | 0 | 1,007 |  
                                    |  | 4 | Apr | 553 | 698 | 0 | 626 |  
                                  |  |  |  |  |  |  |  |  
                                    | Total |  |  | 976 | 1,237 | 0 | 1,895 |  
                                    | *Does not include trades associated with small value exercises. |  |  |