Agency MBS Transaction Summary
            
    
    Gross purchases from June 26 through July 2: $8,112 million 
Sales (dollar rolls) from June 26 through July 2: $0 million
Net purchases from June 26 through July 2: $8,112 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 | 3.5 | Aug | 0 | 0 | 0 | 878 |  
                            |  | 3.5 | Sep | 753 | 909 | 0 | 629 |  
                            |  | 4 | Aug | 0 | 0 | 0 | 738 |  
                            |  | 4 | Sep | 1,170 | 1,719 | 0 | 558 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Sep | 0 | 105 | 0 | 0 |  
                            |  | 3 | Sep | 263 | 286 | 0 | 0 |  
                            |  | 3.5 | Sep | 52 | 52 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 2,238 | 3,071 | 0 | 2,803 |  
                          	| *Does not include trades associated with small value exercises. |  |  |