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
    
        
            
            
                
                    
                        | 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 
                                     | 
                                      | 
                                    | 
                                    0 | 
                                    0 | 
                                    0 | 
                                  0 | 
                                 
                                
                                    |   | 
                                      | 
                                      | 
                                      | 
                                      | 
                                    | 
                                    | 
                                 
                              
                                    | Total | 
                                      | 
                                      | 
                                    0 | 
                                    0 | 
                                    0 | 
                                    0 | 
                               
                                
                                    | 
                                     *Does not include trades associated with small value exercises. 
                                     | 
                                 
                            
                                                  | 
                   
                
             
             |