TOTAL FOREIGN PURCHASES AND SALES OF LONG-TERM U.S. ASSET-BACKED SECURITIES
                                       (IN MILLIONS OF DOLLARS)


                          AGENCY SECURITIES                        CORPORATE SECURITIES

                   NET          GROSS         GROSS          NET          GROSS         GROSS
     MONTH     TRANSACTIONS   PURCHASES       SALES      TRANSACTIONS   PURCHASES       SALES
     -------   ------------  ------------  ------------  ------------  ------------  ------------

     2009-09         11,845        52,670        40,825          -264        23,763        24,027
     2009-08         11,298        50,475        39,177        -4,223        20,721        24,944
     2009-07         11,335        53,013        41,678        -6,154        21,708        27,862
     2009-06         14,835        66,391        51,556           933        26,169        25,236
     2009-05         13,369        62,269        48,900        -3,736        25,164        28,900
     2009-04            872        65,403        64,531        -9,021        22,914        31,935
     2009-03         -3,544        59,173        62,717         2,351        56,842        54,491
     2009-02           n.a.          n.a.          n.a.          n.a.          n.a.          n.a.
     2009-01           n.a.          n.a.          n.a.          n.a.          n.a.          n.a.