Agency Mortgage-Backed Securities Purchase Program

Purchases in agency MBS by investment managers acting as agents for the System Open Market Account (SOMA).

  • Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.
  • Purchases executed during this period and prior periods, which have settled, will be reported on H.4.1: Factors Affecting Reserve Balances

Purchases from January 5 through January 7: $10,213 million
All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Feb 0 200 0
Mar 900 400 0
4.5 Jan 200 0 0
Feb 250 100 50
Mar 2,450 0 400
5 Jan 800 1,300 0
Feb 650 0 0
Mar 250 0 0
5.5 Jan 400 138 0
Mar 100 0 0
6 Jan 94 400 0
Feb 0 50 0
6.5 Jan 24 0 0
Feb 0 50 0
15 Year1 4 Feb 250 0 0
Mar 175 100 0
4.5 Jan 57 0 0
Feb 200 0 0
Mar 0 50 0
5 Feb 100 0 0
Mar 0 25 0
Other2 5 Feb 0 50 0
Total 6,899 2,864 450
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.