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 15 through January 21: $19,009 million
All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Mar 250 700 0
Apr 0 0 100
4.5 Feb 400 600 0
Mar 1,050 1,250 600
Apr 750 0 950
5 Feb 1,700 1,750 0
5.5 Jan 0 1,001 0
Feb 1,000 4,807 0
6 Jan 0 0 200
Feb 0 900 0
15 Year1 4 Apr 0 100 0
4.5 Feb 100 450 0
Mar 0 150 0
5 Feb 100 0 0
5.5 Feb 100 0 0
Other2
Total 5,450 11,708 1,850
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.