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 22 through January 28: $16,836 million
All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Feb 200 0 0
4.5 Apr 1,750 200 1,800
5 Feb 2,195 1,134 600
Apr 0 0 1,000
5.5 Jan 0 366 0
Feb 1,050 4,339 601
Mar 0 0 200
6 Feb 0 400 100
6.5 Feb 0 100 0
Apr 0 200 0
15 Year1 4 Mar 150 0 0
4.5 Mar 0 250 0
Other2 4 Apr 0 200 0
Total 5,346 7,190 4,301
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.