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 29 through February 4: $22,277 million
All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Feb 200 0 0
Apr 550 0 0
4.5 Feb 3,250 0 0
Mar 500 0 350
Apr 2,250 500 1,300
5 Feb 1,098 1,002 0
5.5 Feb 979 3,574 0
6 Feb 328 3,250 400
6.5 Feb 0 1,243 0
15 Year1 4 Mar 200 0 0
Apr 200 0 0
4.5 Feb 100 0 0
Mar 0 450 0
Other2 4 Feb 0 153 0
Mar 0 300 0
4.5 Feb 100 0 0
Total 9,755 10,472 2,050
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.