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 February 5 through February 11: $23,220 million
All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Feb 350 500 0
Mar 3,150 0 0
4.5 Mar 8,750 250 0
Apr 0 0 200
5 Feb 406 2,199 0
Mar 1,500 0 0
5.5 Feb 0 3,815 1,200
Mar 300 0 0
6 Feb 0 400 0
15 Year1 4 Feb 200 0 0
Other2
Total 14,656 7,164 1,400
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.