Homepage Masthead
Liberty Street Economics Blog
E-mail alerts
RSS feeds
YouTube
FOLLOW US:

 
 
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
 
E-mail Alert E-mail alert
 

Purchases from February 12 through February 18: $19,867 million
All amounts reflect current face.

 
Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Mar 500 200 0
           
  4.5 Mar 5,850 6,300 400
    Apr 300 1,700 400
           
  5 Mar 800 1,016 200
           
  5.5 Mar 0 830 0
           
  6 Mar 221 300 0
           
15 Year1 4 Mar 250 0 0
           
  4.5 Mar 0 300 0
    Apr 0 300 0
           
Other2          
           
Total     7,921 10,946 1,000
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
Purchases archive »
Sales archive »