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 19 through February 25: $24,999 million
All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Mar 800 1,250 0
4.5 Mar 3,400 12,250 0
May 0 0 500
5 Mar 3,296 942 0
May 0 0 500
5.5 Mar 0 150 0
6 Mar 290 677 0
6.5 Mar 419 0 0
Apr 125 300 0
15 Year1 4 Mar 100 0 0
Other2
Total 8,430 15,569 1,000
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.