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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
 
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Gross purchases from March 5 through March 11: $61,378 million
Net purchases from March 5 through March 11: $27,104 million

All amounts reflect current face.

 
Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Mar 1,250 8,000 0
    Apr 1,024 1,200 0
           
  4.5 Mar 1,850 8,300 0
    Apr 5,100 3,250 0
    May 0 800 500
           
  5 Mar 7,500 1,264 0
    Apr 300 1,300 0
           
  5.5 Mar 100 11,940 0
           
  6 Mar 1,000 4,400 1,600
           
  6.5 Apr 500 0 0
           
15 Year1 4.5 Mar 0 100 0
    Apr 100 0 0
           
Other2          
           
Total     18,724 40,554 2,100
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
Purchases archive »
Sales archive »