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

Gross purchases from March 12 through March 18: $28,195 million
Net purchases from March 12 through March 18: $19,675 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Apr 3,250 1,950 100
May 650 200 0
June 750 0 0
4.5 Apr 6,000 1,200 800
May 800 1,800 1,000
June 1,000 0 0
5.5 Mar 0 0 250
Apr 0 2,900 0
6 Mar 0 0 1,250
Apr 0 3,000 0
15 Year1 4 Apr 695 0 0
4.5 Mar 0 450 0
5 Mar 0 150 0
Other2
Total 13,145 11,650 3,400
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.