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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 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.
Purchases archive »
Sales archive »