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 19 through March 25: $47,250 million
Net purchases from March 19 through March 25: $33,150 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Mar 0 250 0
Apr 6,250 2,500 0
May 3,300 5,250 250
June 550 1,300 0
4.5 Apr 1,750 3,750 1,000
May 1,500 4,500 0
5 Apr 0 2,150 0
5.5 Apr 0 7,250 0
6 Apr 0 4,700 0
15 Year1 4 May 100 900 0
Other2
Total 13,450 32,550 1,250
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.