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 26 through April 1: $68,500 million
Net purchases from March 26 through April 1: $32,910 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Apr 1,750 7,950 0
May 3,700 7,450 200
June 0 400 100
4.5 Apr 6,450 2,550 0
May 2,500 600 1,050
June 0 250 250
5 Apr 0 1,000 0
5.5 Apr 1,000 24,600 0
6 Apr 0 6,500 0
15 Year1 4 Apr 0 200 0
Other2
Total 15,400 51,500 1,600
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.