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 April 2 through April 8: $74,705 million
Net purchases from April 2 through April 8: $30,425 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Apr 0 12,150 0
May 800 3,350 0
June 0 0 350
4.5 Apr 0 8,500 0
May 6,900 5,350 0
June 200 200 500
5 Apr 8,300 4,700 0
5.5 Apr 4,500 11,450 0
6 Apr 500 6,300 0
6.5 May 0 405 0
15 Year1 4.5 Apr 0 250 0
Other2
Total 21,200 52,655 850
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.