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 9 through April 15: $30,400 million
Net purchases from April 9 through April 15: $21,750 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 May 0 2,000 0
June 0 6,200 0
4.5 May 0 5,900 0
June 1,250 5,600 250
5 May 0 1,500 0
5.5 May 0 2,750 0
6 Apr 0 0 2,950
May 500 1,500 0
15 Year1
Other2
Total 1,750 25,450 3,200
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.