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 23 through April 29: $59,565 million
Net purchases from April 23 through April 29: $23,142 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 3.5 July 0 42 0
4 May 33 368 0
June 3,850 5,150 0
July 1,200 4,150 0
4.5 May 472 0 0
June 3,200 3,550 500
July 750 0 0
5 May 0 3,200 0
5.5 May 6,600 24,400 0
6 May 2,000 0 0
15 Year1 4 June 0 100 0
Other2
Total 18,105 40,960 500
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.