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 30 through May 6: $73,895 million
Net purchases from April 30 through May 6: $25,370 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 3.5 May 0 350 0
4 June 500 1,400 0
July 1,000 4,050 750
4.5 May 240 0 0
June 1,600 6,150 2,000
July 850 3,000 500
5 May 0 16,400 0
June 0 500 0
July 0 250 0
5.5 May 4,400 24,000 0
June 500 0 0
6 May 0 5,000 0
6.5 June 0 455 0
15 Year1
Other2
Total 9,090 61,555 3,250
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.