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 May 7 through May 13: $35,575 million
Net purchases from May 7 through May 13: $27,150 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 June 0 2,875 0
July 0 4,950 200
Aug 750 1,000 0
4.5 June 1,850 2,500 750
July 400 6,450 1,300
Aug 2,250 3,000 0
5 May 0 2,000 0
July 0 1,000 0
Aug 0 450 0
5.5 May 0 1,000 0
June 0 1,000 0
Aug 0 450 0
15 Year1 4 June 750 600 0
July 0 50 0
Other2
Total 6,000 27,325 2,250
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.