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 14 through May 20: $25,520 million
Net purchases from May 14 through May 20: $24,675 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 July 0 1,550 0
Aug 2,000 1,750 250
4.5 June 1,095 1,500 1,100
July 2,200 3,150 500
Aug 2,250 1,000 2,250
5 June 0 0 250
July 0 1,000 0
Aug 0 1,000 0
5.5 June 0 500 0
6 May 0 0 225
15 Year1 4 June 200 0 0
July 0 1,150 0
Aug 0 500 0
4.5 June 100 0 0
Other2
Total 7,845 13,100 4,575
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.