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 21 through May 27: $33,400 million
Net purchases from May 21 through May 27: $25,544 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 June 500 0 0
July 500 1,400 500
Aug 2,000 950 0
4.5 June 0 3,350 0
July 4,500 3,800 2,000
Aug 3,500 0 0
5 June 0 6,250 0
July 0 500 0
Aug 0 500 0
5.5 June 0 2,250 400
July 0 500 0
15 Year1
Other2
Total 11,000 19,500 2,900
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.