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 28 through June 3: $27,675 million
Net purchases from May 28 through June 3: $25,833 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 July 400 2,500 0
Aug 0 250 0
4.5 June 0 9,100 0
July 4,050 3,500 1,000
Aug 500 500 1,000
5 June 0 1,500 0
July 0 1,000 0
Aug 0 350 0
5.5 June 0 500 925
July 0 250 0
15 Year1 4 July 0 350 0
Other2
Total 4,950 19,800 2,925
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.