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 June 4 through June 10: $54,680 million
Net purchases from June 4 through June 10: $23,015 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 June 500 0 0
July 500 500 0
4.5 June 1,500 6,500 0
July 4,700 2,150 950
5 June 0 250 0
July 0 2,100 0
Aug 0 1,600 0
5.5 June 5,155 25,510 0
6 June 0 275 685
6.5 July 0 455 0
15 Year1 4 June 0 300 0
July 0 150 0
4.5 June 0 750 0
July 0 150 0
Other2
Total 12,355 40,690 1,635
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.