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 11 through June 17: $23,075 million
Net purchases from June 11 through June 17: $20,290 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 July 500 0 100
Aug 1,450 0 0
4.5 July 2,000 1,750 3,350
Aug 800 2,375 0
5 July 700 1,250 0
Aug 750 2,000 0
Sep 0 1,700 0
5.5 July 0 250 0
Aug 0 1000 0
6 June 0 0 200
15 Year1 3.5 July 0 150 0
4 July 800 700 0
4.5 July 0 150 0
Aug 0 1,000 0
5 June 0 100 0
Other2
Total 7,000 12,425 3,650
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.