Homepage Masthead
Liberty Street Economics Blog
E-mail alerts
RSS feeds
YouTube
FOLLOW US:
 
    Treasury
    Agency MBS


  		 
Home > Markets > Open Market Operations
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
 
E-mail Alert E-mail alert
 

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.
Purchases archive »
Sales archive »