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 18 through June 24: $23,750 million
Net purchases from June 18 through June 24: $22,250 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4.5 July 2,000 1,350 1,250
Aug 5,100 3,700 1,800
5 July 200 800 0
Aug 1,400 2,350 500
Sep 0 1,800 0
5.5 Aug 0 500 0
15 Year1 4 July 100 0 0
Aug 0 700 0
4.5 Aug 0 200 0
Other2
Total 8,800 11,400 3,550
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.