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 25 through July 1: $36,150 million
Net purchases from June 25 through July 1: $23,100 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR 4
Aug
0 0 300
4.5
July
1,250 1,700 1,900
Aug
2,850 2,050 400
Sep
500 0 0
5
July
100 400 0
Aug
2,600 5,500 200
Sep
0 2,300 0
5.5
July
0 13,250 0
Aug
0 500 0
15 Year1 4.5 Aug 0 200 0
Other2 4.5 July 0 150 0
Total 7,300 26,050 2,800
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.