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 July 9 through July 15: $22,980 million
Net purchases from July 9 through July 15: $22,170 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR 4
July
0 0 400
Aug
0 0 200
4.5
Aug
2,250 2,600 3,250
Sep
1,700 2,100 0
Oct
2,000 1,000 0
5
Jul
0 0 110
Aug
900 1,000 700
Sep
0 2,450 0
Oct
0 1,050 0
5.5
July
0 610 0
6
July
0 200 0
15 Year1 4 Aug 0 100 0
4.5 July 0 10 0
Other2 4 Aug 0 150 0
4.5 Aug 0 200 0
Total 6,850 11,470 4,660
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.