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 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.
Purchases archive »
Sales archive »