Agency Mortgage-Backed Securities Purchase Program - Federal Reserve Bank of New York

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

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Gross purchases from July 16 through July 22: $21,245 million
Net purchases from July 16 through July 22: $21,125 million
All amounts reflect current face.

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA
30 YEAR	4	Aug	0	0	525

	4.5	Aug	2,250	2,750	2,200
		Sep	1,600	2,000	600

	5	Aug	150	1,000	0
		Sep	1,050	500	200
		Oct	1,250	2,600	0

	5.5	Aug	0	950	0
		Sep	0	650	0

	6	July	0	0	120

15 Year¹	4	Sep	150	0	0

	4.5	Sep	0	700	0

Other²

Total			6,450	11,150	3,645

¹ Inclusive of 10 year product.
² 20 year, 40 year and other agency programs.

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