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 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.