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 23 through July 29: $20,168 million
Net purchases from July 23 through July 29: $20,150 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR
4
Aug
100
4.5
Aug
1,100 1,200 18
Sep
500 600 200
Oct
2,400
5
Aug
550 950
Sep
1,000 2,100
Oct
2,200 3,500
5.5
Aug
2,800
Sep
700
Oct
150
15 Year1 4 Aug 100
Other2
Total 5,350 14,500 318
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.