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 30 through August 5: $19,150 million
Net purchases from July 30 through August 5: $19,150 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR
4.5
Aug
200
Sep
400 800
Oct
250 250
5
Sep
2,600 5,850
Oct
1,500 1,250
5.5
Aug
2,250
Sep
2,050
Oct
1,750
15 Year1
Other2
Total 4,950 14,200 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.