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 August 6 through August 12: $27,069 million
Net purchases from August 6 through August 12: $20,400 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR
3.5
Aug
0 200 0
4.5
Aug
0 200 0
Sep
2,225 1,050 450
Oct
200 800 0
5
Aug
0 2,400 0
Sep
150 5,244 400
Oct
1,400 4,400 0
5.5
Aug
0 1,400 0
Sep
600 4,700 0
Oct
0 400 0
6.5
Sep
0 200 0
15 Year1 4.5
Sep
0 550 0
Other2 4.5
Sep
0 100 0
Total 4,575 21,644 850
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.