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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 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.
Purchases archive »
Sales archive »