Agency Mortgage-Backed Securities Purchase Program - Federal Reserve Bank of New York

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

E-mail alert

Gross purchases from August 13 through August 19: $26,640 million
Net purchases from August 13 through August 19: $25,000 million
All amounts reflect current face.

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	4.5	Sep	0	0	800	875
		Oct	0	500	0	0

	5	Sep	3,500	7,300	0	0
		Oct	2,350	4,100	0	0

	5.5	Sep	0	3,000	0	0
		Oct	0	4,075	0	0

15 Year¹	4.5	Sep	0	140	0	0

Other²

Total			5,850	19,115	800	875

¹ Inclusive of 10 year product.
² 20 year, 40 year and other agency programs.

Purchases archive »
Sales archive »