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 20 through August 26: $25,825 million
Net purchases from August 20 through August 26: $25,400 million
All amounts reflect current face.

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	4	Sep	0	0	200	0

	4.5	Sep	0	550	1,050	500

	5	Sep	4,150	5,000	600	0
		Oct	3,125	4,250	0	0

	5.5	Sep	0	3,750	0	0
		Oct	0	2,650	0	0

15 Year¹

Other²

Total			7,275	16,200	1,850	500

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

Purchases archive »
Sales archive »