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 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.