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 September 3 through September 9: $32,440 million
Net purchases from September 3 through September 9: $18,800 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Sep
0 150 950 0
Oct
0 300 0 0
5
Sep
200 600 150 0
Oct
3,500 15,800 1,750 0
Nov
400 2,000 0 0
5.5
Sep
0 1,300 0 0
Oct
0 4,700 0 0
6
Oct
170 100 0 0
6.5
Oct
170 200 0 0
15 Year1
Other2
Total 4,400 25,150 2,850 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.