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 10 through September 16: $31,220 million
Net purchases from September 10 through September 16: $25,450 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Oct
0 2,750 2,000 0
5
Oct
200 5,350 1,450 0
Nov
5,200 1,850 0 0
5.5
Oct
0 350 350 0
Nov
0 9,200 0 0
15 Year1 4
Oct
250 900 0 0
4.5
Oct
650 650 0 0
5
Oct
70 0 0 0
Other2
Total 6,370 21,050 3,800 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.