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

Settled holdings for September 23, 2009

Gross purchases from September 17 through September 23: $25,675 million
Net purchases from September 17 through September 23: $23,025 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Oct
0 2,000 0 0
Nov
0 375 0 0
5
Oct
0 0 1,100 0
Nov
5,775 2,500 0 0
5.5
Nov
0 11,925 0 0
15 Year1 4
Oct
0 1,225 0 0
4.5
Oct
250 525 0 0
Other2
Total 6,025 18,550 1,100 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.