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

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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.

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