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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Gross purchases from September 24 through September 30: $29,100 million
Net purchases from September 24 through September 30: $20,000 million

All amounts reflect current face.

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	4.5	Oct	0	3,475	300	0

	5	Oct	0	4,500	300	0
		Nov	10,150	0	1,150	0
		Dec	500	0	0	0

	5.5	Nov	1,050	5,350	0	0
		Dec	0	1,050	0	0

15 Year¹	4	Oct	125	300	0	0

	4.5	Oct	300	550	0	0

Other²

Total			12,125	15,225	1,750	0

¹ Inclusive of 10 year product.
² 20 year, 40 year and other agency programs.

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