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 October 8 through October 14: $21,420 million
Net purchases from October 8 through October 14: $16,100 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Nov
0 1,000 0 0
4.5
Nov
0 4,200 0 0
5
Nov
0 5,250 450 0
Dec
4,200 0 0 0
Jan
1,150 0 0 0
5.5
Nov
900 0 0 0
Dec
750 1,650 0 0
Jan
0 100 0 0
6
Dec
0 300 0 0
15 Year1 4
Nov
0 1,000 0 0
4.5
Nov
250 150 0 0
5
Nov
70 0 0 0
Other2
Total 7,320 13,650 450 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.