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 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.

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