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 22 through October 28: $21,906 million
Net purchases from October 22 through October 28: $18,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Nov
0 300 0 0
4.5
Nov
1,000 2,000 300 0
Dec
0 1,450 0 0
5
Nov
0 1581 1,050 0
Dec
0 1,000 0 0
Jan
5,250 0 0 0
5.5
Dec
0 150 0 0
Jan
0 5,850 0 0
6
Dec
0 1,300 0 0
15 Year1 4
Nov
200 0 0 0
Dec
0 350 0 0
4.5
Nov
0 125 0 0
Other2
Total 6,450 14,106 1,350 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.