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Home > Markets > Open Market Operations
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 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.
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