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 29 through November 4: $16,000 million
Net purchases from October 29 through November 4:: $16,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Nov
0 500 0 0
4.5
Nov
475 650 0 0
Dec
0 2,200 175 0
5
Jan
2,800 2,850 0 0
5.5
Jan
0 4,700 0 0
6
Dec
0 1,400 0 0
15 Year1 4.5
Nov
0 250 0 0
Other2
Total 3,275 12,550 175 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.