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 November 12 through November 18: $17,225 million
Net purchases from November 12 through November 18: $16,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Dec
200 300 0 0
4.5
Dec
2,550 0 3,750 600
5
Dec
0 0 2,000 0
Jan
300 0 0 0
Feb
2,850 450 0 0
5.5
Dec
0 0 425 0
Jan
0 450 0 0
Feb
0 1,500 0 0
6
Jan
0 475 0 0
15 Year1 4
Dec
0 800 0 0
4.5
Dec
0 575 0 0
Other2
Total 5,900 4,550 6,175 600
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.