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 19 through November 25: $16,000 million
Net purchases from November 19 through November 25: $16,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Dec
125 0 0 0
4.5
Dec
1,800 0 1,100 1,200
Jan
2,175 0 1,200 0
5
Feb
2,250 2,850 0 0
5.5
Jan
150 0 0 0
Feb
0 1,350 0 0
6
Jan
0 300 0 0
15 Year 4
Dec
0 900 0 0
4.5
Jan
0 600 0 0
Other1
Total 6,500 6,000 2,300 1,200
1 10 year, 20 year, 40 year and other agency programs.