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 27 through December 2: $16,000 million
Net purchases from November 27 through December 2: $16,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Dec
250 525 0 0
4.5
Dec
750 750 1,275 0
Jan
1,625 2,250 1,350 0
5
Feb
1,950 0 0 0
5.5
Jan
1,100 0 0 0
Feb
0 2,875 0 0
6
Dec
0 450 0 0
Jan
0 550 0 0
15 Year 4
Jan
0 300 0 0
Other1
Total 5,675 7,700 2,625 0
1 10 year, 20 year, 40 year and other agency programs.