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 December 3 through December 9: $27,250 million
Net purchases from December 3 through December 9: $16,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Jan
400 0 0 0
4.5
Dec
0 900 0 0
Jan
3,450 2,100 0 0
Feb
1,000 900 0 0
5
Dec
0 0 1,500 0
Jan
0 9,500 0 0
Feb
0 1,050 0 0
5.5
Jan
1,750 0 0 0
Feb
0 3,100 0 0
6
Jan
0 1,000 0 0
15 Year 4
Jan
0 600 0 0
Other1
Total 6,600 19,150 1,500 0
1 10 year, 20 year, 40 year and other agency programs.