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 10 through December 16: $28,925 million
Net purchases from December 10 through December 16: $16,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Jan
0 700 0 0
4.5
Jan
725 2,225 1,000 0
Feb
4,750 2,250 0 0
5
Jan
0 5,800 1,200 0
Mar
0 600 0 0
5.5
Jan
150 5,450 125 0
Feb
1,950 0 0 0
6
Jan
0 600 0 0
Feb
0 400 0 0
15 Year 4
Jan
0 550 0 0
4.5
Jan
0 450 0 0
Other1
Total 7,575 19,025 2,325 0
1 10 year, 20 year, 40 year and other agency programs.