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 17 through December 23: $17,430 million
Net purchases from December 17 through December 23: $15,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Jan
0 1,550 0 0
Feb
0 300 0 0
4.5
Jan
0 100 680 0
Feb
1,650 2,850 0 0
Mar
2,550 1,950 0 0
5
Jan
0 1,750 0 0
Feb
300 0 0 0
Mar
2700 0 0 0
5.5
Feb
300 0 0 0
Mar
300 0 0 0
6
Feb
0 450 0 0
15 Year
Other1
Total 7,800 8,950 680 0
1 10 year, 20 year, 40 year and other agency programs.