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 24 through December 30: $9,300 million
Net purchases from December 24 through December 30: $9,300 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Feb
0 150 0 0
4.5
Jan
375 1,250 0 0
Feb
0 900 0 0
Mar
150 1,275 0 0
5
Feb
2,475 0 0 0
Mar
275 1,750 0 0
6
Feb
0 500 0 0
15 Year 4.5
Jan
0 200 0 0
Other1
Total 3,275 6,025 0 0
1 10 year, 20 year, 40 year and other agency programs.