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 31 through January 6: $14,500 million
Net purchases from December 31 through January 6: $12,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Jan
450 1,500 0 0
Feb
600 3,350 0 0
5
Feb
150 500 0 0
Mar
600 4,725 0 0
5.5
Feb
0 2,000 0 0
6
Feb
0 375 0 0
15 Year 4.5
Jan
0 250 0 0
Other1
Total 1,800 12,700 0 0
1 10 year, 20 year, 40 year and other agency programs.