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 January 7 through January 13: $28,900 million
Net purchases from January 7 through January 13: $14,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Jan
100 0 0 0
Feb
200 400 200 0
4.5
Jan
825 1,000 0 0
Feb
875 675 0 0
Mar
3,125 625 0 0
Apr
1,400 325 0 0
5
Jan
0 0 650 0
Feb
0 7,000 0 0
Mar
3,150 450 0 0
5.5
Feb
900 7,000 0 0
15 Year 0 0 0 0
Other1
Total 10,575 17,475 850 0
1 10 year, 20 year, 40 year and other agency programs.