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 February 4 through February 10: $24,400 million
Net purchases from February 4 through February 10: $11,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Feb
300 0 0 0
Mar
200 0 0 0
4.5
Feb
850 1,200 0 0
Mar
0 1,950 0 0
Apr
2,075 0 0 0
May
450 375 0 0
5
Mar
0 5,150 1,500 1,050
5.5
Mar
850 7,400 0 0
6
Apr
0 150 0 0
15 Year 4
Feb
0 125 0 0
Mar
0 250 0 0
4.5
Feb
125 275 0 0
Mar
0 125 0 0
Other1
Total 4,850 17,000 1,500 1,050
1 10 year, 20 year, 40 year and other agency programs.