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 18 through February 24: $17,300 million
Net purchases from February 18 through February 24: $11,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Mar
0 0 0 300
May
3,700 3,800 0 0
5
Mar
0 1,800 0 0
Apr
1,350 0 0 1,050
5.5
Mar
0 4,500 0 0
15 Year 4.5
Mar
300 500 0 0
Other1
Total 5,350 10,600 0 1,350
1 10 year, 20 year, 40 year and other agency programs.