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 25 through March 3: $10,000 million
Net purchases from February 25 through March 3: $10,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Mar
100 0 0 0
4.5
Mar
0 1,600 0 0
Apr
700 1,000 0 0
May
600 2,700 0 0
5
Mar
0 0 0 100
May
2,200 0 0 0
15 Year 4
Mar
0 1,000 0 0
Other1
Total 3,600 6,300 0 100
1 10 year, 20 year, 40 year and other agency programs.