Agency Mortgage-Backed Securities Purchase Program

Sales in agency MBS by investment managers acting as agents for the System Open Market Account (SOMA).

  • Sales summarize all trades executed during the indicated period including sales associated with dollar rolls.
  • Sales executed during this period and prior periods, which have settled, will be reported on H.4.1: Factors Affecting Reserve Balances

Sales from March 5 through March 11: $34,274 million
All amounts reflect current face.

Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Mar 849 0 0
Apr 250 5,250 0
4.5 Apr 0 4,000 0
5 Apr 7,000 0 0
5.5 Apr 0 10,700 0
6 Apr 925 3,800 1,500
15 Year1
Other2
Total 9,024 23,750 1,500
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.