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 12 through March 18: $8,520 million
All amounts reflect current face.

Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 5.5 Apr 0 0 225
May 0 2,900 0
6 Apr 0 0 1,125
May 0 3,000 0
15 Year1 4 Mar 695 0 0
4.5 Apr 0 435 0
5 Apr 0 140 0
Other2
Total 695 6,475 1,350
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.