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 April 2 through April 8: $44,280 million
All amounts reflect current face.

Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 Apr 800 0 0
May 0 2,250 0
4.5 May 0 5,500 0
5 May 8,300 4,700 0
5.5 May 4,275 11,150 0
6 Apr 450 0 0
May 0 6,200 0
6.5 Apr 0 405 0
15 Year1 4.5 May 0 250 0
Other2
Total 13,825 30,455 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.