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 30 through May 6: $48,525 million
All amounts reflect current face.

Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 3.5 June 0 350 0
4.5 Apr 240 0 0
5 June 0 16,110 0
5.5 June 3,900 22,630 0
6 June 0 4,840 0
6.5 May 0 455 0
15 Year1
Other2
Total 4,140 44,385 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.