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 August 6 through August 12: $6,669 million
All amounts reflect current face.

Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4.5
Aug
1,925 0 0
5
Aug
0 3,094 400
5.5
Aug
400 0 0
6.5
Aug
0 200 0
15 Year1 4.5
Aug
0 550 0
Other2 4.5
Aug
0 100 0
Total 2,325 3,944 400
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.