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 October 1 through October 7: $31,840 million
All amounts reflect current face.

Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year 5
Oct
0 25,700 0 0
5.5
Oct
0 5,500 0 0
6
Oct
170 100 0 0
6.5
Oct
170 200 0 0
15 Year1
Other2
Total 340 31,500 0 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.