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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 and coupon swaps.
  • Sales executed during this period and prior periods, which have settled, will be reported on H.4.1: Factors Affecting Reserve Balances
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Sales (dollar rolls) from June 24 through June 30: $0 million
Sales (coupon swaps) from June 24 through June 30: $2,500 million

All amounts reflect current face.

 
Sales ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 Year 5.5 Jul 0 2,500 0 0
             
15 Year     0 0 0 0
             
Other1            
             
Total     0 2,500 0 0
1 10 year, 20 year, 40 year and other agency programs.
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