Agency Mortgage-Backed Securities Purchase Program

Purchases in agency MBS by investment managers acting as agents for the System Open Market Account (SOMA).

  • Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.
  • Purchases executed during this period and prior periods, which have settled, will be reported on H.4.1: Factors Affecting Reserve Balances

Gross purchases from July 23 through July 29: $20,168 million
Net purchases from July 23 through July 29: $20,150 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR
4
Aug
100
4.5
Aug
1,100 1,200 18
Sep
500 600 200
Oct
2,400
5
Aug
550 950
Sep
1,000 2,100
Oct
2,200 3,500
5.5
Aug
2,800
Sep
700
Oct
150
15 Year1 4 Aug 100
Other2
Total 5,350 14,500 318
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
By continuing to use our site, you agree to our Terms of Use and Privacy Statement. You can learn more about how we use cookies by reviewing our Privacy Statement.   Close