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 September 24 through September 30: $29,100 million
Net purchases from September 24 through September 30: $20,000 million

All amounts reflect current face.
Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
 4.5
Oct
 0 3,475 300 0
5
Oct
 0 4,500 300 0
Nov
 10,150 0 1,150 0
Dec
 500 0 0 0
5.5
Nov
 1,050 5,350 0 0
Dec
 0 1,050 0 0
15 Year1 4
Oct
 125 300 0 0
4.5
Oct
 300 550 0 0
Other2
Total 12,125 15,225 1,750 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
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