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 November 5 through November 11: $45,287 million
Net purchases from November 5 through November 11: $13,500 million

All amounts reflect current face.
Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
 4
Dec
 0 400 0 0
4.5
Dec
 1,250 1,950 800 0
5
Dec
 0 24,175 0 0
Jan
 1,675 750 0 0
Feb
 0 750 0 0
5.5
Dec
 1,612 5,390 0 0
Jan
 0 2,700 0 0
Feb
 0 625 0 0
6
Dec
 170 500 0 0
Jan
 0 300 0 0
6.5
Dec
 170 200 0 0
15 Year1 4.5
Dec
 0 1,800 0 0
5
Dec
 70 0 0 0
Other2
Total 4,947 39,540 800 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
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