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 May 14 through May 20: $25,520 million
Net purchases from May 14 through May 20: $24,675 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 Year 4 July 0 1,550 0
Aug 2,000 1,750 250
4.5 June 1,095 1,500 1,100
July 2,200 3,150 500
Aug 2,250 1,000 2,250
5 June 0 0 250
July 0 1,000 0
Aug 0 1,000 0
5.5 June 0 500 0
6 May 0 0 225
15 Year1 4 June 200 0 0
July 0 1,150 0
Aug 0 500 0
4.5 June 100 0 0
Other2
Total 7,845 13,100 4,575
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