Homepage Masthead
Liberty Street Economics Blog
E-mail alerts
RSS feeds
YouTube
FOLLOW US:

 
 
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
 
E-mail Alert E-mail alert
 

Gross purchases from July 2 through July 8: $23,250 million
Net purchases from July 2 through July 8: $17,050 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR 4
July
0 0 500
   
Aug
0 0 400
           
  4.5
July
0 0 800
   
Aug
2,950 2,300 800
           
  5
Aug
0 250 1,150
   
Sep
0 4,950 400
           
  5.5
July
0 6,200 0
   
Aug
0 500 0
           
15 Year1 4 July 200 400 0
    Aug 0 850 0
           
  4.5 Aug 0 200 0
           
Other2 4 July 0 200 0
           
  4.5 July 0 200 0
           
Total     3,150 16,050 4,050
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
Purchases archive »
Sales archive »