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 August 27 through September 2: $25,650 million
Net purchases from August 27 through September 2: $25,650 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Sep
0 1,000 0 0
Oct
0 500 0 0
5
Sep
900 300 0 0
Oct
7,425 7,750 0 0
5.5
Sep
0 525 0 0
Oct
0 7,250 0 0
15 Year1
Other2
Total 8,325 17,325 0 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
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