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Home > Markets > Open Market Operations
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
 
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Gross purchases from September 10 through September 16: $31,220 million
Net purchases from September 10 through September 16: $25,450 million
All amounts reflect current face.
Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
 4.5
Oct
 0 2,750 2,000 0
             
  5
Oct
 200 5,350 1,450 0
   
Nov
 5,200 1,850 0 0
             
  5.5
Oct
 0 350 350 0
   
Nov
 0 9,200 0 0
             
15 Year1 4
Oct
 250 900 0 0
             
  4.5
Oct
 650 650 0 0
             
  5
Oct
 70 0 0 0
             
Other2            
             
Total     6,370 21,050 3,800 0
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
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