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 October 1 through October 7: $51,840 million
Net purchases from October 1 through October 7: $20,000 million

All amounts reflect current face.
Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
 4
Oct
 0 300 0 0
4.5
Oct
 0 2,250 1,125 600
Nov
 0 625 0 0
5
Nov
 0 25,700 2,225 0
Dec
 4,600 0 0 0
5.5
Nov
 2,050 5,500 0 0
Dec
 1,300 3,250 0 0
6
Nov
 170 100 0 0
6.5
Nov
 170 200 0 0
15 Year1 4
Oct
 0 300 0 0
Nov
 0 825 0 0
4.5
Nov
 0 550 0 0
Other2
Total 8,290 39,600 3,350 600
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
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