Agency Mortgage-Backed Securities Purchase Program - Federal Reserve Bank of New York

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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 October 15 through October 21: $18,750 million
Net purchases from October 15 through October 21: $18,100 million

All amounts reflect current face.

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	4	Nov	0	200	0	0

	4.5	Nov	0	1,800	900	0

	5	Nov	0	0	2,075	0
		Dec	750	0	0	0
		Jan	3,250	0	0	0

	5.5	Dec	1,950	0	0	0
		Jan	750	4,325	0	0

	6	Dec	0	1,800	0	0

15 Year¹	4	Nov	100	750	0	0

	4.5	Nov	0	100	0	0

Other²

Total			6,800	8,975	2,975	0

¹ Inclusive of 10 year product.
² 20 year, 40 year and other agency programs.

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