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 January 14 through January 20: $16,359 million
Net purchases from January 14 through January 20: $12,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Feb
100 200 0 0
             
  4.5
Mar
450 1,825 0 0
   
Apr
300 5,550 0 0
             
  5
Feb
0 14 2,250 0
   
Mar
450 2,000 0 0
             
  5.5
Feb
0 2,345 0 0
             
  6
Mar
0 150 0 0
   
Apr
0 125 0 0
             
15 Year 4
Feb
0 300 0 0
             
  4.5
Feb
0 300 0 0
             
Other1            
             
Total     1,300 12,809 2,250 0
1 10 year, 20 year, 40 year and other agency programs.
Purchases archive »
Sales archive »