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 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.