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 28 through February 3: $17,625 million
Net purchases from January 28 through February 3: $12,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Feb
450 0 0 0
4.5
Feb
1,050 0 0 0
Mar
1,475 900 0 0
Apr
2,675 1,350 0 0
5
Feb
0 0 0 1,175
Mar
0 1,000 750 750
5.5
Mar
0 4,625 0 0
6
Mar
0 450 0 0
Apr
0 225 0 0
15 Year 4
Feb
0 300 0 0
4.5
Feb
0 450 0 0
Other1
Total 5,650 9,300 750 1,925
1 10 year, 20 year, 40 year and other agency programs.