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 February 11 through February 17: $11,300 million
Net purchases from February 11 through February 17: $11,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Mar
0 0 0 450
May
2,850 3,550 0 0
5
Mar
0 0 300 2,100
Apr
1,500 0 0 0
15 Year 4
Mar
0 425 0 0
4.5
Mar
125 0 0 0
Other1
Total 4,475 3,975 300 2,550
1 10 year, 20 year, 40 year and other agency programs.