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 March 4 through March 10: $29,425 million
Net purchases from March 4 through March 10: $10,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Apr
400 202 0 0
4.5
Mar
0 500 0 0
Apr
2,100 2,100 0 0
May
400 1,200 0 0
5
Apr
100 8,150 0 0
May
1,300 0 0 0
5.5
Apr
0 11,273 0 0
15 Year 4
Apr
0 1,500 0 0
4.5
Apr
100 100 0 0
Other1
Total 4,400 25,025 0 0
1 10 year, 20 year, 40 year and other agency programs.