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 11 through March 17: $10,601 million
Net purchases from March 11 through March 17: $10,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4
Apr
200 100 0 0
4.5
Apr
100 300 0 0
May
1,500 1,100 0 0
June
800 2,300 0 0
5
Apr
700 601 0 400
May
500 0 0 0
Jun
900 0 0 0
15 Year 4
May
0 900 0 0
4.5
Apr
100 100 0 0
Other1
Total 4,800 5,401 0 400
1 10 year, 20 year, 40 year and other agency programs.