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 18 through March 24: $8,260 million
Net purchases from March 18 through March 24: $8,000 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
4.5
Jun
1,900 3,100 0 0
5
Apr
0 0 260 300
Jun
1,700 0 0 0
15 Year 4
May
0 700 0 0
Jun
0 200 0 0
4.5
May
0 100 0 0
Other1
Total 3,600 4,100 260 300
1 10 year, 20 year, 40 year and other agency programs.