Agency Mortgage-Backed Securities Purchase Program

Purchases in agency MBS by investment managers acting as agents for the System Open Market Account (SOMA)

  • The purchase phase was completed on March 31, 2010.
  • This activity represents ongoing dollar roll activity to facilitate an orderly settlement.
  • Purchases executed during this period and prior periods, which have settled, will be reported on H.4.1: Factors Affecting Reserve Balances

Gross purchases (dollar rolls) from June 3 through June 9: $8,350 million
Net purchases from June 3 through June 9: $0 million


All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
GNMA2
30 YEAR
5 Jul 2,200 0 0 0
5.5 Jul 0 6,150 0 0
15 Year
0 0 0 0
Other1
Total 2,200 6,150 0 0
1 10 year, 20 year, 40 year and other agency programs.