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Agency MBS Tentative Purchase Amounts and Historical Operational Results
 

The Desk’s tentative agency MBS purchase amounts associated with the reinvestment of principal payments from agency debt and agency MBS in agency MBS are shown in the table below. The numbers listed are subject to change, should the Federal Open Market Committee (FOMC) choose to alter its guidance to the Open Market Trading Desk (the Desk) at the New York Fed during the monthly period or if market conditions warrant. The amounts listed are approximately equal to the amount of principal payments from agency debt and agency MBS expected to be received over the monthly period, adjusted for any variations from prior periods, as described more fully in the FAQs.

In addition, in order to ensure the transparency of its agency MBS transactions, the Desk will publish historical operational results, including information on the transaction prices in individual operations, at the end of each monthly period.


Date

Tentative Purchase Amounts*

Operational Results

May 11 - Jun 12, 2012

The Desk plans to purchase approximately $25 billion in its operations over the noted monthly period.

The next release of tentative agency MBS purchase amounts will be at 2 p.m. on June 12, 2012.

Operational results for this period will be released at 2 p.m. on June 13, 2012

Apr 12 - May 10, 2012

The Desk plans to purchase approximately $29 billion in its operations over the noted monthly period.

Results EXCEL

Mar 13 - Apr 11, 2012

The Desk plans to purchase approximately $29 billion in its operations over the noted monthly period.

Results EXCEL

Feb 13 - Mar 12, 2012

The Desk plans to purchase approximately $24 billion in its operations over the noted monthly period.

Results EXCEL

Jan 13 - Feb 10, 2012

The Desk plans to purchase approximately $25 billion in its operations over the noted monthly period.

Results EXCEL

Dec 13, 2011 -
Jan 12, 2012

The Desk plans to purchase approximately $30 billion in its operations over the noted monthly period.

Results EXCEL

Nov 14 - Dec 12, 2011

The Desk plans to purchase approximately $28 billion in its operations over the noted monthly period.

Results EXCEL

Oct 14 - Nov 10, 2011

The Desk plans to purchase approximately $22 billion in its operations over the noted monthly period.

Results EXCEL

Oct 3 - Oct 13, 2011

An approximate purchase amount of $10 billion was announced in the Desk’s FAQs published on September 26, 2011. This amount represented an approximation of the remainder of principal payments from agency debt and agency MBS to be reinvested in agency MBS over this time, based on the reinvestment schedule released in mid-September.

Results EXCEL

*Note: The New York Fed publishes a summary of the most recent SOMA agency MBS transaction activity on its website on a weekly basis.