Agency Mortgage-Backed Securities Purchase Program - Federal Reserve Bank of New York

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

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Gross purchases from November 12 through November 18: $17,225 million
Net purchases from November 12 through November 18: $16,000 million

All amounts reflect current face.


Purchases	Sales

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	4	Dec	200	300	0	0

	4.5	Dec	2,550	0	3,750	600

	5	Dec	0	0	2,000	0
		Jan	300	0	0	0
		Feb	2,850	450	0	0

	5.5	Dec	0	0	425	0
		Jan	0	450	0	0
		Feb	0	1,500	0	0

	6	Jan	0	475	0	0

15 Year¹	4	Dec	0	800	0	0

	4.5	Dec	0	575	0	0

Other²

Total			5,900	4,550	6,175	600

¹ Inclusive of 10 year product.
² 20 year, 40 year and other agency programs.

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