Homepage Masthead
Liberty Street Economics Blog
E-mail alerts
RSS feeds
YouTube
FOLLOW US:

 
 
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
 
E-mail Alert E-mail alert
 

Gross purchases from July 23 through July 29: $20,168 million
Net purchases from July 23 through July 29: $20,150 million

All amounts reflect current face.

Purchases ($ million)
Maturity
Coupon
Settlement Month
FHLMC
FNMA
GNMA
30 YEAR
4
Aug
    100
           
  4.5
Aug
1,100 1,200 18
   
Sep
500 600 200
   
Oct
  2,400  
           
  5
Aug
550 950  
   
Sep
1,000 2,100  
   
Oct
2,200 3,500  
           
  5.5
Aug
  2,800  
   
Sep
  700  
   
Oct
  150  
           
15 Year1 4 Aug   100  
           
Other2          
           
Total     5,350 14,500 318
1 Inclusive of 10 year product.
2 20 year, 40 year and other agency programs.
Purchases archive »
Sales archive »