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

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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 March 11 through March 17: $10,601 million
Net purchases from March 11 through March 17: $10,000 million

All amounts reflect current face.


Purchases	Sales

Purchases ($ million)

Maturity	Coupon	Settlement Month	FHLMC	FNMA	GNMA	GNMA2
30 YEAR	4	Apr	200	100	0	0

	4.5	Apr	100	300	0	0
		May	1,500	1,100	0	0
		June	800	2,200	0	0

	5	Apr	700	601	0	400
		May	500	0	0	0
		Jun	900	0	0	0

	5.5	Jun	0	100	0	0

15 Year	4	May	0	900	0	0

	4.5	Apr	100	100	0	0
Other¹

Total			4,800	5,401	0	400

¹ 10 year, 20 year, 40 year and other agency programs.

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