Skip to content
All library documents

Finding Federal Reserve MBS Holdings and Purchase History

Article Quant Q&A · Author: mon
Read the original

Summary

The document identifies Federal Reserve purchases of mortgage-backed securities as one component of quantitative easing and asks where to find the amounts bought or sold. The accepted response points to the Federal Reserve Bank of New York’s System Open Market Account holdings data for a view of current holdings. It also directs readers to the historical data export feature and the associated Market Data API for examining changes over time.

These holdings data can help researchers track the scale and evolution of the Fed’s MBS portfolio when studying asset purchases or balance-sheet policy. However, the response is a data-location pointer rather than an analytical method: it does not explain how to retrieve or aggregate observations, distinguish purchases from valuation changes, or interpret holdings as a standalone measure of policy tightening. Users should consult the source’s documentation and account for the specific series and time period they select.

Key ideas

  • The New York Fed’s SOMA holdings data provide information on current Federal Reserve MBS holdings.
  • Historical SOMA data can be accessed through the site’s export feature and Market Data API.
  • Changes in reported holdings can support analysis of the Federal Reserve’s MBS portfolio over time.
  • Holdings alone do not explain the causes of changes or establish a complete measure of policy tightening.

Tags

Fixed incomeUS marketsEvent-driven
Full text
# Where to get the total volume of MBS (Mortgage Backed Security) purchase by FRB


# Where to get the total volume of MBS (Mortgage Backed Security) purchase by FRB












It looks one of the QE by FRB is via MBS according to The Real Lender on Your Mortgage Could Be the Federal Reserve.

The sign of tightening QE can be measured by looking at the total volume of MBS purchased by FRB.

Where and how the amount of MBS that FRB has purchased or sold can be acquired?

## Answer by Sharad (score 3, accepted)

https://quant.stackexchange.com/a/66335

See the table at https://www.newyorkfed.org/markets/soma-holdings to get a picture of current holdings. If you want to get a sense for how the holdings have changed over time look at the SOMA Historical Data Export Builder section at the bottom of the web page. In particular, you can obtain this information by using the NY Fed's Market Data API.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.