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Release Date: December 24, 2015
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FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks December 24, 2015
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Dec 23, 2015
Federal Reserve Banks Dec 23, 2015 Dec 16, 2015 Dec 24, 2014
Reserve Bank credit 4,460,788 + 6,308 - 10,780 4,458,298
Securities held outright (1) 4,254,758 + 4,558 + 4,806 4,252,267
U.S. Treasury securities 2,461,570 - 12 + 118 2,461,566
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 - 73 2,346,639
Notes and bonds, inflation-indexed (2) 98,534 0 + 65 98,534
Inflation compensation (3) 16,397 - 12 + 126 16,393
Federal agency debt securities (2) 32,944 0 - 5,733 32,944
Mortgage-backed securities (4) 1,760,243 + 4,569 + 10,421 1,757,757
Unamortized premiums on securities held outright (5) 190,471 - 162 - 17,290 190,224
Unamortized discounts on securities held outright (5) -16,621 + 34 + 1,820 -16,609
Repurchase agreements (6) 0 0 0 0
Loans 99 + 28 - 13 73
Primary credit 31 + 25 - 1 2
Secondary credit 0 0 0 0
Seasonal credit 68 + 3 - 12 71
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (7) 1,716 + 1 + 38 1,715
Float -64 - 21 + 409 -288
Central bank liquidity swaps (8) 926 + 788 + 896 926
Other Federal Reserve assets (9) 29,504 + 1,083 - 1,446 29,990
Foreign currency denominated assets (10) 19,584 - 118 - 1,547 19,609
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (11) 47,553 + 14 + 1,258 47,553
Total factors supplying reserve funds 4,544,166 + 6,205 - 11,068 4,541,701
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Dec 23, 2015
Federal Reserve Banks Dec 23, 2015 Dec 16, 2015 Dec 24, 2014
Currency in circulation (11) 1,416,675 + 4,054 + 83,818 1,421,758
Reverse repurchase agreements (12) 358,904 + 63,802 + 78,457 389,586
Foreign official and international accounts 207,598 + 3,704 + 109,324 211,254
Others 151,307 + 60,099 - 30,866 178,332
Treasury cash holdings 251 + 5 + 60 254
Deposits with F.R. Banks, other than reserve balances 292,703 + 66,150 + 97,158 293,235
Term deposits held by depository institutions 0 0 0 0
U.S. Treasury, General Account 267,608 + 71,265 + 92,515 266,131
Foreign official 5,231 - 90 + 18 5,230
Other (13) 19,863 - 5,026 + 4,624 21,874
Other liabilities and capital (14) 67,060 - 817 + 2,667 65,789
Total factors, other than reserve balances,
absorbing reserve funds 2,135,593 + 133,194 + 262,159 2,170,623
Reserve balances with Federal Reserve Banks 2,408,573 - 126,989 - 273,228 2,371,078
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of
inflation-indexed securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements.
7. Refer to table 4 and the note on consolidation accompanying table 6.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
9. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for
depreciation.
10. Revalued daily at current foreign currency exchange rates.
11. Estimated.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,
government-sponsored enterprises, and designated financial market utilities.
14. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.
Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
1A. Memorandum Items
Millions of dollars
Memorandum item Averages of daily figures Wednesday
Week ended Change from week ended Dec 23, 2015
Dec 23, 2015 Dec 16, 2015 Dec 24, 2014
Securities held in custody for foreign official and
international accounts 3,309,666 - 579 + 1,535 3,320,574
Marketable U.S. Treasury securities (1) 2,992,259 + 775 + 19,327 3,004,947
Federal agency debt and mortgage-backed securities (2) 270,824 - 1,589 - 22,564 268,953
Other securities (3) 46,584 + 236 + 4,773 46,674
Securities lent to dealers 14,929 + 851 + 2,553 15,301
Overnight facility (4) 14,929 + 851 + 2,553 15,301
U.S. Treasury securities 14,807 + 866 + 3,089 15,180
Federal agency debt securities 123 - 14 - 535 121
Note: Components may not sum to totals because of rounding.
1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.
Does not include securities pledged as collateral to foreign official and international account holders
against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.
2. Face value of federal agency securities and current face value of mortgage-backed securities, which
is the remaining principal balance of the securities.
3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed
securities, and commercial paper at face value.
4. Face value. Fully collateralized by U.S. Treasury securities.
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, December 23, 2015
Millions of dollars
Remaining Maturity Within 15 16 days to 91 days to Over 1 year Over 5 year Over 10 All
days 90 days 1 year to 5 years to 10 years years
Loans 73 0 0 0 0 ... 73
U.S. Treasury securities (1)
Holdings 0 38,619 165,795 1,124,293 494,988 637,871 2,461,566
Weekly changes 0 0 0 - 2 - 2 - 7 - 12
Federal agency debt securities (2)
Holdings 0 3,687 13,077 13,833 0 2,347 32,944
Weekly changes 0 0 + 1,269 - 1,269 0 0 0
Mortgage-backed securities (3)
Holdings 0 0 0 481 9,186 1,748,091 1,757,757
Weekly changes 0 0 0 0 - 1 + 4,602 + 4,600
Repurchase agreements (4) 0 0 ... ... ... ... 0
Central bank liquidity swaps (5) 926 0 0 0 0 0 926
Reverse repurchase agreements (4) 389,586 0 ... ... ... ... 389,586
Term deposits 0 0 0 ... ... ... 0
Note: Components may not sum to totals because of rounding.
...Not applicable.
1. Face value. For inflation-indexed securities, includes the original face value and compensation
that adjusts for the effect of inflation on the original face value of such securities.
2. Face value.
3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
4. Cash value of agreements.
5. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name Wednesday
Dec 23, 2015
Mortgage-backed securities held outright (1) 1,757,757
Commitments to buy mortgage-backed securities (2) 21,455
Commitments to sell mortgage-backed securities (2) 0
Cash and cash equivalents (3) 42
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
2. Current face value. Generally settle within 180 days and include commitments associated with
outright transactions, dollar rolls, and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5
and table 6.
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name Wednesday
Dec 23, 2015
Net portfolio holdings of Maiden Lane LLC (1) 1,715
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0
Accrued interest payable to the Federal Reserve Bank of New York (2) 0
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an
asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
quarterly. This table reflects valuations as of September 30, 2015. Any assets purchased after this
valuation date are initially recorded at cost until their estimated fair value as of the purchase date
becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's
statement of condition consistent with consolidation under generally accepted accounting principles. Refer
to the note on consolidation accompanying table 6.
3. Book value. The fair value of these obligations is included in other liabilities and capital in
table 1 and in other liabilities and accrued dividends in table 5 and table 6.
Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.
5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Dec 23, 2015 Wednesday Wednesday
consolidation Dec 16, 2015 Dec 24, 2014
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,897 - 3 + 26
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 4,425,955 + 4,426 - 10,679
Securities held outright (1) 4,252,267 + 4,589 + 4,793
U.S. Treasury securities 2,461,566 - 12 + 146
Bills (2) 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 - 73
Notes and bonds, inflation-indexed (2) 98,534 0 + 65
Inflation compensation (3) 16,393 - 12 + 154
Federal agency debt securities (2) 32,944 0 - 5,733
Mortgage-backed securities (4) 1,757,757 + 4,600 + 10,380
Unamortized premiums on securities held outright
(5) 190,224 - 194 - 17,242
Unamortized discounts on securities held outright
(5) -16,609 + 32 + 1,816
Repurchase agreements (6) 0 0 0
Loans 73 - 1 - 46
Net portfolio holdings of Maiden Lane LLC (7) 1,715 - 1 + 37
Items in process of collection (0) 193 - 106 + 67
Bank premises 2,234 + 2 - 31
Central bank liquidity swaps (8) 926 + 788 + 896
Foreign currency denominated assets (9) 19,609 - 8 - 1,432
Other assets (10) 27,757 + 1,832 - 1,823
Total assets (0) 4,496,523 + 6,930 - 12,939
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Dec 23, 2015 Wednesday Wednesday
consolidation Dec 16, 2015 Dec 24, 2014
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,376,353 + 7,368 + 82,106
Reverse repurchase agreements (11) 389,586 + 82,868 + 90,753
Deposits (0) 2,664,314 - 83,177 - 188,133
Term deposits held by depository institutions 0 0 0
Other deposits held by depository institutions 2,371,079 - 88,974 - 238,556
U.S. Treasury, General Account 266,131 - 56 + 88,220
Foreign official 5,230 - 1 + 21
Other (12) (0) 21,874 + 5,854 - 37,818
Deferred availability cash items (0) 482 + 149 - 176
Other liabilities and accrued dividends (13) 7,069 - 277 + 927
Total liabilities (0) 4,437,804 + 6,930 - 14,523
Capital accounts
Capital paid in 29,360 + 1 + 792
Surplus 29,360 + 1 + 792
Other capital accounts 0 0 0
Total capital 58,720 + 1 + 1,585
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of
inflation-indexed securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation accompanying table 6.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
9. Revalued daily at current foreign currency exchange rates.
10. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable.
11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
12. Includes deposits held at the Reserve Banks by international and multilateral organizations,
government-sponsored enterprises, and designated financial market utilities.
13. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.
6. Statement of Condition of Each Federal Reserve Bank, December 23, 2015
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
City Francisco
Assets
Gold certificate account 11,037 347 3,709 340 505 783 1,600 734 299 171 288 891 1,370
Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574
Coin 1,897 46 71 131 136 301 188 281 31 48 150 196 317
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 4,425,955 112,194 2,656,910 110,079 106,409 240,387 249,231 164,445 46,164 26,969 57,502 142,572 513,095
Securities held outright (1) 4,252,267 107,793 2,552,687 105,761 102,235 230,956 239,454 157,991 44,345 25,861 55,239 136,979 492,967
U.S. Treasury securities 2,461,566 62,399 1,477,708 61,223 59,182 133,696 138,616 91,458 25,670 14,970 31,977 79,295 285,371
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,461,566 62,399 1,477,708 61,223 59,182 133,696 138,616 91,458 25,670 14,970 31,977 79,295 285,371
Federal agency debt securities (2) 32,944 835 19,777 819 792 1,789 1,855 1,224 344 200 428 1,061 3,819
Mortgage-backed securities (4) 1,757,757 44,558 1,055,203 43,718 42,261 95,470 98,983 65,309 18,331 10,690 22,834 56,623 203,778
Unamortized premiums on securities held
outright (5) 190,224 4,822 114,194 4,731 4,573 10,332 10,712 7,068 1,984 1,157 2,471 6,128 22,053
Unamortized discounts on securities
held outright (5) -16,609 -421 -9,971 -413 -399 -902 -935 -617 -173 -101 -216 -535 -1,925
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 73 0 0 0 0 1 0 3 9 52 7 0 0
Net portfolio holdings of Maiden
Lane LLC (7) 1,715 0 1,715 0 0 0 0 0 0 0 0 0 0
Items in process of collection 193 0 0 0 0 0 191 0 0 2 0 0 0
Bank premises 2,234 126 438 75 106 213 207 204 118 92 239 220 197
Central bank liquidity swaps (8) 926 42 298 52 72 213 53 25 9 4 10 13 136
Foreign currency denominated
assets (9) 19,609 889 6,322 1,096 1,528 4,499 1,116 527 183 82 206 282 2,879
Other assets (10) 27,757 739 16,113 697 674 1,688 1,570 1,049 351 194 402 1,052 3,227
Interdistrict settlement account 0 - 9,590 - 149,174 + 5,922 + 26,422 + 18,310 + 5,758 + 22,200 + 11,887 + 6,717 + 3,799 + 17,852 + 39,896
Total assets 4,496,523 104,988 2,538,221 118,602 136,090 266,805 260,567 189,889 59,192 34,369 62,749 163,361 561,690
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
6. Statement of Condition of Each Federal Reserve Bank, December 23, 2015 (continued)
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
City Francisco
Liabilities
Federal Reserve notes outstanding 1,552,032 49,614 499,259 49,491 83,012 106,966 219,150 103,315 51,794 26,886 40,843 125,825 195,876
Less: Notes held by F.R. Banks 175,679 5,110 66,152 5,673 8,492 11,504 21,116 9,765 4,452 2,519 4,456 13,227 23,214
Federal Reserve notes, net 1,376,353 44,504 433,108 43,818 74,520 95,462 198,034 93,550 47,342 24,367 36,388 112,598 172,662
Reverse repurchase agreements (11) 389,586 9,876 233,873 9,690 9,367 21,160 21,938 14,475 4,063 2,369 5,061 12,550 45,165
Deposits 2,664,314 47,781 1,848,568 61,579 47,421 136,216 36,677 79,946 7,043 6,944 20,542 37,094 334,503
Term deposits held by depository
institutions 0 0 0 0 0 0 0 0 0 0 0 0 0
Other deposits held by depository
institutions 2,371,079 47,777 1,562,880 61,577 47,418 136,060 36,668 72,597 7,034 6,944 20,540 37,091 334,492
U.S. Treasury, General Account 266,131 0 266,131 0 0 0 0 0 0 0 0 0 0
Foreign official 5,230 2 5,203 2 3 9 2 1 0 0 0 1 6
Other (12) 21,874 2 14,354 0 0 147 7 7,348 8 0 1 2 5
Deferred availability cash items 482 0 0 0 0 0 188 0 0 294 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (13) 1,781 42 1,099 41 41 87 106 62 5 8 23 60 205
Other liabilities and accrued
dividends 5,288 177 2,285 227 245 717 347 274 133 134 125 186 438
Total liabilities 4,437,804 102,380 2,518,933 115,355 131,594 253,642 257,290 188,307 58,586 34,117 62,139 162,488 552,973
Capital
Capital paid in 29,360 1,304 9,644 1,624 2,248 6,582 1,639 791 303 126 305 436 4,359
Surplus 29,360 1,304 9,644 1,624 2,248 6,582 1,639 791 303 126 305 436 4,359
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0
Total liabilities and capital 4,496,523 104,988 2,538,221 118,602 136,090 266,805 260,567 189,889 59,192 34,369 62,749 163,361 561,690
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
6. Statement of Condition of Each Federal Reserve Bank, December 23, 2015 (continued)
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation below.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
the market exchange rate used when the foreign currency was acquired from the foreign central bank.
9. Revalued daily at current foreign currency exchange rates.
10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.
11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.
13. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to
capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the
Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount
necessary to equate surplus with capital paid-in.
Note on consolidation:
On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended a loan to Maiden Lane LLC (ML) under the authority of section 13(3) of the Federal Reserve Act. ML was formed to
acquire certain assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was repaid in full, with interest. On November 15, 2012, the
remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. FRBNY was the primary beneficiary of ML because it received any residual
returns and could have absorbed any residual losses should they have occurred. Consistent with generally accepted accounting principles, the assets and liabilities of ML were consolidated with the
assets and liabilities of FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extension of credit from FRBNY to ML was
eliminated, the net assets of ML appeared as assets on the previous page (and in table 1 and table 5), and the liabilities of ML to entities other than FRBNY, including those with recourse only
to the ML portfolio holdings, were included in other liabilities in this table (and table 1 and table 5).
7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral Wednesday
Dec 23, 2015
Federal Reserve notes outstanding 1,552,032
Less: Notes held by F.R. Banks not subject to collateralization 175,679
Federal Reserve notes to be collateralized 1,376,353
Collateral held against Federal Reserve notes 1,376,353
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,360,116
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,252,267
Less: Face value of securities under reverse repurchase agreements 367,501
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,884,766
Note: Components may not sum to totals because of rounding.
1. Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright,
compensation to adjust for the effect of inflation on the original face value of inflation-indexed
securities, and cash value of repurchase agreements.
2. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
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Current release Other formats:
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