Annual Report 2013

Statistical Table 2

Table 2. Federal Reserve Bank holdings of U.S. Treasury and federal agency securities, December 31, 2011-13
Millions of dollars
Description December 31 Change
2013 2012 2011 2012 to 2013 2011 to 2012
U.S. Treasury securities
Held outright 1 2,208,775 1,666,145 1,663,446 542,630 2,699
By remaining maturity
Bills
1-90 days 0 0 18,423 0 -18,423
91 days to 1 year 0 0 0 0 0
Notes and bonds
1 year or less 474 21 114,829 453 -114,808
More than 1 year through 5 years 763,329 378,476 649,698 384,853 -271,222
More than 5 years through 10 years 864,700 862,410 649,913 2,290 212,497
More than 10 years 580,272 425,238 230,583 155,034 194,655
By type
Bills 0 0 18,423 0 -18,423
Notes 1,467,427 1,110,398 1,286,344 357,029 -175,946
Bonds 741,348 555,747 358,679 185,601 197,068
Federal agency securities
Held outright1 57,221 76,783 103,994 -19,562 -27,211
By remaining maturity
Discount notes
1-90 days 0 0 0 0 0
91 days to 1 year 0 0 0 0 0
Coupons
1 year or less 18,544 19,562 27,211 -1,018 -7,649
More than 1 year through 5 years 36,268 52,830 60,603 -16,562 -7,773
More than 5 years though 10 years 62 2,044 13,833 -1,982 -11,789
More than 10 years 2,347 2,347 2,347 0 0
By type
Discount notes 0 0 0 0 0
Coupons 57,221 76,783 103,994 -19,562 -27,211
By issuer
Federal Home Loan Mortgage Corporation 24,986 32,261 45,126 -7,275 -12,865
Federal National Mortgage Association 25,555 31,906 39,707 -6,351 -7,801
Federal Home Loan Banks 6,680 12,616 19,161 -5,936 -6,545
Mortgage-backed securities 2
Held outright1 1,490,162 926,662 837,683 563,500 88,979
By remaining maturity
1 year or less 0 2 0 -2 2
More than 1 year through 5 years 5 1 13 4 -12
More than 5 years though 10 years 2,549 2,365 34 184 2,331
More than 10 years 1,487,608 924,294 837,636 563,314 86,658
By issuer
Federal Home Loan Mortgage Corporation 426,311 292,155 289,537 134,156 2,618
Federal National Mortgage Association 774,689 503,696 460,910 270,993 42,786
Government National Mortgage Association 289,162 130,811 87,237 158,351 43,574
Temporary transactions
Repurchase agreements 3 0 0 0 0 0
Reverse repurchase agreements3 315,924 107,188 99,900 208,736 7,288
Foreign official and international accounts 118,169 107,188 99,900 10,981 7,288
Dealers 197,755 0 0 197,755 0

Note: Components may not sum to totals because of rounding.

1. Excludes the effect of temporary transactions--repurchase agreements and reverse repurchase agreements. Return to table

2. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Return to table

3. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Return to table

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Last update: July 2, 2014