Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Oct 19, 2011 | ||
---|---|---|---|---|
Week ended Oct 19, 2011 |
Change from week ended | |||
Oct 12, 2011 | Oct 20, 2010 | |||
Reserve Bank credit | 2,837,822 | - 2,063 | + 554,105 | 2,835,246 |
Securities held outright 1 | 2,641,082 | - 4,715 | + 596,340 | 2,640,000 |
U.S. Treasury securities | 1,665,962 | - 683 | + 840,998 | 1,670,256 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,569,071 | - 252 | + 810,371 | 1,574,540 |
Notes and bonds, inflation-indexed 2 | 68,574 | - 392 | + 26,256 | 67,596 |
Inflation compensation 3 | 9,895 | - 39 | + 4,372 | 9,698 |
Federal agency debt securities 2 | 108,011 | - 257 | - 43,893 | 107,668 |
Mortgage-backed securities 4 | 867,108 | - 3,775 | - 200,766 | 862,075 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Loans | 11,260 | - 114 | - 37,322 | 11,255 |
Primary credit | 3 | - 35 | - 29 | 2 |
Secondary credit | 0 | - 1 | 0 | 0 |
Seasonal credit | 42 | - 19 | - 3 | 40 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 19,607 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 11,215 | - 58 | - 17,684 | 11,212 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 8 | 14,490 | - 997 | - 13,463 | 13,120 |
Net portfolio holdings of Maiden Lane II LLC 9 | 9,856 | + 3 | - 5,821 | 9,858 |
Net portfolio holdings of Maiden Lane III LLC 10 | 21,088 | - 155 | - 1,747 | 20,817 |
Net portfolio holdings of TALF LLC 11 | 785 | 0 | + 184 | 785 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 26,057 | 0 |
Float | -1,093 | + 72 | + 612 | -1,134 |
Central bank liquidity swaps 12 | 1,853 | + 1,353 | + 1,293 | 1,853 |
Other Federal Reserve assets 13 | 138,503 | + 2,490 | + 40,089 | 138,692 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 14 | 44,149 | + 14 | + 706 | 44,149 |
Total factors supplying reserve funds | 2,898,212 | - 2,049 | + 554,811 | 2,895,636 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Oct 19, 2011 | ||
---|---|---|---|---|
Week ended Oct 19, 2011 |
Change from week ended | |||
Oct 12, 2011 | Oct 20, 2010 | |||
Currency in circulation 14 | 1,042,833 | - 2,154 | + 81,065 | 1,042,878 |
Reverse repurchase agreements 15 | 80,356 | + 3,506 | + 18,660 | 80,468 |
Foreign official and international accounts | 80,356 | + 3,506 | + 19,548 | 80,468 |
Others | 0 | 0 | - 889 | 0 |
Treasury cash holdings | 143 | + 11 | - 92 | 145 |
Deposits with F.R. Banks, other than reserve balances | 102,794 | + 20,681 | - 161,259 | 132,323 |
Term deposits held by depository institutions | 5,077 | 0 | - 36 | 5,077 |
U.S. Treasury, General Account | 43,403 | + 21,497 | - 6,531 | 68,392 |
U.S. Treasury, Supplementary Financing Account | 0 | 0 | - 199,962 | 0 |
Foreign official | 130 | + 3 | - 1,250 | 138 |
Service-related | 2,512 | 0 | + 112 | 2,512 |
Required clearing balances | 2,512 | 0 | + 112 | 2,512 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 51,672 | - 819 | + 46,407 | 56,203 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | 0 | 0 |
Other liabilities and capital 16 | 72,020 | + 444 | - 488 | 70,664 |
Total factors, other than reserve balances, absorbing reserve funds |
1,298,145 | + 22,487 | - 62,115 | 1,326,477 |
Reserve balances with Federal Reserve Banks | 1,600,066 | - 24,537 | + 616,926 | 1,569,159 |
Memorandum item | Averages of daily figures | Wednesday Oct 19, 2011 | ||
---|---|---|---|---|
Week ended Oct 19, 2011 |
Change from week ended | |||
Oct 12, 2011 | Oct 20, 2010 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,408,759 | + 5,108 | + 127,628 | 3,411,432 |
U.S. Treasury securities | 2,685,981 | + 5,559 | + 138,629 | 2,689,042 |
Federal agency securities 2 | 722,778 | - 451 | - 11,001 | 722,389 |
Securities lent to dealers | 11,307 | + 1,516 | + 5,492 | 12,012 |
Overnight facility 3 | 11,307 | + 1,516 | + 5,492 | 12,012 |
U.S. Treasury securities | 10,049 | + 1,409 | + 5,710 | 10,914 |
Federal agency debt securities | 1,258 | + 106 | - 218 | 1,098 |
Remaining maturity | Within 15 days |
16 days to 90 days |
91 days to 1 year |
Over 1 year to 5 years |
Over 5 years to 10 years |
Over 10 years |
All |
---|---|---|---|---|---|---|---|
Loans 1 | 42 | 1 | 4,208 | 7,005 | 0 | ... | 11,255 |
U.S. Treasury securities 2 | |||||||
Holdings | 20,035 | 23,217 | 118,104 | 706,195 | 593,316 | 209,389 | 1,670,256 |
Weekly changes | + 7,897 | - 3,213 | - 3,743 | - 11,469 | + 9,492 | + 2,525 | + 1,490 |
Federal agency debt securities 3 | |||||||
Holdings | 0 | 6,170 | 18,752 | 64,253 | 16,146 | 2,347 | 107,668 |
Weekly changes | - 600 | + 903 | - 903 | + 1,999 | - 1,999 | 0 | - 600 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 13 | 22 | 862,040 | 862,075 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | - 8,808 | - 8,808 |
Asset-backed securities held by TALF LLC 5 |
0 | 0 | 0 | 0 | 0 | 0 | 0 |
Repurchase agreements 6 | 0 | 0 | ... | ... | ... | ... | 0 |
Central bank liquidity swaps 7 | 500 | 1,353 | 0 | 0 | 0 | 0 | 1,853 |
Reverse repurchase agreements 6 | 80,468 | 0 | ... | ... | ... | ... | 80,468 |
Term deposits | 5,077 | 0 | 0 | ... | ... | ... | 5,077 |
Account name | Wednesday Oct 19, 2011 |
---|---|
Mortgage-backed securities held outright 1 | 862,075 |
Commitments to buy mortgage-backed securities 2 | 15,000 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 0 |
Account name | Wednesday Oct 19, 2011 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 13,120 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 9,882 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 743 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,371 |
Account name | Wednesday Oct 19, 2011 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 9,858 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 6,507 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 552 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,099 |
Account name | Wednesday Oct 19, 2011 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 20,817 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 9,739 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 666 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,506 |
Account name | Wednesday Oct 19, 2011 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 785 |
Net portfolio holdings of TALF LLC | 785 |
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 |
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable 3 | 109 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Oct 19, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Oct 12, 2011 |
Wednesday Oct 20, 2010 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,283 | + 28 | + 137 |
Securities, repurchase agreements, and loans |   | 2,651,255 | - 8,056 | + 554,356 |
Securities held outright 1 |   | 2,640,000 | - 7,918 | + 591,385 |
U.S. Treasury securities |   | 1,670,256 | + 1,490 | + 838,135 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,574,540 | + 3,111 | + 808,689 |
Notes and bonds, inflation-indexed 2 |   | 67,596 | - 1,370 | + 25,278 |
Inflation compensation 3 |   | 9,698 | - 251 | + 4,169 |
Federal agency debt securities 2 |   | 107,668 | - 600 | - 43,075 |
Mortgage-backed securities 4 |   | 862,075 | - 8,808 | - 203,676 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Loans |   | 11,255 | - 138 | - 37,029 |
Net portfolio holdings of Maiden Lane LLC 6 |   | 13,120 | - 2,375 | - 14,766 |
Net portfolio holdings of Maiden Lane II LLC 7 |   | 9,858 | + 3 | - 5,826 |
Net portfolio holdings of Maiden Lane III LLC 8 |   | 20,817 | - 477 | - 2,027 |
Net portfolio holdings of TALF LLC 9 |   | 785 | 0 | + 184 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
  | 0 | 0 | - 26,057 |
Items in process of collection | (126) | 262 | - 20 | - 89 |
Bank premises |   | 2,183 | + 1 | - 42 |
Central bank liquidity swaps 11 |   | 1,853 | + 1,353 | + 1,293 |
Other assets 12 |   | 136,524 | + 950 | + 39,689 |
Total assets | (126) | 2,855,177 | - 8,593 | + 546,851 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Oct 19, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Oct 12, 2011 |
Wednesday Oct 20, 2010 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 1,001,153 | - 2,169 | + 79,775 |
Reverse repurchase agreements 13 |   | 80,468 | + 6,984 | + 21,908 |
Deposits | (0) | 1,701,496 | - 11,924 | + 446,826 |
Term deposits held by depository institutions |   | 5,077 | 0 | - 36 |
Other deposits held by depository institutions |   | 1,571,686 | - 63,702 | + 576,653 |
U.S. Treasury, General Account |   | 68,392 | + 50,711 | + 16,169 |
U.S. Treasury, Supplementary Financing Account |   | 0 | 0 | - 199,962 |
Foreign official |   | 138 | + 12 | - 1,518 |
Other | (0) | 56,203 | + 1,055 | + 55,521 |
Deferred availability cash items | (126) | 1,396 | - 864 | - 697 |
Other liabilities and accrued dividends 14 |   | 18,624 | - 623 | + 3,498 |
Total liabilities | (126) | 2,803,136 | - 8,597 | + 551,309 |
Capital accounts | ||||
Capital paid in |   | 26,020 | + 1 | - 681 |
Surplus |   | 26,020 | + 1 | + 128 |
Other capital accounts |   | 0 | 0 | - 3,905 |
Total capital |   | 52,040 | + 3 | - 4,459 |
Assets, liabilities, and capital | Total | Boston | New York | Philadelphia | Cleveland | Richmond | Atlanta | Chicago | St. Louis | Minneapolis | Kansas City |
Dallas | San Francisco |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets | |||||||||||||
Gold certificate account | 11,037 | 390 | 3,866 | 432 | 450 | 872 | 1,394 | 854 | 319 | 197 | 318 | 728 | 1,217 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,283 | 58 | 86 | 164 | 169 | 389 | 208 | 336 | 31 | 57 | 169 | 241 | 375 |
Securities, repurchase agreements, and loans |
2,651,255 | 64,908 | 1,238,927 | 90,436 | 71,313 | 304,893 | 196,264 | 156,784 | 49,970 | 40,590 | 70,240 | 104,412 | 262,518 |
Securities held outright 1 | 2,640,000 | 64,908 | 1,227,713 | 90,436 | 71,312 | 304,893 | 196,264 | 156,778 | 49,967 | 40,573 | 70,225 | 104,412 | 262,518 |
U.S. Treasury securities | 1,670,256 | 41,066 | 776,741 | 57,216 | 45,117 | 192,898 | 124,171 | 99,189 | 31,613 | 25,669 | 44,430 | 66,059 | 166,088 |
Bills 2 | 18,423 | 453 | 8,567 | 631 | 498 | 2,128 | 1,370 | 1,094 | 349 | 283 | 490 | 729 | 1,832 |
Notes and bonds 3 | 1,651,834 | 40,613 | 768,174 | 56,585 | 44,619 | 190,770 | 122,802 | 98,095 | 31,264 | 25,386 | 43,940 | 65,330 | 164,256 |
Federal agency debt securities 2 | 107,668 | 2,647 | 50,070 | 3,688 | 2,908 | 12,435 | 8,004 | 6,394 | 2,038 | 1,655 | 2,864 | 4,258 | 10,706 |
Mortgage-backed securities 4 | 862,075 | 21,195 | 400,902 | 29,531 | 23,286 | 99,561 | 64,089 | 51,195 | 16,317 | 13,249 | 22,932 | 34,095 | 85,723 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Loans | 11,255 | 0 | 11,213 | 0 | 1 | 0 | 0 | 6 | 3 | 17 | 15 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 6 |
13,120 | 0 | 13,120 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 7 |
9,858 | 0 | 9,858 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 8 |
20,817 | 0 | 20,817 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 9 | 785 | 0 | 785 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 388 | 29 | 0 | 42 | 88 | 6 | 75 | 26 | 6 | 16 | 6 | 20 | 74 |
Bank premises | 2,183 | 123 | 256 | 67 | 126 | 234 | 214 | 205 | 134 | 106 | 260 | 246 | 212 |
Central bank liquidity swaps 11 | 1,853 | 64 | 537 | 179 | 137 | 380 | 106 | 47 | 15 | 57 | 17 | 28 | 285 |
Other assets 12 | 136,524 | 3,653 | 58,568 | 6,373 | 4,968 | 18,251 | 9,703 | 7,176 | 2,325 | 2,554 | 3,164 | 4,767 | 15,020 |
Interdistrict settlement account | 0 | + 4,742 | + 306,264 | - 13,166 | - 3,071 | - 147,159 | - 38,502 | - 20,956 | - 8,828 | - 16,597 | - 20,214 | + 3,098 | - 45,612 |
Total assets | 2,855,303 | 74,164 | 1,654,902 | 84,738 | 74,417 | 178,278 | 170,118 | 144,896 | 44,123 | 27,068 | 54,113 | 113,823 | 234,663 |
Assets, liabilities, and capital | Total | Boston | New York | Philadelphia | Cleveland | Richmond | Atlanta | Chicago | St. Louis | Minneapolis | Kansas City |
Dallas | San Francisco |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities | |||||||||||||
Federal Reserve notes outstanding | 1,173,695 | 43,218 | 391,614 | 46,518 | 54,801 | 95,680 | 146,135 | 90,468 | 33,880 | 20,987 | 34,787 | 80,450 | 135,160 |
Less: Notes held by F.R. Banks | 172,542 | 5,656 | 46,876 | 6,937 | 9,303 | 12,124 | 27,263 | 13,353 | 4,432 | 5,480 | 3,955 | 11,260 | 25,904 |
Federal Reserve notes, net | 1,001,153 | 37,562 | 344,738 | 39,581 | 45,497 | 83,556 | 118,872 | 77,115 | 29,448 | 15,507 | 30,832 | 69,190 | 109,256 |
Reverse repurchase agreements 13 | 80,468 | 1,978 | 37,421 | 2,756 | 2,174 | 9,293 | 5,982 | 4,779 | 1,523 | 1,237 | 2,140 | 3,182 | 8,002 |
Deposits | 1,701,496 | 32,428 | 1,242,828 | 37,056 | 22,272 | 73,365 | 41,704 | 60,920 | 12,454 | 9,651 | 20,339 | 40,261 | 108,218 |
Term deposits held by depository institutions |
5,077 | 20 | 1,270 | 605 | 0 | 2,015 | 0 | 555 | 0 | 60 | 1 | 6 | 545 |
Other deposits held by depository institutions |
1,571,686 | 32,396 | 1,117,090 | 36,447 | 22,268 | 71,157 | 41,701 | 60,336 | 12,450 | 9,588 | 20,337 | 40,254 | 107,661 |
U.S. Treasury, General Account | 68,392 | 0 | 68,392 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, Supplementary Financing Account |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 138 | 1 | 110 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 56,203 | 11 | 55,967 | 0 | 1 | 184 | 0 | 28 | 4 | 2 | 1 | 0 | 6 |
Deferred availability cash items | 1,522 | 86 | 0 | 215 | 200 | 43 | 80 | 109 | 51 | 300 | 81 | 81 | 277 |
Interest on Federal Reserve notes due to U.S. Treasury 14 |
1,483 | 30 | 644 | 55 | 44 | 193 | 120 | 90 | 29 | 18 | 39 | 61 | 159 |
Other liabilities and accrued dividends 15 |
17,140 | 195 | 13,673 | 259 | 265 | 704 | 425 | 362 | 166 | 137 | 162 | 260 | 532 |
Total liabilities | 2,803,263 | 72,279 | 1,639,304 | 79,923 | 70,452 | 167,154 | 167,183 | 143,374 | 43,672 | 26,849 | 53,594 | 113,034 | 226,444 |
Capital | |||||||||||||
Capital paid in | 26,020 | 943 | 7,799 | 2,407 | 1,983 | 5,562 | 1,467 | 761 | 226 | 110 | 259 | 394 | 4,110 |
Surplus | 26,020 | 943 | 7,799 | 2,407 | 1,983 | 5,562 | 1,467 | 761 | 226 | 110 | 259 | 394 | 4,110 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,855,303 | 74,164 | 1,654,902 | 84,738 | 74,417 | 178,278 | 170,118 | 144,896 | 44,123 | 27,068 | 54,113 | 113,823 | 234,663 |
Federal Reserve notes and collateral | Wednesday Oct 19, 2011 |
---|---|
Federal Reserve notes outstanding | 1,173,695 |
Less: Notes held by F.R. Banks not subject to collateralization | 172,542 |
Federal Reserve notes to be collateralized | 1,001,153 |
Collateral held against Federal Reserve notes | 1,001,153 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 984,916 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,640,000 |
Less: Face value of securities under reverse repurchase agreements | 70,721 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,569,279 |