Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Mar 30, 2011 | ||
---|---|---|---|---|
Week ended Mar 30, 2011 |
Change from week ended | |||
Mar 23, 2011 | Mar 31, 2010 | |||
Reserve Bank credit | 2,597,392 | + 15,223 | + 307,338 | 2,606,473 |
Securities held outright 1 | 2,393,839 | + 15,572 | + 379,551 | 2,403,095 |
U.S. Treasury securities | 1,323,233 | + 27,883 | + 546,542 | 1,333,445 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,240,411 | + 26,679 | + 531,539 | 1,249,224 |
Notes and bonds, inflation-indexed 2 | 57,649 | + 1,120 | + 13,872 | 58,993 |
Inflation compensation 3 | 6,750 | + 83 | + 1,131 | 6,805 |
Federal agency debt securities 2 | 132,495 | - 6,428 | - 36,493 | 132,495 |
Mortgage-backed securities 4 | 938,111 | - 5,883 | - 130,498 | 937,155 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | - 3,410 | 0 |
Other loans | 19,363 | - 439 | - 62,451 | 19,254 |
Primary credit | 11 | + 8 | - 7,653 | 27 |
Secondary credit | 0 | 0 | - 600 | 0 |
Seasonal credit | 5 | - 1 | + 1 | 5 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 26,222 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 19,346 | - 446 | - 27,978 | 19,221 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 8 |
0 | 0 | - 7,779 | 0 |
Net portfolio holdings of Maiden Lane LLC 9 | 25,589 | + 27 | - 1,734 | 25,588 |
Net portfolio holdings of Maiden Lane II LLC 10 | 15,906 | + 9 | + 554 | 15,941 |
Net portfolio holdings of Maiden Lane III LLC 11 | 22,920 | + 6 | + 777 | 22,927 |
Net portfolio holdings of TALF LLC 12 | 718 | + 9 | + 314 | 718 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 25,150 | 0 |
Float | -1,167 | + 24 | + 533 | -1,543 |
Central bank liquidity swaps 13 | 0 | 0 | 0 | 0 |
Other Federal Reserve assets 14 | 120,224 | + 15 | + 26,133 | 120,495 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 15 | 43,710 | + 14 | + 965 | 43,710 |
Total factors supplying reserve funds | 2,657,343 | + 15,238 | + 308,303 | 2,666,424 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Mar 30, 2011 | ||
---|---|---|---|---|
Week ended Mar 30, 2011 |
Change from week ended | |||
Mar 23, 2011 | Mar 31, 2010 | |||
Currency in circulation 15 | 1,003,297 | + 707 | + 70,605 | 1,005,313 |
Reverse repurchase agreements 16 | 64,180 | + 5,957 | + 7,581 | 65,811 |
Foreign official and international accounts | 63,499 | + 5,276 | + 6,900 | 62,801 |
Others | 681 | + 681 | + 681 | 3,010 |
Treasury cash holdings | 212 | + 2 | - 12 | 209 |
Deposits with F.R. Banks, other than reserve balances | 66,667 | - 48,984 | - 102,231 | 67,735 |
Term deposits held by depository institutions | 0 | 0 | 0 | 0 |
U.S. Treasury, general account | 58,515 | - 28,765 | + 22,619 | 59,201 |
U.S. Treasury, supplementary financing account | 5,000 | - 19,996 | - 119,979 | 5,000 |
Foreign official | 125 | - 9 | - 2,131 | 131 |
Service-related | 2,511 | - 2 | - 177 | 2,511 |
Required clearing balances | 2,511 | - 2 | - 177 | 2,511 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 516 | - 211 | - 2,564 | 892 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | 0 | 0 |
Other liabilities and capital 17 | 72,682 | - 763 | + 6,734 | 71,704 |
Total factors, other than reserve balances, absorbing reserve funds |
1,207,038 | - 43,080 | - 17,323 | 1,210,772 |
Reserve balances with Federal Reserve Banks | 1,450,305 | + 58,318 | + 325,626 | 1,455,652 |
Memorandum item | Averages of daily figures | Wednesday Mar 30, 2011 | ||
---|---|---|---|---|
Week ended Mar 30, 2011 |
Change from week ended | |||
Mar 23, 2011 | Mar 31, 2010 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,407,613 | + 5,864 | + 387,863 | 3,404,331 |
U.S. Treasury securities | 2,642,127 | + 1,952 | + 401,561 | 2,637,461 |
Federal agency securities 2 | 765,486 | + 3,912 | - 13,699 | 766,870 |
Securities lent to dealers | 20,453 | + 5,678 | + 13,329 | 24,906 |
Overnight facility 3 | 20,453 | + 5,678 | + 13,329 | 24,906 |
U.S. Treasury securities | 19,311 | + 5,385 | + 13,542 | 23,738 |
Federal agency debt securities | 1,143 | + 294 | - 212 | 1,168 |
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 |
---|---|---|---|---|---|---|---|
Other loans 1 | 33 | 0 | 5 | 19,216 | 0 | ... | 19,254 |
U.S. Treasury securities 2 | |||||||
Holdings | 17,071 | 25,031 | 67,800 | 565,623 | 478,796 | 179,124 | 1,333,445 |
Weekly changes | - 2,503 | + 2,507 | 0 | + 18,458 | + 8,942 | + 801 | + 28,206 |
Federal agency debt securities 3 | |||||||
Holdings | 1,607 | 13,284 | 21,126 | 67,221 | 26,910 | 2,347 | 132,495 |
Weekly changes | + 1,607 | - 846 | + 1,753 | - 2,514 | 0 | 0 | 0 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 20 | 23 | 937,112 | 937,155 |
Weekly changes | 0 | 0 | 0 | - 1 | 0 | - 6,692 | - 6,693 |
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Reverse repurchase agreements 6 | 65,811 | 0 | ... | ... | ... | ... | 65,811 |
Term deposits | 0 | 0 | 0 | ... | ... | ... | 0 |
Account name | Wednesday Mar 30, 2011 |
---|---|
Mortgage-backed securities held outright 1 | 937,155 |
Commitments to buy mortgage-backed securities 2 | 0 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 0 |
Account name | Wednesday Mar 30, 2011 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 25,588 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 23,470 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 663 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,331 |
Account name | Wednesday Mar 30, 2011 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 15,941 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 12,353 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 492 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,080 |
Account name | Wednesday Mar 30, 2011 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 22,927 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 12,346 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 586 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,408 |
Account name | Wednesday Mar 30, 2011 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 718 |
Net portfolio holdings of TALF LLC | 718 |
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 | 107 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Mar 30, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Mar 23, 2011 |
Wednesday Mar 31, 2010 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,182 | - 11 | + 99 |
Securities, repurchase agreements, term auction credit, and other loans |
  | 2,422,348 | + 21,254 | + 323,837 |
Securities held outright 1 |   | 2,403,095 | + 21,514 | + 388,705 |
U.S. Treasury securities |   | 1,333,445 | + 28,206 | + 556,740 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,249,224 | + 26,535 | + 540,352 |
Notes and bonds, inflation-indexed 2 |   | 58,993 | + 1,568 | + 15,216 |
Inflation compensation 3 |   | 6,805 | + 103 | + 1,172 |
Federal agency debt securities 2 |   | 132,495 | 0 | - 36,493 |
Mortgage-backed securities 4 |   | 937,155 | - 6,693 | - 131,542 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Term auction credit |   | 0 | 0 | - 3,410 |
Other loans |   | 19,254 | - 259 | - 61,457 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
  | 0 | 0 | - 7,786 |
Net portfolio holdings of Maiden Lane LLC 7 |   | 25,588 | - 1 | - 1,776 |
Net portfolio holdings of Maiden Lane II LLC 8 |   | 15,941 | + 41 | + 536 |
Net portfolio holdings of Maiden Lane III LLC 9 |   | 22,927 | + 8 | + 777 |
Net portfolio holdings of TALF LLC 10 |   | 718 | 0 | + 314 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
  | 0 | 0 | - 25,416 |
Items in process of collection | (92) | 151 | - 184 | - 345 |
Bank premises |   | 2,219 | 0 | - 22 |
Central bank liquidity swaps 12 |   | 0 | 0 | 0 |
Other assets 13 |   | 118,277 | + 75 | + 25,838 |
Total assets | (92) | 2,626,589 | + 21,183 | + 316,056 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Mar 30, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Mar 23, 2011 |
Wednesday Mar 31, 2010 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 963,991 | + 1,470 | + 69,845 |
Reverse repurchase agreements 14 |   | 65,811 | + 4,425 | + 8,045 |
Deposits | (0) | 1,523,388 | + 15,651 | + 231,883 |
Term deposits held by depository institutions |   | 0 | 0 | 0 |
Other deposits held by depository institutions |   | 1,458,165 | + 47,697 | + 404,289 |
U.S. Treasury, general account |   | 59,201 | - 12,547 | - 32,318 |
U.S. Treasury, supplementary financing account |   | 5,000 | - 19,996 | - 119,979 |
Foreign official |   | 131 | + 8 | - 1,537 |
Other | (0) | 892 | + 491 | - 18,571 |
Deferred availability cash items | (92) | 1,695 | + 138 | - 427 |
Other liabilities and accrued dividends 15 |   | 19,123 | - 509 | + 6,368 |
Total liabilities | (92) | 2,574,007 | + 21,174 | + 315,713 |
Capital accounts | ||||
Capital paid in |   | 26,291 | + 4 | + 36 |
Surplus |   | 26,291 | + 4 | + 1,446 |
Other capital accounts |   | 0 | 0 | - 1,138 |
Total capital |   | 52,582 | + 9 | + 343 |
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 | 369 | 4,038 | 404 | 463 | 846 | 1,385 | 887 | 324 | 203 | 296 | 652 | 1,170 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,182 | 53 | 82 | 171 | 162 | 363 | 173 | 340 | 33 | 61 | 158 | 222 | 365 |
Securities, repurchase agreements, term auction credit, and other loans |
2,422,348 | 60,815 | 999,811 | 56,119 | 81,647 | 273,687 | 227,422 | 181,161 | 61,899 | 32,900 | 82,441 | 100,907 | 263,539 |
Securities held outright 1 | 2,403,095 | 60,814 | 980,590 | 56,119 | 81,647 | 273,687 | 227,399 | 181,160 | 61,899 | 32,898 | 82,436 | 100,907 | 263,538 |
U.S. Treasury securities | 1,333,445 | 33,745 | 544,116 | 31,140 | 45,305 | 151,865 | 126,181 | 100,523 | 34,347 | 18,255 | 45,743 | 55,992 | 146,234 |
Bills 2 | 18,423 | 466 | 7,517 | 430 | 626 | 2,098 | 1,743 | 1,389 | 475 | 252 | 632 | 774 | 2,020 |
Notes and bonds 3 | 1,315,022 | 33,279 | 536,599 | 30,710 | 44,679 | 149,767 | 124,437 | 99,135 | 33,873 | 18,002 | 45,111 | 55,218 | 144,213 |
Federal agency debt securities 2 | 132,495 | 3,353 | 54,065 | 3,094 | 4,502 | 15,090 | 12,538 | 9,988 | 3,413 | 1,814 | 4,545 | 5,564 | 14,530 |
Mortgage-backed securities 4 | 937,155 | 23,716 | 382,409 | 21,885 | 31,840 | 106,732 | 88,681 | 70,649 | 24,139 | 12,829 | 32,148 | 39,352 | 102,774 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Other loans | 19,254 | 1 | 19,221 | 0 | 0 | 0 | 23 | 1 | 0 | 2 | 5 | 0 | 1 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 |
25,588 | 0 | 25,588 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
15,941 | 0 | 15,941 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
22,927 | 0 | 22,927 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 718 | 0 | 718 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 244 | 4 | -96 | 46 | 66 | 7 | 104 | 22 | 7 | 33 | 16 | 21 | 15 |
Bank premises | 2,219 | 125 | 258 | 68 | 139 | 238 | 216 | 209 | 135 | 107 | 264 | 247 | 213 |
Central bank liquidity swaps 12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Other assets 13 | 118,277 | 3,261 | 45,051 | 4,737 | 5,073 | 15,924 | 10,210 | 7,568 | 2,597 | 2,098 | 3,394 | 4,279 | 14,086 |
Interdistrict settlement account | 0 | - 7,076 | + 252,435 | + 45,545 | - 22,007 | - 42,020 | - 70,428 | - 41,824 | - 24,394 | - 4,983 | - 29,200 | - 8,779 | - 47,268 |
Total assets | 2,626,682 | 57,746 | 1,368,571 | 107,300 | 65,779 | 249,457 | 169,736 | 148,787 | 40,752 | 30,508 | 57,521 | 97,830 | 232,694 |
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 | 1,118,325 | 43,110 | 381,945 | 46,001 | 46,413 | 89,657 | 140,775 | 85,392 | 31,836 | 19,562 | 32,483 | 75,418 | 125,733 |
Less: Notes held by F.R. Banks | 154,334 | 4,663 | 43,746 | 5,146 | 7,531 | 11,664 | 22,538 | 12,019 | 4,004 | 5,170 | 2,947 | 11,060 | 23,846 |
Federal Reserve notes, net | 963,991 | 38,447 | 338,198 | 40,855 | 38,883 | 77,992 | 118,237 | 73,373 | 27,833 | 14,392 | 29,536 | 64,358 | 101,887 |
Reverse repurchase agreements 14 | 65,811 | 1,665 | 26,854 | 1,537 | 2,236 | 7,495 | 6,228 | 4,961 | 1,695 | 901 | 2,258 | 2,763 | 7,217 |
Deposits | 1,523,388 | 15,506 | 973,828 | 59,829 | 20,130 | 152,116 | 41,456 | 68,424 | 10,501 | 12,795 | 24,875 | 29,497 | 114,430 |
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 |
1,458,165 | 15,500 | 908,671 | 59,825 | 20,127 | 152,050 | 41,549 | 68,399 | 10,469 | 12,791 | 24,873 | 29,496 | 114,415 |
U.S. Treasury, general account | 59,201 | 0 | 59,201 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
5,000 | 0 | 5,000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 131 | 1 | 102 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 892 | 5 | 854 | 0 | 1 | 58 | -96 | 25 | 32 | 3 | 1 | 0 | 9 |
Deferred availability cash items | 1,787 | 56 | 0 | 213 | 257 | 66 | 90 | 95 | 50 | 593 | 75 | 77 | 215 |
Interest on Federal Reserve notes due to U.S. Treasury 15 |
1,133 | 25 | 534 | 0 | 25 | 92 | 115 | 100 | 23 | 9 | 45 | 54 | 110 |
Other liabilities and accrued dividends 16 |
17,990 | 214 | 13,743 | 247 | 313 | 825 | 602 | 495 | 214 | 155 | 219 | 304 | 661 |
Total liabilities | 2,574,100 | 55,912 | 1,353,158 | 102,681 | 61,843 | 238,587 | 166,727 | 147,449 | 40,315 | 28,845 | 57,008 | 97,054 | 224,521 |
Capital | |||||||||||||
Capital paid in | 26,291 | 917 | 7,707 | 2,309 | 1,968 | 5,435 | 1,505 | 669 | 219 | 831 | 257 | 388 | 4,087 |
Surplus | 26,291 | 917 | 7,707 | 2,309 | 1,968 | 5,435 | 1,505 | 669 | 219 | 831 | 257 | 388 | 4,087 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,626,682 | 57,746 | 1,368,571 | 107,300 | 65,779 | 249,457 | 169,736 | 148,787 | 40,752 | 30,508 | 57,521 | 97,830 | 232,694 |
Federal Reserve notes and collateral | Wednesday Mar 30, 2011 |
---|---|
Federal Reserve notes outstanding | 1,118,325 |
Less: Notes held by F.R. Banks not subject to collateralization | 154,334 |
Federal Reserve notes to be collateralized | 963,991 |
Collateral held against Federal Reserve notes | 963,991 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 947,754 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,403,095 |
Less: Face value of securities under reverse repurchase agreements | 55,423 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,347,671 |