Accessible Version

Principal Payments on the Federal Reserve's Securities Holdings, Accessible Data

Table 1

This is a picture of Table 2 of the Federal Reserve's weekly H.4.1 release which can be found here on the Board of Governor's website. It reports the SOMA's aggregate securities holdings by remaining maturity for different time horizons.

2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, June 7, 2017

Millions of dollars

Remaining Maturity Within 15
days		 16 days to
90 days		 91 days to
1 year		 Over 1 year
to 5 years		 Over 5 year
to 10 years		 Over 10
years		 All
Loans 6 63 0 0 0 … 69
U.S. Treasury securities1              
Holdings 0 47,806 256,062 1,174,333 353,787 632,794 2,464,783
Weekly changes 0 +    3,198 -    3,195 +       13 +       19 +       51 +       87
Federal agency debt securities2              
Holdings 737 1,340 2,366 2,044 0 2,347 8,834
Weekly changes 0 0 0 0 0 0 0
Mortgage-backed securities3              
Holdings 0 0 0 581 11,228 1,759,148 1,770,958
Weekly changes 0 0 0 +       21 +       84 -      106 0
Repurchase agreements4 0 0 ... ... ... ... 0
Central bank liquidity swaps5         40 0 0 0 0 0 40
               
Reverse repurchase agreements4 399,729 0 … … … … 399,729
Term deposits 0 0 0 … … … 0

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

...  Not applicable.  Return to table

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.  Return to table

2. Face value.  Return to table

3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.  Return to table

4. Cash value of agreements.  Return to table

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.  Return to table

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Figure 1: Face Value of Maturing SOMA Treasury Securities

Billions of Dollars
Monthly

Date Face Value of Maturing SOMA Treasury Securities
6/1/2017 12.88
7/1/2017 13.07
8/1/2017 21.85
9/1/2017 10.95
10/1/2017 8.70
11/1/2017 18.91
12/1/2017 17.50
1/1/2018 30.91
2/1/2018 48.61
3/1/2018 31.20
4/1/2018 34.57
5/1/2018 54.71
6/1/2018 30.45
7/1/2018 31.40
8/1/2018 44.00
9/1/2018 19.01
10/1/2018 23.83
11/1/2018 59.22
12/1/2018 18.21
1/1/2019 16.21
2/1/2019 56.05
3/1/2019 22.38
4/1/2019 30.35
5/1/2019 58.53

Based on SOMA holdings as of June 7, 2017.

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Last Update: June 16, 2017