Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Feb 3, 2010 | ||
---|---|---|---|---|
Week ended Feb 3, 2010 |
Change from week ended | |||
Jan 27, 2010 | Feb 4, 2009 | |||
Reserve Bank credit | 2,231,377 | - 3,299 | + 390,940 | 2,231,347 |
Securities held outright 1 | 1,910,885 | - 1,805 | +1,399,445 | 1,911,604 |
U.S. Treasury securities | 776,620 | + 4 | + 301,586 | 776,614 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 708,872 | 0 | + 295,958 | 708,872 |
Notes and bonds, inflation-indexed 2 | 43,777 | 0 | + 4,399 | 43,777 |
Inflation compensation 3 | 5,549 | + 5 | + 1,229 | 5,542 |
Federal agency debt securities 2 | 164,097 | + 1,264 | + 135,068 | 164,662 |
Mortgage-backed securities 4 | 970,168 | - 3,073 | + 962,791 | 970,327 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 38,531 | 0 | - 374,352 | 38,531 |
Other loans | 88,989 | + 1,614 | - 64,703 | 88,301 |
Primary credit | 14,767 | - 88 | - 52,659 | 14,708 |
Secondary credit | 964 | - 21 | + 959 | 900 |
Seasonal credit | 1 | + 1 | - 1 | 2 |
Primary dealer and other broker-dealer credit 6 | 0 | 0 | - 30,264 | 0 |
Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility |
0 | 0 | - 16,981 | 0 |
Credit extended to American International Group, Inc., net 7 |
25,934 | + 1,494 | - 13,079 | 25,662 |
Term Asset-Backed Securities Loan Facility, net 8 | 47,322 | + 228 | + 47,322 | 47,029 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 9 |
8,664 | - 2,535 | - 250,651 | 8,668 |
Net portfolio holdings of Maiden Lane LLC 10 | 26,788 | + 27 | + 1,003 | 26,822 |
Net portfolio holdings of Maiden Lane II LLC 11 | 15,497 | + 71 | - 3,468 | 15,498 |
Net portfolio holdings of Maiden Lane III LLC 12 | 22,497 | + 25 | - 4,967 | 22,554 |
Net portfolio holdings of TALF LLC 13 | 334 | + 5 | + 334 | 334 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 14 |
25,106 | 0 | + 25,106 | 25,106 |
Float | -1,969 | + 14 | - 173 | -2,267 |
Central bank liquidity swaps 15 | 100 | - 75 | - 388,691 | 100 |
Other Federal Reserve assets 16 | 95,955 | - 640 | + 52,055 | 96,097 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | + 3,000 | 5,200 |
Treasury currency outstanding 17 | 42,754 | + 14 | + 644 | 42,754 |
Total factors supplying reserve funds | 2,290,371 | - 3,286 | + 394,583 | 2,290,341 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Feb 3, 2010 | ||
---|---|---|---|---|
Week ended Feb 3, 2010 |
Change from week ended | |||
Jan 27, 2010 | Feb 4, 2009 | |||
Currency in circulation 17 | 919,425 | + 1,490 | + 30,512 | 923,786 |
Reverse repurchase agreements 18 | 57,229 | - 98 | - 18,806 | 53,720 |
Foreign official and international accounts | 57,229 | - 98 | - 18,806 | 53,720 |
Dealers | 0 | 0 | 0 | 0 |
Treasury cash holdings | 229 | - 19 | - 64 | 205 |
Deposits with F.R. Banks, other than reserve balances | 121,633 | - 25,244 | - 98,227 | 134,874 |
U.S. Treasury, general account | 109,506 | - 25,532 | + 67,589 | 122,517 |
U.S. Treasury, supplementary financing account | 5,001 | 0 | - 164,961 | 5,001 |
Foreign official | 3,977 | + 404 | + 3,814 | 4,228 |
Service-related | 2,755 | - 6 | - 1,674 | 2,755 |
Required clearing balances | 2,755 | - 6 | - 1,674 | 2,755 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 394 | - 111 | - 2,995 | 372 |
Other liabilities and capital 19 | 65,136 | - 1,589 | + 16,029 | 64,290 |
Total factors, other than reserve balances, absorbing reserve funds |
1,163,652 | - 25,461 | - 70,557 | 1,176,874 |
Reserve balances with Federal Reserve Banks | 1,126,719 | + 22,175 | + 465,140 | 1,113,467 |
Memorandum item | Averages of daily figures | Wednesday Feb 3, 2010 | ||
---|---|---|---|---|
Week ended Feb 3, 2010 |
Change from week ended | |||
Jan 27, 2010 | Feb 4, 2009 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
2,946,860 | - 1,253 | + 392,205 | 2,947,833 |
U.S. Treasury securities | 2,180,416 | + 952 | + 445,818 | 2,183,864 |
Federal agency securities 2 | 766,443 | - 2,207 | - 53,615 | 763,969 |
Securities lent to dealers | 5,775 | + 892 | - 121,219 | 4,971 |
Overnight facility 3 | 5,775 | + 892 | - 589 | 4,971 |
U.S. Treasury securities | 5,075 | + 692 | - 1,289 | 4,486 |
Federal agency debt securities | 700 | + 200 | + 700 | 485 |
Term facility 4 | 0 | 0 | - 120,630 | 0 |
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 |
---|---|---|---|---|---|---|---|
Term auction credit | 38,531 | 0 | ... | ... | ... | ... | 38,531 |
Other loans 1 | 15,171 | 439 | 0 | 72,691 | 0 | ... | 88,301 |
U.S. Treasury securities 2 | |||||||
Holdings | 21,234 | 22,799 | 45,689 | 326,326 | 215,298 | 145,268 | 776,614 |
Weekly changes | + 4,670 | - 3,841 | - 521 | - 831 | + 520 | - 2 | - 5 |
Federal agency debt securities 3 | |||||||
Holdings | 1,523 | 2,399 | 23,488 | 100,545 | 34,360 | 2,347 | 164,662 |
Weekly changes | + 710 | + 81 | - 791 | 0 | + 989 | 0 | + 989 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 0 | 0 | 970,327 | 970,327 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | + 599 | + 599 |
Commercial paper held by Commercial Paper Funding Facility LLC 5 |
977 | 2,966 | 0 | ... | ... | ... | 3,943 |
Asset-backed securities held by TALF LLC 6 |
0 | 0 | 0 | 0 | 0 | 0 | 0 |
Repurchase agreements 7 | 0 | 0 | ... | ... | ... | ... | 0 |
Central bank liquidity swaps 8 | 100 | 0 | 0 | 0 | 0 | 0 | 100 |
Reverse repurchase agreements 7 | 53,720 | 0 | ... | ... | ... | ... | 53,720 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Mortgage-backed securities held outright 1 | 970,327 |
Commitments to buy mortgage-backed securities 2 | 152,187 |
Commitments to sell mortgage-backed securities 2 | 7,625 |
Cash and cash equivalents 3 | 313 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 26,822 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 28,820 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 427 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,254 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 15,498 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 15,479 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 284 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,040 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 22,554 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 17,743 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 361 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,209 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Commercial paper holdings, net 1 | 3,799 |
Other investments, net | 4,869 |
Net portfolio holdings of Commercial Paper Funding Facility LLC | 8,668 |
Memorandum: Commercial paper holdings, face value | 3,943 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 3,911 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 1 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 334 |
Net portfolio holdings of TALF LLC | 334 |
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 | 103 |
Account name | Wednesday Feb 3, 2010 |
---|---|
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 1 | 25,106 |
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC 2 | 117 |
Preferred interests in AIA Aurora LLC 1 | 16,068 |
Accrued dividends on preferred interests in AIA Aurora LLC 2 | 75 |
Preferred interests in ALICO Holdings LLC 1 | 9,038 |
Accrued dividends on preferred interests in ALICO Holdings LLC 2 | 42 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Feb 3, 2010 |
Change since | |
---|---|---|---|---|
Wednesday Jan 27, 2010 |
Wednesday Feb 4, 2009 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | + 3,000 |
Coin |   | 2,232 | + 2 | + 317 |
Securities, repurchase agreements, term auction credit, and other loans |
  | 2,038,435 | + 1,978 | + 964,249 |
Securities held outright 1 |   | 1,911,604 | + 1,584 | +1,399,330 |
U.S. Treasury securities |   | 776,614 | - 5 | + 301,632 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 708,872 | 0 | + 295,958 |
Notes and bonds, inflation-indexed 2 |   | 43,777 | 0 | + 4,399 |
Inflation compensation 3 |   | 5,542 | - 5 | + 1,274 |
Federal agency debt securities 2 |   | 164,662 | + 989 | + 134,747 |
Mortgage-backed securities 4 |   | 970,327 | + 599 | + 962,950 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Term auction credit |   | 38,531 | 0 | - 374,352 |
Other loans |   | 88,301 | + 395 | - 60,729 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
  | 8,668 | + 13 | - 249,996 |
Net portfolio holdings of Maiden Lane LLC 7 |   | 26,822 | + 44 | + 962 |
Net portfolio holdings of Maiden Lane II LLC 8 |   | 15,498 | + 5 | - 3,470 |
Net portfolio holdings of Maiden Lane III LLC 9 |   | 22,554 | + 72 | - 4,956 |
Net portfolio holdings of TALF LLC 10 |   | 334 | 0 | + 334 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
  | 25,106 | 0 | + 25,106 |
Items in process of collection | (234) | 474 | + 165 | - 425 |
Bank premises |   | 2,238 | - 7 | + 58 |
Central bank liquidity swaps 12 |   | 100 | - 75 | - 387,348 |
Other assets 13 |   | 93,896 | + 233 | + 51,862 |
Total assets | (234) | 2,252,595 | + 2,431 | + 399,694 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Feb 3, 2010 |
Change since | |
---|---|---|---|---|
Wednesday Jan 27, 2010 |
Wednesday Feb 4, 2009 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 883,465 | + 5,090 | + 31,167 |
Reverse repurchase agreements 14 |   | 53,720 | - 4,074 | - 20,531 |
Deposits | (0) | 1,248,379 | + 2,036 | + 374,892 |
Depository institutions |   | 1,116,260 | + 5,523 | + 469,264 |
U.S. Treasury, general account |   | 122,517 | - 4,255 | + 74,809 |
U.S. Treasury, supplementary financing account |   | 5,001 | 0 | - 164,961 |
Foreign official |   | 4,228 | + 762 | + 4,124 |
Other | (0) | 372 | + 5 | - 8,345 |
Deferred availability cash items | (234) | 2,742 | + 325 | - 628 |
Other liabilities and accrued dividends 15 |   | 12,290 | - 574 | + 3,756 |
Total liabilities | (234) | 2,200,595 | + 2,802 | + 388,655 |
Capital accounts | ||||
Capital paid in |   | 25,672 | + 4 | + 3,978 |
Surplus |   | 25,207 | - 87 | + 6,001 |
Other capital accounts |   | 1,121 | - 287 | + 1,059 |
Total capital |   | 52,000 | - 371 | + 11,038 |
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 | 412 | 3,895 | 450 | 467 | 882 | 1,356 | 911 | 329 | 197 | 335 | 621 | 1,182 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,232 | 72 | 83 | 176 | 168 | 318 | 227 | 331 | 39 | 68 | 150 | 238 | 363 |
Securities, repurchase agreements, term auction credit, and other loans |
2,038,435 | 38,819 | 863,275 | 30,320 | 75,715 | 69,518 | 230,818 | 208,891 | 75,313 | 31,919 | 86,727 | 92,970 | 234,150 |
Securities held outright 1 | 1,911,604 | 36,670 | 747,199 | 29,657 | 75,524 | 68,889 | 230,322 | 206,856 | 74,889 | 31,647 | 86,288 | 92,429 | 231,234 |
U.S. Treasury securities | 776,614 | 14,898 | 303,559 | 12,048 | 30,682 | 27,987 | 93,571 | 84,038 | 30,425 | 12,857 | 35,056 | 37,550 | 93,942 |
Bills 2 | 18,423 | 353 | 7,201 | 286 | 728 | 664 | 2,220 | 1,994 | 722 | 305 | 832 | 891 | 2,228 |
Notes and bonds 3 | 758,191 | 14,544 | 296,358 | 11,763 | 29,955 | 27,323 | 91,352 | 82,044 | 29,703 | 12,552 | 34,224 | 36,660 | 91,713 |
Federal agency debt securities 2 | 164,662 | 3,159 | 64,362 | 2,555 | 6,505 | 5,934 | 19,840 | 17,818 | 6,451 | 2,726 | 7,433 | 7,962 | 19,918 |
Mortgage-backed securities 4 | 970,327 | 18,614 | 379,277 | 15,054 | 38,336 | 34,968 | 116,911 | 105,000 | 38,014 | 16,064 | 43,800 | 46,917 | 117,374 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Term auction credit | 38,531 | 2,025 | 28,711 | 563 | 189 | 460 | 388 | 1,725 | 395 | 239 | 438 | 540 | 2,858 |
Other loans | 88,301 | 124 | 87,365 | 101 | 3 | 170 | 108 | 309 | 28 | 32 | 1 | 2 | 58 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
8,668 | 0 | 8,668 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 |
26,822 | 0 | 26,822 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
15,498 | 0 | 15,498 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
22,554 | 0 | 22,554 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 334 | 0 | 334 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
25,106 | 0 | 25,106 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 708 | 12 | 0 | 52 | 166 | 7 | 310 | 25 | 9 | 36 | 23 | 39 | 30 |
Bank premises | 2,238 | 121 | 261 | 70 | 144 | 237 | 221 | 206 | 135 | 110 | 267 | 252 | 213 |
Central bank liquidity swaps 12 | 100 | 4 | 29 | 11 | 7 | 28 | 6 | 2 | 1 | 3 | 1 | 1 | 7 |
Other assets 13 | 93,896 | 2,277 | 34,168 | 3,845 | 4,585 | 9,622 | 9,781 | 7,954 | 2,932 | 1,854 | 3,294 | 3,668 | 9,915 |
Interdistrict settlement account | 0 | + 5,139 | + 162,410 | + 40,154 | - 22,455 | + 183,690 | - 92,695 | - 98,943 | - 37,386 | - 10,496 | - 35,249 | - 27,121 | - 67,049 |
Total assets | 2,252,828 | 47,051 | 1,164,921 | 75,288 | 59,035 | 264,714 | 150,679 | 119,801 | 41,522 | 23,781 | 55,701 | 70,952 | 179,385 |
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 | 1,079,845 | 35,522 | 396,999 | 38,241 | 44,585 | 82,080 | 137,366 | 85,143 | 32,813 | 19,406 | 28,710 | 62,882 | 116,098 |
Less: Notes held by F.R. Banks | 196,381 | 4,739 | 69,883 | 6,096 | 8,142 | 10,814 | 33,400 | 12,618 | 4,210 | 2,798 | 3,441 | 12,684 | 27,556 |
Federal Reserve notes, net | 883,465 | 30,784 | 327,116 | 32,145 | 36,443 | 71,266 | 103,966 | 72,526 | 28,603 | 16,608 | 25,269 | 50,198 | 88,542 |
Reverse repurchase agreements 14 | 53,720 | 1,031 | 20,998 | 833 | 2,122 | 1,936 | 6,472 | 5,813 | 2,105 | 889 | 2,425 | 2,597 | 6,498 |
Deposits | 1,248,379 | 13,085 | 792,847 | 36,458 | 15,526 | 176,915 | 35,985 | 39,341 | 9,993 | 4,442 | 27,154 | 16,914 | 79,718 |
Depository institutions | 1,116,260 | 13,073 | 660,918 | 36,454 | 15,523 | 176,767 | 35,983 | 39,333 | 9,992 | 4,440 | 27,153 | 16,913 | 79,711 |
U.S. Treasury, general account | 122,517 | 0 | 122,517 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
5,001 | 0 | 5,001 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 4,228 | 1 | 4,200 | 4 | 3 | 11 | 2 | 1 | 0 | 1 | 0 | 1 | 3 |
Other | 373 | 11 | 211 | 0 | 0 | 136 | 0 | 8 | 1 | 0 | 1 | 0 | 4 |
Deferred availability cash items | 2,975 | 86 | 0 | 307 | 815 | 86 | 286 | 189 | 55 | 269 | 150 | 189 | 544 |
Other liabilities and accrued dividends 15 |
12,290 | 174 | 8,512 | 181 | 271 | 457 | 634 | 563 | 240 | 140 | 235 | 296 | 588 |
Total liabilities | 2,200,829 | 45,158 | 1,149,473 | 69,924 | 55,178 | 250,660 | 147,343 | 118,432 | 40,996 | 22,348 | 55,233 | 70,195 | 175,890 |
Capital | |||||||||||||
Capital paid in | 25,672 | 944 | 7,442 | 2,802 | 1,921 | 7,140 | 1,600 | 622 | 240 | 712 | 208 | 352 | 1,688 |
Surplus | 25,207 | 944 | 7,474 | 2,562 | 1,910 | 6,914 | 1,581 | 620 | 240 | 712 | 210 | 353 | 1,687 |
Other capital | 1,121 | 4 | 533 | 0 | 26 | 0 | 155 | 127 | 46 | 9 | 49 | 52 | 119 |
Total liabilities and capital | 2,252,828 | 47,051 | 1,164,921 | 75,288 | 59,035 | 264,714 | 150,679 | 119,801 | 41,522 | 23,781 | 55,701 | 70,952 | 179,385 |
Federal Reserve notes and collateral | Wednesday Feb 3, 2010 |
---|---|
Federal Reserve notes outstanding | 1,079,845 |
Less: Notes held by F.R. Banks not subject to collateralization | 196,381 |
Federal Reserve notes to be collateralized | 883,465 |
Collateral held against Federal Reserve notes | 883,465 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 867,228 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 1,911,604 |
Less: Face value of securities under reverse repurchase agreements | 53,069 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 1,858,534 |