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FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
October 15, 2009
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures
reserve balances of depository institutions at Week ended Change from week ended Wednesday
Federal Reserve Banks Oct 14, 2009 Oct 7, 2009 Oct 15, 2008 Oct 14, 2009
Reserve Bank credit 2,106,641 - 12,882 + 366,598 2,174,291
Securities held outright (1) 1,608,044 + 13,153 +1,117,387 1,672,833
U.S. Treasury securities 770,924 + 1,748 + 294,372 773,460
Bills (2) 18,423 0 0 18,423
Notes and bonds, nominal (2) 702,190 + 1,722 + 290,598 704,717
Notes and bonds, inflation-indexed (2) 44,588 0 + 4,617 44,588
Inflation compensation (3) 5,724 + 27 - 843 5,732
Federal agency debt securities (2) 134,546 + 1,111 + 120,441 136,384
Mortgage-backed securities (4) 702,573 + 10,292 + 702,573 762,990
Repurchase agreements (5) 0 0 - 80,000 0
Term auction credit 155,442 - 22,937 - 107,650 155,442
Other loans 111,405 + 869 - 326,125 111,758
Primary credit 27,380 - 518 - 72,279 27,231
Secondary credit 468 + 8 + 464 465
Seasonal credit 89 + 2 + 64 87
Primary dealer and other broker-dealer credit (6) 0 0 - 131,125 0
Asset-Backed Commercial Paper Money Market
Mutual Fund Liquidity Facility 43 - 36 - 129,573 0
Credit extended to American International
Group, Inc., net (7) 40,195 + 556 - 36,906 40,921
Term Asset-Backed Securities Loan Facility 43,230 + 856 + 43,230 43,053
Other credit extensions 0 0 0 0
Net portfolio holdings of Commercial Paper
Funding Facility LLC (8) 40,791 - 252 + 40,791 40,098
Net portfolio holdings of LLCs funded through
the Money Market Investor Funding Facility (9) 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (10) 26,312 + 45 - 3,180 26,361
Net portfolio holdings of Maiden Lane II LLC (11) 14,461 - 207 + 14,461 14,466
Net portfolio holdings of Maiden Lane III LLC (12) 20,175 - 257 + 20,175 20,228
Float -1,476 + 703 - 461 -731
Central bank liquidity swaps (13) 43,627 - 6,204 - 354,497 43,627
Other Federal Reserve assets (14) 87,860 + 2,205 + 45,699 90,208
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 + 3,000 5,200
Treasury currency outstanding (15) 42,621 + 14 + 3,946 42,621
Total factors supplying reserve funds 2,165,503 - 12,868 + 373,545 2,233,152
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures
reserve balances of depository institutions at Week ended Change from week ended Wednesday
Federal Reserve Banks Oct 14, 2009 Oct 7, 2009 Oct 15, 2008 Oct 14, 2009
Currency in circulation (15) 917,691 + 3,405 + 64,548 918,123
Reverse repurchase agreements (16) 62,631 - 2,814 - 23,259 61,803
Foreign official and international accounts 62,631 - 2,814 - 16,116 61,803
Dealers 0 0 - 7,143 0
Treasury cash holdings 296 + 3 + 20 303
Deposits with F.R. Banks, other than reserve balances 142,038 - 37,333 - 383,008 139,259
U.S. Treasury, general account 23,173 - 18,406 + 15,835 15,570
U.S. Treasury, supplementary financing account 99,967 - 29,989 - 394,886 99,967
Foreign official 1,637 - 341 + 1,329 1,664
Service-related 3,395 - 5 - 2,742 3,396
Required clearing balances 3,395 - 1 - 2,742 3,396
Adjustments to compensate for float 0 - 4 0 0
Other 13,865 + 11,407 - 2,545 18,662
Other liabilities and capital (17) 61,227 + 1,115 + 14,660 65,079
Total factors, other than reserve balances,
absorbing reserve funds 1,183,884 - 35,623 - 327,038 1,184,567
Reserve balances with Federal Reserve Banks 981,619 + 22,755 + 700,583 1,048,585
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
to table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is
the remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain
other broker-dealers.
7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and
allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
8. Refer to table 7 and the note on consolidation accompanying table 10.
9. Refer to table 8 and the note on consolidation accompanying table 10.
10. Refer to table 4 and the note on consolidation accompanying table 10.
11. Refer to table 5 and the note on consolidation accompanying table 10.
12. Refer to table 6 and the note on consolidation accompanying table 10.
13. 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.
14. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
15. Estimated.
16. Cash value of agreements, which are collateralized by U.S. Treasury securities.
17. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market
Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC to entities other
than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio
holdings of these LLCs. Refer to table 4 through table 8 and the note on consolidation accompanying table 10.
Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
1A. Memorandum Items
Millions of dollars
Averages of daily figures
Memorandum item Week ended Change from week ended Wednesday
Oct 14, 2009 Oct 7, 2009 Oct 15, 2008 Oct 14, 2009
Marketable securities held in custody for foreign
official and international accounts (1) 2,864,571 + 4,072 + 378,283 2,864,427
U.S. Treasury securities 2,101,676 + 4,019 + 550,685 2,100,059
Federal agency securities (2) 762,895 + 54 - 172,403 764,369
Securities lent to dealers 6,842 - 3,744 - 213,556 7,384
Overnight facility (3) 6,842 - 3,744 - 19,010 7,384
U.S. Treasury securities 6,355 - 3,755 - 19,497 6,833
Federal agency debt securities 488 + 12 + 488 551
Term facility (4) 0 0 - 194,546 0
Note: Components may not sum to totals because of rounding.
1. Face value of the securities. Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed
securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency securities, and other highly rated debt securities.
2. Maturity Distribution of Term Auction Credit, Other Loans, and Securities, October 14, 2009
Millions of dollars
Remaining maturity Within 15 16 days to 91 days to Over 1 year Over 5 years Over 10 All
days 90 days 1 year to 5 years to 10 years years
Term auction credit 55,763 99,679 --- --- --- --- 155,442
Other loans (1) 21,093 6,691 0 83,975 0 --- 111,758
U.S. Treasury securities (2)
Holdings 12,748 26,654 58,172 324,298 210,095 141,493 773,460
Weekly changes - 2,503 + 2,503 + 3 + 7 + 2,955 + 1,310 + 4,275
Federal agency debt securities (3)
Holdings 0 30 19,920 85,414 29,003 2,017 136,384
Weekly changes 0 0 + 1,923 + 873 - 223 0 + 2,573
Mortgage-backed securities (4)
Holdings 0 0 0 0 0 762,990 762,990
Weekly changes 0 0 0 0 0 + 70,699 + 70,699
Commercial paper held by
Commercial Paper Funding
Facility LLC (5) 31,214 4,600 0 --- --- --- 35,815
Money market instruments held by
LLCs funded through the Money
Market Investor Funding
Facility (6) 0 0 0 --- --- --- 0
Repurchase agreements (7) 0 0 --- --- --- --- 0
Central bank liquidity swaps (8) 38,620 5,007 0 0 0 0 43,627
Reverse repurchase agreements (7) 61,803 0 --- --- --- --- 61,803
Note: Components may not sum to totals because of rounding.
--- Not applicable.
1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Commercial Paper Funding Facility LLC, the
LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden
Lane III LLC. The loans were eliminated when preparing the FRBNY's statement of condition consistent with
consolidation under generally accepted accounting principles.
2. 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.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining
principal balance of the underlying mortgages.
5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.
6. Face value of money market instruments held by LLCs funded through the Money Market Investor Funding Facility.
7. Cash value of agreements.
8. 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.
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
Wednesday
Account name Oct 14, 2009
Mortgage-backed securities held outright (1) 762,990
Commitments to buy mortgage-backed securities (2) 151,558
Commitments to sell mortgage-backed securities (2) 70
Cash and cash equivalents (3) 241
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
remaining principal balance of the underlying mortgages.
2. Current face value. Generally settle within 180 days and include commitments associated with outright
transactions as well as dollar rolls.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Wednesday
Account name Oct 14, 2009
Net portfolio holdings of Maiden Lane LLC (1) 26,361
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) 382
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 1,235
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if
the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly.
This table reflects valuations as of June 30, 2009. Any assets purchased after this valuation date
are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement
of condition consistent with consolidation under generally accepted accounting principles. Refer to
the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1
and in other liabilities and accrued dividends in table 9 and table 10.
Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed
to acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of
the credit extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the
proceeds of the net portfolio holdings will be made in the following order: operating expenses of the LLC,
principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest
due to JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Wednesday
Account name Oct 14, 2009
Net portfolio holdings of Maiden Lane II LLC (1) 14,466
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 16,296
Accrued interest payable to the Federal Reserve Bank of New York (2) 223
Deferred payment and accrued interest payable to subsidiaries of American International
Group, Inc. (3) 1,029
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if
the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly.
This table reflects valuations as of June 30, 2009. Any assets purchased after this valuation date
are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement
of condition consistent with consolidation under generally accepted accounting principles. Refer to the
note on consolidation accompanying table 10.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due
to subsidiaries of American International Group, Inc. in accordance with the asset purchase agreement.
The fair value of this payment and accrued interest payable are included in other liabilities and capital
in table 1 and in other liabilities and accrued dividends in table 9 and table 10.
Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company
was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden
Lane II LLC from the proceeds of the net portfolio holdings will be made in the following order: operating
expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment
and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Wednesday
Account name Oct 14, 2009
Net portfolio holdings of Maiden Lane III LLC (1) 20,228
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 19,036
Accrued interest payable to the Federal Reserve Bank of New York (2) 291
Outstanding principal amount and accrued interest on loan payable to American International
Group, Inc. (3) 5,157
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if
the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly.
This table reflects valuations as of June 30, 2009. Any assets purchased after this valuation date
are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement
of condition consistent with consolidation under generally accepted accounting principles. Refer to the
note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1
and in other liabilities and accrued dividends in table 9 and table 10.
Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane
III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions.
Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following
order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY,
principal due to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.
7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
Wednesday
Account name Oct 14, 2009
Commercial paper holdings, net (1) 35,499
Other investments, net 4,599
Net portfolio holdings of Commercial Paper Funding Facility LLC 40,098
Memorandum: Commercial paper holdings, face value 35,815
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 35,581
Accrued interest payable to the Federal Reserve Bank of New York (2) 19
1. Book value, which includes amortized cost and related fees.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of
condition consistent with consolidation under generally accepted accounting principles. Refer to the
note on consolidation accompanying table 10.
Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of
section 13(3) of the Federal Reserve Act to Commercial Paper Funding Facility LLC. This LLC is a limited
liability company formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers
and thereby foster liquidity in short-term funding markets and increase the availability of credit for
businesses and households.
8. Information on Principal Accounts of LLCs Funded through the Money Market Investor Funding Facility
Millions of dollars
Wednesday
Account name Oct 14, 2009
Money market instrument holdings, net (1) 0
Other investments, net 0
Net portfolio holdings of LLCs funded through the Money Market Investor Funding Facility 0
Memorandum: Money market instrument holdings, face value 0
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
Commercial paper issued by LLCs funded through the Money Market Investor Funding Facility,
net of related discounts 0
1. Book value, which includes amortized cost.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of
condition consistent with consolidation under generally accepted accounting principles. Refer to the note
on consolidation accompanying table 10.
Note: The Federal Reserve Board authorized the Federal Reserve Bank of New York to extend credit under the
authority of section 13(3) of the Federal Reserve Act to a series of limited liability companies funded through
the Money Market Investor Funding Facility (MMIFF). The MMIFF became operational on November 24, 2008. These
limited liability companies were established to purchase short-term U.S. dollar-denominated certificates of
deposit, bank notes, and outstanding asset-backed commercial paper from eligible issuers. Such purchases are
designed to foster liquidity in short-term money markets.
9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Eliminations Change since
from Wednesday Wednesday Wednesday
Assets, liabilities, and capital consolidation Oct 14, 2009 Oct 7, 2009 Oct 15, 2008
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 + 3,000
Coin 1,991 + 1 + 445
Securities, repurchase agreements, term auction
credit, and other loans 1,940,033 + 55,163 + 664,911
Securities held outright (1) 1,672,833 + 77,546 +1,182,173
U.S. Treasury securities 773,460 + 4,275 + 296,905
Bills (2) 18,423 0 0
Notes and bonds, nominal (2) 704,717 + 4,249 + 293,960
Notes and bonds, inflation-indexed (2) 44,588 0 + 3,782
Inflation compensation (3) 5,732 + 26 - 837
Federal agency debt securities (2) 136,384 + 2,573 + 122,279
Mortgage-backed securities (4) 762,990 + 70,699 + 762,990
Repurchase agreements (5) 0 0 - 80,000
Term auction credit 155,442 - 22,937 - 107,650
Other loans 111,758 + 554 - 329,612
Net portfolio holdings of Commercial Paper
Funding Facility LLC (6) 40,098 - 961 + 40,098
Net portfolio holdings of LLCs funded through
the Money Market Investor Funding Facility (7) 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 26,361 + 57 - 3,165
Net portfolio holdings of Maiden Lane II LLC (9) 14,466 + 5 + 14,466
Net portfolio holdings of
Maiden Lane III LLC (10) 20,228 + 62 + 20,228
Items in process of collection (788) 2,744 + 2,591 - 1,314
Bank premises 2,223 + 2 + 53
Central bank liquidity swaps (11) 43,627 - 6,204 - 363,255
Other assets (12) 87,954 + 4,030 + 48,064
Total assets (788) 2,195,962 + 54,747 + 423,531
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Eliminations Change since
from Wednesday Wednesday Wednesday
Assets, liabilities, and capital consolidation Oct 14, 2009 Oct 7, 2009 Oct 15, 2008
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 877,792 + 1,672 + 59,294
Reverse repurchase agreements (13) 61,803 - 1,097 - 46,016
Deposits (0) 1,187,813 + 48,045 + 392,101
Depository institutions 1,051,949 + 85,412 + 780,068
U.S. Treasury, general account 15,570 - 15,435 - 8,413
U.S. Treasury, supplementary financing account 99,967 - 29,989 - 399,162
Foreign official 1,664 - 221 + 1,474
Other (0) 18,662 + 8,278 + 18,133
Deferred availability cash items (788) 3,474 + 694 - 570
Other liabilities and accrued dividends (14) 13,039 + 4,478 + 8,538
Total liabilities (788) 2,143,922 + 53,794 + 413,348
Capital accounts
Capital paid in 24,897 + 8 + 4,581
Surplus 21,390 + 9 + 2,865
Other capital accounts 5,754 + 937 + 2,738
Total capital 52,040 + 953 + 10,182
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
to table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is
the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation accompanying table 10.
7. Refer to table 8 and the note on consolidation accompanying table 10.
8. Refer to table 4 and the note on consolidation accompanying table 10.
9. Refer to table 5 and the note on consolidation accompanying table 10.
10. Refer to table 6 and the note on consolidation accompanying table 10.
11. 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.
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market
Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC to entities other
than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio
holdings of these LLCs. Refer to table 4 through table 8 and the note on consolidation accompanying table 10.
10. Statement of Condition of Each Federal Reserve Bank, October 14, 2009
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas 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 1,991 63 77 166 144 277 238 263 34 60 134 213 321
Securities, repurchase agreements, term
auction credit, and other loans 1,940,033 40,525 886,862 34,167 69,108 61,659 201,886 184,360 67,153 28,030 76,467 80,832 208,983
Securities held outright (1) 1,672,833 32,008 656,489 25,886 65,920 60,129 201,035 180,553 65,367 27,623 75,316 80,676 201,831
U.S. Treasury securities 773,460 14,837 302,326 11,999 30,558 27,873 93,191 83,697 30,301 12,805 34,913 37,398 93,560
Bills (2) 18,423 353 7,201 286 728 664 2,220 1,994 722 305 832 891 2,228
Notes and bonds (3) 755,037 14,484 295,125 11,714 29,830 27,209 90,972 81,703 29,579 12,500 34,082 36,507 91,332
Federal agency debt securities (2) 136,384 2,616 53,309 2,116 5,388 4,915 16,432 14,758 5,343 2,258 6,156 6,594 16,497
Mortgage-backed securities (4) 762,990 14,554 300,853 11,770 29,974 27,341 91,412 82,098 29,723 12,560 34,247 36,684 91,774
Repurchase agreements (5) 0 0 0 0 0 0 0 0 0 0 0 0 0
Term auction credit 155,442 8,357 120,819 8,183 3,179 1,287 691 2,875 1,714 285 1,134 150 6,769
Other loans 111,758 160 109,554 99 9 243 160 932 72 123 17 6 383
Net portfolio holdings of Commercial
Paper Funding Facility LLC (6) 40,098 0 40,098 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of LLCs funded
through the Money Market Investor
Funding Facility (7) 0 0 0 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden Lane
LLC (8) 26,361 0 26,361 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane II LLC (9) 14,466 0 14,466 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane III LLC (10) 20,228 0 20,228 0 0 0 0 0 0 0 0 0 0
Items in process of collection 3,532 59 0 349 215 69 2,299 83 193 37 70 66 93
Bank premises 2,223 121 244 69 146 239 222 206 134 111 269 252 212
Central bank liquidity swaps (11) 43,627 1,789 10,847 4,906 3,289 12,673 3,415 1,491 444 687 441 574 3,070
Other assets (12) 87,954 2,265 31,083 3,877 4,363 9,858 9,395 7,456 2,672 1,444 3,024 3,314 9,203
Interdistrict settlement account 0 + 12,702 + 36,162 + 21,923 - 13,381 + 218,708 - 64,516 - 84,837 - 33,419 - 7,701 - 34,321 - 16,929 - 34,391
Total assets 2,196,750 58,132 1,072,141 66,117 64,587 304,775 154,950 110,356 37,691 22,956 46,573 69,225 189,247
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
10. Statement of Condition of Each Federal Reserve Bank, October 14, 2009 (continued)
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco
Liabilities
Federal Reserve notes outstanding 1,065,349 35,128 392,430 39,250 44,959 82,116 131,675 85,506 30,824 19,555 28,629 62,814 112,464
Less: Notes held by F.R. Banks 187,557 4,726 62,175 6,916 9,096 11,758 26,193 13,978 4,443 3,162 3,362 15,177 26,571
Federal Reserve notes, net 877,792 30,402 330,255 32,333 35,863 70,357 105,481 71,528 26,381 16,393 25,267 47,637 85,894
Reverse repurchase agreements (13) 61,803 1,186 24,157 959 2,442 2,227 7,446 6,688 2,421 1,023 2,790 2,988 7,476
Deposits 1,187,813 24,348 692,908 26,548 21,895 217,321 37,690 29,804 7,906 3,539 17,606 17,404 90,844
Depository institutions 1,051,949 24,341 557,275 26,544 21,891 217,167 37,687 29,756 7,901 3,539 17,604 17,404 90,841
U.S. Treasury, general account 15,570 0 15,570 0 0 0 0 0 0 0 0 0 0
U.S. Treasury, supplementary
financing account 99,967 0 99,967 0 0 0 0 0 0 0 0 0 0
Foreign official 1,664 2 1,635 4 3 11 3 1 0 1 0 1 3
Other 18,662 6 18,460 0 1 142 0 46 5 0 1 0 0
Deferred availability cash items 4,263 138 0 803 521 156 398 293 198 402 192 268 893
Other liabilities and accrued
dividends (14) 13,039 163 9,266 196 268 609 599 514 234 145 215 273 558
Total liabilities 2,144,710 56,236 1,056,586 60,839 60,989 290,671 151,614 108,827 37,141 21,503 46,069 68,571 185,665
Capital
Capital paid in 24,897 925 7,314 2,617 1,802 7,002 1,498 623 238 711 209 282 1,676
Surplus 21,390 844 5,918 2,316 1,551 5,982 1,612 704 209 324 207 271 1,450
Other capital 5,754 127 2,323 345 245 1,121 226 202 102 418 87 101 456
Total liabilities and capital 2,196,750 58,132 1,072,141 66,117 64,587 304,775 154,950 110,356 37,691 22,956 46,573 69,225 189,247
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
10. Statement of Condition of Each Federal Reserve Bank, October 14, 2009 (continued)
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation below.
7. Refer to table 8 and the note on consolidation below.
8. Refer to table 4 and the note on consolidation below.
9. Refer to table 5 and the note on consolidation below.
10. Refer to table 6 and the note on consolidation below.
11. 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.
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden
Lane III LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through
table 8 and the note on consolidation below.
Note on consolidation:
The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008,
a loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding
Facility LLC, which was formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On October 21, 2008, the Federal Reserve Board authorized the FRBNY
to extend credit to a series of LLCs funded through the Money Market Investor Funding Facility. These LLCs, which became operational on November 24, 2008, were established to purchase
short-term U.S. dollar-denominated certificates of deposit, bank notes, and commercial paper from eligible issuers. On November 25, 2008, a loan was extended to Maiden Lane III LLC,
which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap
contracts. On December 12, 2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending
reinvestment portfolio of subsidiaries of American International Group, Inc.
The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC and the primary beneficiary of the other LLCs cited above. Consistent with generally accepted accounting principles,
the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release. As a
consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and
table 9), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in
this table (and table 1 and table 9).
11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral Wednesday
Oct 14, 2009
Federal Reserve notes outstanding 1,065,349
Less: Notes held by F.R. Banks not subject to collateralization 187,557
Federal Reserve notes to be collateralized 877,792
Collateral held against Federal Reserve notes 877,792
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 861,556
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 1,672,833
Less: Face value of securities under reverse repurchase agreements 61,475
U.S. Treasury, agency debt, and mortgage-backed securities
eligible to be pledged 1,611,358
Note: Components may not sum to totals because of rounding.
1. Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright,
compensation to adjust for the effect of inflation on the original face value of inflation-indexed
securities, and cash value of repurchase agreements.
2. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
to table 1A.
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