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Release Date: October 29, 2009
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October 29, 2009
The weekly average value of the net portfolio holdings of Maiden Lane LLC, Maiden Lane II LLC, and Maiden
Lane III LLC, shown in table 1, reflect holdings from Thursday, October 22, 2009, through Wednesday, October
28, 2009. The holdings for the first six days of this reporting week are based on the values as of June 30,
2009. The holdings for the final day of the reporting week are based on the values as of September 30,
2009, the quarterly revaluation date. The fair value of the net portfolio holdings is updated quarterly.
FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
October 29, 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 28, 2009 Oct 21, 2009 Oct 29, 2008 Oct 28, 2009
Reserve Bank credit 2,154,356 - 17,385 + 281,403 2,143,997
Securities held outright (1) 1,692,177 + 14,292 +1,201,795 1,690,228
U.S. Treasury securities 774,552 + 1,076 + 298,067 774,561
Bills (2) 18,423 0 0 18,423
Notes and bonds, nominal (2) 705,713 + 1,050 + 294,956 705,713
Notes and bonds, inflation-indexed (2) 44,643 0 + 3,837 44,643
Inflation compensation (3) 5,774 + 26 - 725 5,783
Federal agency debt securities (2) 141,601 + 3,735 + 127,704 141,601
Mortgage-backed securities (4) 776,025 + 9,482 + 776,025 774,066
Repurchase agreements (5) 0 0 - 80,000 0
Term auction credit 139,245 - 16,196 - 162,118 139,245
Other loans 107,630 - 539 - 281,179 109,179
Primary credit 22,578 - 1,262 - 89,368 22,528
Secondary credit 375 - 49 + 374 370
Seasonal credit 74 - 3 + 57 78
Primary dealer and other broker-dealer credit (6) 0 0 - 87,393 0
Asset-Backed Commercial Paper Money Market
Mutual Fund Liquidity Facility 0 0 - 99,902 0
Credit extended to American International
Group, Inc., net (7) 42,786 + 1,825 - 46,763 44,800
Term Asset-Backed Securities Loan Facility 41,818 - 1,049 + 41,818 41,403
Other credit extensions 0 0 0 0
Net portfolio holdings of Commercial Paper
Funding Facility LLC (8) 32,256 - 7,556 - 8,563 19,023
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) 26,381 + 15 - 428 26,282
Net portfolio holdings of Maiden Lane II LLC (11) 14,695 + 228 + 14,695 16,007
Net portfolio holdings of Maiden Lane III LLC (12) 20,656 + 426 + 20,656 23,167
Float -2,476 - 652 - 1,237 -1,971
Central bank liquidity swaps (13) 33,315 - 8,322 - 469,952 32,930
Other Federal Reserve assets (14) 90,476 + 916 + 47,732 89,907
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 + 3,000 5,200
Treasury currency outstanding (15) 42,605 + 13 + 3,931 42,649
Total factors supplying reserve funds 2,213,202 - 17,372 + 288,334 2,202,887
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 28, 2009 Oct 21, 2009 Oct 29, 2008 Oct 28, 2009
Currency in circulation (15) 913,756 - 1,792 + 56,421 915,170
Reverse repurchase agreements (16) 65,737 + 1,930 - 28,586 64,446
Foreign official and international accounts 65,737 + 1,930 - 3,586 64,446
Dealers 0 0 - 25,000 0
Treasury cash holdings 284 - 17 + 15 257
Deposits with F.R. Banks, other than reserve balances 86,496 - 68,214 - 581,070 78,364
U.S. Treasury, general account 43,241 - 40,220 - 57,495 30,563
U.S. Treasury, supplementary financing account 29,992 - 34,988 - 528,872 29,992
Foreign official 2,297 + 642 + 2,123 3,415
Service-related 3,237 - 158 - 2,761 3,237
Required clearing balances 3,237 - 158 - 2,761 3,237
Adjustments to compensate for float 0 0 0 0
Other 7,730 + 6,511 + 5,936 11,158
Other liabilities and capital (17) 61,537 - 594 + 17,091 64,428
Total factors, other than reserve balances,
absorbing reserve funds 1,127,810 - 68,687 - 536,129 1,122,666
Reserve balances with Federal Reserve Banks 1,085,392 + 51,314 + 824,463 1,080,221
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 28, 2009 Oct 21, 2009 Oct 29, 2008 Oct 28, 2009
Marketable securities held in custody for foreign
official and international accounts (1) 2,898,585 + 11,379 + 412,393 2,897,927
U.S. Treasury securities 2,135,910 + 11,754 + 564,736 2,137,416
Federal agency securities (2) 762,675 - 376 - 152,343 760,511
Securities lent to dealers 6,308 - 1,100 - 216,258 5,535
Overnight facility (3) 6,308 - 1,100 - 18,759 5,535
U.S. Treasury securities 5,649 - 1,166 - 19,418 5,222
Federal agency debt securities 659 + 66 + 659 313
Term facility (4) 0 0 - 197,499 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 28, 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 42,941 96,304 --- --- --- --- 139,245
Other loans (1) 18,195 4,782 0 86,203 0 --- 109,179
U.S. Treasury securities (2)
Holdings 15,344 26,706 55,499 324,037 210,318 142,657 774,561
Weekly changes - 3,520 + 3,521 + 2 + 7 + 6 + 1,060 + 1,075
Federal agency debt securities (3)
Holdings 0 98 22,353 86,370 30,744 2,036 141,601
Weekly changes 0 0 + 1,062 - 1,062 + 1,741 + 19 + 1,760
Mortgage-backed securities (4)
Holdings 0 0 0 0 0 774,066 774,066
Weekly changes 0 0 0 0 0 - 2,802 - 2,802
Commercial paper held by
Commercial Paper Funding
Facility LLC (5) 4,884 9,679 0 --- --- --- 14,563
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) 26,638 6,292 0 0 0 0 32,930
Reverse repurchase agreements (7) 64,446 0 --- --- --- --- 64,446
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 28, 2009
Mortgage-backed securities held outright (1) 774,066
Commitments to buy mortgage-backed securities (2) 170,604
Commitments to sell mortgage-backed securities (2) 1,731
Cash and cash equivalents (3) 464
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 28, 2009
Net portfolio holdings of Maiden Lane LLC (1) 26,282
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) 387
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 1,237
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 September 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 28, 2009
Net portfolio holdings of Maiden Lane II LLC (1) 16,007
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) 231
Deferred payment and accrued interest payable to subsidiaries of American International
Group, Inc. (3) 1,031
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 September 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 28, 2009
Net portfolio holdings of Maiden Lane III LLC (1) 23,167
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) 300
Outstanding principal amount and accrued interest on loan payable to American International
Group, Inc. (3) 5,164
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 September 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 28, 2009
Commercial paper holdings, net (1) 14,240
Other investments, net 4,784
Net portfolio holdings of Commercial Paper Funding Facility LLC 19,023
Memorandum: Commercial paper holdings, face value 14,563
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 14,467
Accrued interest payable to the Federal Reserve Bank of New York (2) 3
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 28, 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 28, 2009 Oct 21, 2009 Oct 29, 2008
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 + 3,000
Coin 2,063 + 38 + 418
Securities, repurchase agreements, term auction
credit, and other loans 1,938,652 - 14,438 + 697,437
Securities held outright (1) 1,690,228 + 33 +1,200,139
U.S. Treasury securities 774,561 + 1,075 + 298,092
Bills (2) 18,423 0 0
Notes and bonds, nominal (2) 705,713 + 1,050 + 294,956
Notes and bonds, inflation-indexed (2) 44,643 0 + 3,837
Inflation compensation (3) 5,783 + 25 - 701
Federal agency debt securities (2) 141,601 + 1,760 + 127,981
Mortgage-backed securities (4) 774,066 - 2,802 + 774,066
Repurchase agreements (5) 0 0 - 80,000
Term auction credit 139,245 - 16,195 - 162,118
Other loans 109,179 + 1,724 - 260,584
Net portfolio holdings of Commercial Paper
Funding Facility LLC (6) 19,023 - 20,406 - 125,785
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) 26,282 - 116 - 566
Net portfolio holdings of Maiden Lane II LLC (9) 16,007 + 1,531 + 16,007
Net portfolio holdings of
Maiden Lane III LLC (10) 23,167 + 2,930 + 23,167
Items in process of collection (297) 415 - 121 - 668
Bank premises 2,229 + 4 + 55
Central bank liquidity swaps (11) 32,930 - 8,707 - 465,930
Other assets (12) 87,668 - 311 + 46,859
Total assets (297) 2,164,673 - 39,595 + 193,993
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 28, 2009 Oct 21, 2009 Oct 29, 2008
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 874,838 - 485 + 51,125
Reverse repurchase agreements (13) 64,446 + 838 - 30,209
Deposits (0) 1,158,575 - 42,482 + 152,877
Depository institutions 1,083,447 + 23,878 + 657,475
U.S. Treasury, general account 30,563 - 43,167 + 11,079
U.S. Treasury, supplementary financing account 29,992 - 34,988 - 528,872
Foreign official 3,415 + 1,648 + 3,228
Other (0) 11,158 + 10,147 + 9,966
Deferred availability cash items (297) 2,386 - 198 + 69
Other liabilities and accrued dividends (14) 11,911 + 1,397 + 8,032
Total liabilities (297) 2,112,155 - 40,931 + 181,894
Capital accounts
Capital paid in 24,943 + 21 + 4,629
Surplus 21,406 + 8 + 3,071
Other capital accounts 6,168 + 1,306 + 4,399
Total capital 52,517 + 1,335 + 12,099
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 28, 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 2,063 67 83 168 153 282 248 274 37 64 140 218 329
Securities, repurchase agreements, term
auction credit, and other loans 1,938,652 40,940 875,623 32,195 69,582 62,393 204,428 186,368 67,687 28,418 77,464 82,182 211,374
Securities held outright (1) 1,690,228 32,424 660,669 26,222 66,778 60,911 203,649 182,901 66,217 27,982 76,295 81,725 204,456
U.S. Treasury securities 774,561 14,858 302,757 12,017 30,601 27,913 93,324 83,816 30,344 12,823 34,963 37,451 93,693
Bills (2) 18,423 353 7,201 286 728 664 2,220 1,994 722 305 832 891 2,228
Notes and bonds (3) 756,138 14,505 295,556 11,731 29,874 27,249 91,104 81,822 29,623 12,518 34,131 36,560 91,465
Federal agency debt securities (2) 141,601 2,716 55,348 2,197 5,594 5,103 17,061 15,323 5,547 2,344 6,392 6,847 17,129
Mortgage-backed securities (4) 774,066 14,849 302,563 12,009 30,582 27,895 93,264 83,762 30,325 12,815 34,941 37,427 93,634
Repurchase agreements (5) 0 0 0 0 0 0 0 0 0 0 0 0 0
Term auction credit 139,245 8,342 108,016 5,683 2,804 1,267 536 2,620 1,432 305 1,159 450 6,632
Other loans 109,179 175 106,938 290 0 216 243 847 38 131 10 7 286
Net portfolio holdings of Commercial
Paper Funding Facility LLC (6) 19,023 0 19,023 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) 26,282 0 26,282 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane II LLC (9) 16,007 0 16,007 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane III LLC (10) 23,167 0 23,167 0 0 0 0 0 0 0 0 0 0
Items in process of collection 712 16 0 77 168 132 211 31 30 27 20 46 -47
Bank premises 2,229 120 249 69 146 238 222 206 134 111 269 253 212
Central bank liquidity swaps (11) 32,930 1,312 8,885 3,599 2,413 9,296 2,505 1,093 326 504 323 421 2,252
Other assets (12) 87,668 2,260 30,979 3,843 4,352 9,711 9,375 7,465 2,678 1,443 3,032 3,322 9,209
Interdistrict settlement account 0 + 9,664 + 60,032 + 21,305 - 16,531 + 216,317 - 65,209 - 85,725 - 34,453 - 7,780 - 32,307 - 17,361 - 47,950
Total assets 2,164,970 54,988 1,066,043 61,916 60,986 299,662 153,789 111,047 36,918 23,073 49,429 69,983 177,135
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 28, 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 1,069,952 35,277 392,421 39,029 45,058 82,029 132,342 85,641 30,794 19,470 28,673 63,169 116,049
Less: Notes held by F.R. Banks 195,113 5,029 65,998 6,926 9,778 11,935 27,293 14,399 4,779 3,162 3,501 14,740 27,574
Federal Reserve notes, net 874,838 30,248 326,423 32,103 35,280 70,094 105,049 71,242 26,015 16,308 25,172 48,429 88,475
Reverse repurchase agreements (13) 64,446 1,236 25,190 1,000 2,546 2,322 7,765 6,974 2,525 1,067 2,909 3,116 7,796
Deposits 1,158,575 21,395 689,704 22,976 18,822 212,524 36,857 30,709 7,577 3,804 20,525 17,411 76,271
Depository institutions 1,083,447 21,386 614,785 22,971 18,818 212,385 36,853 30,670 7,574 3,804 20,524 17,410 76,267
U.S. Treasury, general account 30,563 0 30,563 0 0 0 0 0 0 0 0 0 0
U.S. Treasury, supplementary
financing account 29,992 0 29,992 0 0 0 0 0 0 0 0 0 0
Foreign official 3,415 2 3,386 4 3 11 3 1 0 1 0 1 3
Other 11,158 8 10,979 0 1 128 0 37 2 0 1 0 1
Deferred availability cash items 2,683 59 0 414 434 166 261 164 52 315 139 139 541
Other liabilities and accrued
dividends (14) 11,911 164 8,177 202 270 569 609 508 228 143 214 272 555
Total liabilities 2,112,453 53,102 1,049,494 56,694 57,353 285,676 150,541 109,596 36,396 21,637 48,959 69,366 173,638
Capital
Capital paid in 24,943 944 7,314 2,617 1,802 7,002 1,513 626 240 711 209 281 1,685
Surplus 21,406 844 5,935 2,316 1,551 5,982 1,612 704 209 324 207 271 1,450
Other capital 6,168 98 3,300 288 280 1,003 124 122 73 401 53 64 363
Total liabilities and capital 2,164,970 54,988 1,066,043 61,916 60,986 299,662 153,789 111,047 36,918 23,073 49,429 69,983 177,135
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 28, 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 28, 2009
Federal Reserve notes outstanding 1,069,952
Less: Notes held by F.R. Banks not subject to collateralization 195,113
Federal Reserve notes to be collateralized 874,838
Collateral held against Federal Reserve notes 874,838
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 858,601
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 1,690,228
Less: Face value of securities under reverse repurchase agreements 64,001
U.S. Treasury, agency debt, and mortgage-backed securities
eligible to be pledged 1,626,227
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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