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Release Date: October 8, 2015
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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 8, 2015
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Oct 7, 2015
Federal Reserve Banks Oct 7, 2015 Sep 30, 2015 Oct 8, 2014
Reserve Bank credit 4,446,747 - 1,259 + 35,035 4,447,570
Securities held outright (1) 4,238,254 - 1,636 + 48,834 4,238,253
U.S. Treasury securities 2,461,924 - 23 + 8,936 2,461,911
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 2,346,639 - 1 + 8,409 2,346,639
Notes and bonds, inflation-indexed (2) 98,534 0 + 306 98,534
Inflation compensation (3) 16,750 - 23 + 220 16,737
Federal agency debt securities (2) 35,093 0 - 4,913 35,093
Mortgage-backed securities (4) 1,741,237 - 1,613 + 44,812 1,741,249
Unamortized premiums on securities held outright (5) 193,448 - 424 - 15,614 193,338
Unamortized discounts on securities held outright (5) -16,997 + 41 + 1,754 -16,986
Repurchase agreements (6) 0 0 0 0
Loans 215 - 45 - 14 226
Primary credit 8 - 10 + 2 24
Secondary credit 0 0 0 0
Seasonal credit 207 - 35 - 2 202
Term Asset-Backed Securities Loan Facility (7) 0 0 - 14 0
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 1,703 + 1 + 38 1,703
Net portfolio holdings of TALF LLC (9) 0 0 - 35 0
Float 260 + 226 + 901 172
Central bank liquidity swaps (10) 143 - 538 + 143 143
Other Federal Reserve assets (11) 29,722 + 1,117 - 971 30,722
Foreign currency denominated assets (12) 20,102 + 80 - 2,188 20,081
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (13) 47,196 + 14 + 1,011 47,196
Total factors supplying reserve funds 4,530,287 - 1,165 + 33,859 4,531,088
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 Wednesday
reserve balances of depository institutions at Week ended Change from week ended Oct 7, 2015
Federal Reserve Banks Oct 7, 2015 Sep 30, 2015 Oct 8, 2014
Currency in circulation (13) 1,388,689 + 3,779 + 97,057 1,390,904
Reverse repurchase agreements (14) 332,721 - 52,572 + 51,988 282,684
Foreign official and international accounts 168,883 - 425 + 71,813 167,250
Others 163,838 - 52,147 - 19,825 115,434
Treasury cash holdings 196 + 34 + 10 228
Deposits with F.R. Banks, other than reserve balances 109,764 - 71,013 - 879 112,844
Term deposits held by depository institutions 0 0 0 0
U.S. Treasury, General Account 83,381 - 61,784 - 13,080 87,139
Foreign official 5,256 - 139 + 8 5,256
Other (15) 21,127 - 9,090 + 12,193 20,449
Other liabilities and capital (16) 66,283 + 295 + 2,396 65,635
Total factors, other than reserve balances,
absorbing reserve funds 1,897,653 - 119,478 + 150,572 1,852,295
Reserve balances with Federal Reserve Banks 2,632,633 + 118,312 - 116,714 2,678,794
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; 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. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the
Term Asset-Backed Securities Loan Facility.
8. Refer to table 4 and the note on consolidation accompanying table 6.
9. Refer to the note on consolidation accompanying table 6.
10. 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.
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for
depreciation.
12. Revalued daily at current foreign currency exchange rates.
13. Estimated.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
15. Includes deposits held at the Reserve Banks by international and multilateral organizations,
government-sponsored enterprises, and designated financial market utilities.
16. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.
Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
1A. Memorandum Items
Millions of dollars
Memorandum item Averages of daily figures Wednesday
Week ended Change from week ended Oct 7, 2015
Oct 7, 2015 Sep 30, 2015 Oct 8, 2014
Securities held in custody for foreign official and
international accounts 3,328,542 - 5,154 - 8,083 3,320,548
Marketable U.S. Treasury securities (1) 3,002,605 - 4,580 + 1,084 2,994,696
Federal agency debt and mortgage-backed securities (2) 281,079 - 501 - 10,559 280,858
Other securities (3) 44,858 - 73 + 1,392 44,994
Securities lent to dealers 14,836 + 705 + 3,077 13,511
Overnight facility (4) 14,836 + 705 + 3,077 13,511
U.S. Treasury securities 14,788 + 708 + 3,786 13,464
Federal agency debt securities 48 - 3 - 709 47
Note: Components may not sum to totals because of rounding.
1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.
Does not include securities pledged as collateral to foreign official and international account holders
against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.
2. Face value of federal agency securities and current face value of mortgage-backed securities, which
is the remaining principal balance of the securities.
3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed
securities, and commercial paper at face value.
4. Face value. Fully collateralized by U.S. Treasury securities.
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, October 7, 2015
Millions of dollars
Remaining Maturity Within 15 16 days to 91 days to Over 1 year Over 5 year Over 10 All
days 90 days 1 year to 5 years to 10 years years
Loans 74 152 0 0 0 ... 226
U.S. Treasury securities (1)
Holdings 0 327 173,786 1,135,726 514,054 638,017 2,461,911
Weekly changes 0 0 + 6,825 - 6,833 - 6 - 24 - 37
Federal agency debt securities (2)
Holdings 947 1,202 12,452 18,145 0 2,347 35,093
Weekly changes 0 0 0 0 0 0 0
Mortgage-backed securities (3)
Holdings 0 0 0 278 9,453 1,731,518 1,741,249
Weekly changes 0 0 0 + 132 + 139 - 255 + 16
Repurchase agreements (4) 0 0 ... ... ... ... 0
Central bank liquidity swaps (5) 143 0 0 0 0 0 143
Reverse repurchase agreements (4) 282,684 0 ... ... ... ... 282,684
Term deposits 0 0 0 ... ... ... 0
Note: Components may not sum to totals because of rounding.
...Not applicable.
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.
2. Face value.
3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
4. Cash value of agreements.
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.
3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name Wednesday
Oct 7, 2015
Mortgage-backed securities held outright (1) 1,741,249
Commitments to buy mortgage-backed securities (2) 33,219
Commitments to sell mortgage-backed securities (2) 0
Cash and cash equivalents (3) 23
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
2. Current face value. Generally settle within 180 days and include commitments associated with
outright transactions, dollar rolls, and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5
and table 6.
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name Wednesday
Oct 7, 2015
Net portfolio holdings of Maiden Lane LLC (1) 1,703
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
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 0
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, 2015. 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 6.
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 5 and table 6.
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. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.
5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Oct 7, 2015 Wednesday Wednesday
consolidation Sep 30, 2015 Oct 8, 2014
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,909 0 - 8
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 4,414,831 - 355 + 33,479
Securities held outright (1) 4,238,253 - 21 + 47,364
U.S. Treasury securities 2,461,911 - 37 + 7,454
Bills (2) 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 + 7,178
Notes and bonds, inflation-indexed (2) 98,534 0 + 65
Inflation compensation (3) 16,737 - 37 + 209
Federal agency debt securities (2) 35,093 0 - 4,913
Mortgage-backed securities (4) 1,741,249 + 16 + 44,823
Unamortized premiums on securities held outright
(5) 193,338 - 339 - 15,661
Unamortized discounts on securities held outright
(5) -16,986 + 31 + 1,771
Repurchase agreements (6) 0 0 0
Loans 226 - 26 + 5
Net portfolio holdings of Maiden Lane LLC (7) 1,703 0 + 32
Net portfolio holdings of TALF LLC (8) 0 0 - 24
Items in process of collection (0) 560 + 164 + 482
Bank premises 2,233 - 8 - 25
Central bank liquidity swaps (9) 143 - 538 + 143
Foreign currency denominated assets (10) 20,081 + 79 - 2,347
Other assets (11) 28,489 + 2,734 - 951
Total assets (0) 4,486,185 + 2,074 + 30,782
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Oct 7, 2015 Wednesday Wednesday
consolidation Sep 30, 2015 Oct 8, 2014
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,345,839 + 3,449 + 96,194
Reverse repurchase agreements (12) 282,684 - 358,397 + 4,818
Deposits (0) 2,791,638 + 356,767 - 72,227
Term deposits held by depository institutions 0 0 0
Other deposits held by depository institutions 2,678,794 + 481,137 - 86,822
U.S. Treasury, General Account 87,139 - 111,577 + 1,830
Foreign official 5,256 - 975 + 13
Other (13) (0) 20,449 - 11,818 + 12,752
Deferred availability cash items (0) 388 - 95 - 304
Other liabilities and accrued dividends (14) 7,067 + 343 + 129
Total liabilities (0) 4,427,617 + 2,067 + 28,612
Capital accounts
Capital paid in 29,284 + 3 + 1,085
Surplus 29,284 + 3 + 1,085
Other capital accounts 0 0 0
Total capital 58,568 + 7 + 2,170
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; 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. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation accompanying table 6.
8. Refer to the note on consolidation accompanying table 6.
9. 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.
10. Revalued daily at current foreign currency exchange rates.
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,
government-sponsored enterprises, and designated financial market utilities.
14. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.
6. Statement of Condition of Each Federal Reserve Bank, October 7, 2015
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
City Francisco
Assets
Gold certificate account 11,037 347 3,709 340 505 783 1,600 734 299 171 288 891 1,370
Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574
Coin 1,909 48 67 133 133 304 198 275 30 44 154 196 327
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 4,414,831 111,908 2,650,143 109,799 106,138 239,773 248,626 164,053 46,064 26,965 57,357 142,217 511,787
Securities held outright (1) 4,238,253 107,438 2,544,274 105,412 101,898 230,195 238,665 157,470 44,199 25,775 55,057 136,528 491,343
U.S. Treasury securities 2,461,911 62,408 1,477,914 61,232 59,190 133,715 138,635 91,471 25,674 14,972 31,982 79,306 285,410
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,461,911 62,408 1,477,914 61,232 59,190 133,715 138,635 91,471 25,674 14,972 31,982 79,306 285,410
Federal agency debt securities (2) 35,093 890 21,067 873 844 1,906 1,976 1,304 366 213 456 1,130 4,068
Mortgage-backed securities (4) 1,741,249 44,140 1,045,293 43,308 41,864 94,573 98,053 64,695 18,159 10,590 22,620 56,091 201,864
Unamortized premiums on securities held
outright (5) 193,338 4,901 116,063 4,809 4,648 10,501 10,887 7,183 2,016 1,176 2,512 6,228 22,414
Unamortized discounts on securities
held outright (5) -16,986 -431 -10,197 -422 -408 -923 -957 -631 -177 -103 -221 -547 -1,969
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 226 0 3 0 0 0 31 31 27 118 9 8 0
Net portfolio holdings of Maiden
Lane LLC (7) 1,703 0 1,703 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of TALF LLC (8) 0 0 0 0 0 0 0 0 0 0 0 0 0
Items in process of collection 560 0 0 0 0 0 559 0 0 0 0 0 0
Bank premises 2,233 126 438 73 107 214 208 204 118 93 238 220 195
Central bank liquidity swaps (9) 143 6 46 8 11 33 8 4 1 1 2 2 21
Foreign currency denominated
assets (10) 20,081 910 6,474 1,122 1,565 4,607 1,142 539 187 84 211 289 2,948
Other assets (11) 28,489 758 16,638 717 697 1,713 1,624 1,077 372 205 413 957 3,318
Interdistrict settlement account 0 - 17,385 - 115,357 + 5,552 + 27,639 + 43,885 - 4,795 + 22,008 + 11,346 + 4,439 + 3,835 + 8,281 + 10,552
Total assets 4,486,185 96,915 2,565,679 117,954 137,031 291,723 249,825 189,319 58,567 32,092 62,651 153,336 531,092
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
6. Statement of Condition of Each Federal Reserve Bank, October 7, 2015 (continued)
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
City Francisco
Liabilities
Federal Reserve notes outstanding 1,529,673 48,921 501,025 50,104 83,596 105,717 214,686 104,952 52,456 27,065 41,273 116,447 183,431
Less: Notes held by F.R. Banks 183,834 6,300 58,737 6,720 9,994 12,571 23,405 11,596 4,864 3,159 4,840 14,560 27,089
Federal Reserve notes, net 1,345,839 42,621 442,288 43,385 73,602 93,147 191,281 93,356 47,592 23,907 36,433 101,887 156,342
Reverse repurchase agreements (12) 282,684 7,166 169,698 7,031 6,796 15,354 15,919 10,503 2,948 1,719 3,672 9,106 32,772
Deposits 2,791,638 44,318 1,930,793 64,065 51,888 169,439 38,614 83,558 7,309 5,942 21,777 41,230 332,704
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 2,678,794 44,312 1,826,717 64,063 51,885 169,145 38,604 75,154 7,272 5,941 21,776 41,228 332,696
U.S. Treasury, General Account 87,139 0 87,139 0 0 0 0 0 0 0 0 0 0
Foreign official 5,256 2 5,229 2 3 9 2 1 0 0 0 1 6
Other (13) 20,449 4 11,709 0 0 285 7 8,403 37 0 1 2 2
Deferred availability cash items 388 0 0 0 0 0 263 0 0 125 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (14) 2,005 47 1,268 43 37 81 113 72 19 11 24 64 225
Other liabilities and accrued
dividends 5,063 160 2,418 197 219 547 331 255 130 137 123 181 364
Total liabilities 4,427,617 94,311 2,546,467 114,720 132,542 278,568 246,521 187,743 57,998 31,841 62,030 152,470 522,407
Capital
Capital paid in 29,284 1,302 9,606 1,617 2,245 6,578 1,652 788 285 126 311 433 4,342
Surplus 29,284 1,302 9,606 1,617 2,245 6,578 1,652 788 285 126 311 433 4,342
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0
Total liabilities and capital 4,486,185 96,915 2,565,679 117,954 137,031 291,723 249,825 189,319 58,567 32,092 62,651 153,336 531,092
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
6. Statement of Condition of Each Federal Reserve Bank, October 7, 2015 (continued)
1. Includes securities lent to dealers under the overnight securities lending facility; 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. The current face value shown is the remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation below.
8. Refer to the note on consolidation below.
9. 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.
10. Revalued daily at current foreign currency exchange rates.
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
13. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.
14. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to
capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the
Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount
necessary to equate surplus with capital paid-in.
Note on consolidation:
The Federal Reserve Bank of New York (FRBNY) 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 (ML), which was formed to acquire certain assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was
repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. On November 25,
2008, the Federal Reserve Board authorized FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by FRBNY in connection with the
decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility. On January 15, 2013 FRBNY's commitment to extend credit to TALF LLC was eliminated.
FRBNY was the primary beneficiary of ML because it received a majority of the residual returns and could have absorbed a majority of any residual losses should they have occurred. FRBNY was
the primary beneficiary of TALF LLC, because of the two beneficiaries of TALF LLC, FRBNY and the U.S. Treasury, FRBNY was primarily responsible for directing the financial activities of TALF
LLC. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs were consolidated with the assets and liabilities of FRBNY in the preparation of the
statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from FRBNY to the LLCs were eliminated, the net assets of the LLCs appeared as assets
on the previous page (and in table 1 and table 5), and the liabilities of the LLCs to entities other than FRBNY, including those with recourse only to the portfolio holdings of the LLCs, were
included in other liabilities in this table (and table 1 and table 5).
7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral Wednesday
Oct 7, 2015
Federal Reserve notes outstanding 1,529,673
Less: Notes held by F.R. Banks not subject to collateralization 183,834
Federal Reserve notes to be collateralized 1,345,839
Collateral held against Federal Reserve notes 1,345,839
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,329,603
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,238,253
Less: Face value of securities under reverse repurchase agreements 262,197
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,976,056
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 securities lending facility; refer to table
1A.
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