Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Aug 25, 2010 | ||
---|---|---|---|---|
Week ended Aug 25, 2010 |
Change from week ended | |||
Aug 18, 2010 | Aug 26, 2009 | |||
Reserve Bank credit | 2,294,145 | - 8,361 | + 236,167 | 2,284,055 |
Securities held outright 1 | 2,051,160 | - 990 | + 572,218 | 2,044,167 |
U.S. Treasury securities | 782,829 | + 5,462 | + 42,341 | 784,498 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 717,857 | + 5,473 | + 46,035 | 719,530 |
Notes and bonds, inflation-indexed 2 | 41,129 | 0 | - 3,459 | 41,129 |
Inflation compensation 3 | 5,421 | - 10 | - 235 | 5,417 |
Federal agency debt securities 2 | 156,907 | - 718 | + 42,718 | 156,502 |
Mortgage-backed securities 4 | 1,111,424 | - 5,734 | + 487,160 | 1,103,167 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | - 221,081 | 0 |
Other loans | 57,879 | - 4,030 | - 48,109 | 56,383 |
Primary credit | 28 | + 16 | - 29,953 | 4 |
Secondary credit | 1 | + 1 | - 623 | 0 |
Seasonal credit | 93 | + 11 | - 30 | 90 |
Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility |
0 | 0 | - 108 | 0 |
Credit extended to American International Group, Inc., net 6 |
20,090 | - 3,421 | - 19,220 | 19,444 |
Term Asset-Backed Securities Loan Facility 7 | 37,667 | - 638 | + 1,825 | 36,846 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 8 |
0 | - 1 | - 52,086 | 0 |
Net portfolio holdings of Maiden Lane LLC 9 | 28,982 | - 54 | + 2,995 | 28,990 |
Net portfolio holdings of Maiden Lane II LLC 10 | 15,976 | + 14 | + 1,121 | 16,030 |
Net portfolio holdings of Maiden Lane III LLC 11 | 23,325 | + 22 | + 2,448 | 23,327 |
Net portfolio holdings of TALF LLC 12 | 570 | + 30 | + 570 | 575 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 13 |
25,733 | 0 | + 25,733 | 25,733 |
Float | -1,672 | + 92 | - 30 | -1,666 |
Central bank liquidity swaps 14 | 39 | - 395 | - 60,171 | 39 |
Other Federal Reserve assets 15 | 92,153 | - 3,050 | + 12,558 | 90,478 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | + 3,000 | 5,200 |
Treasury currency outstanding 16 | 43,317 | + 14 | + 832 | 43,317 |
Total factors supplying reserve funds | 2,353,703 | - 8,347 | + 239,998 | 2,343,613 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Aug 25, 2010 | ||
---|---|---|---|---|
Week ended Aug 25, 2010 |
Change from week ended | |||
Aug 18, 2010 | Aug 26, 2009 | |||
Currency in circulation 16 | 946,276 | - 631 | + 36,324 | 947,290 |
Reverse repurchase agreements 17 | 60,433 | + 300 | - 6,874 | 61,115 |
Foreign official and international accounts | 60,433 | + 506 | - 6,874 | 61,115 |
Dealers | 0 | - 206 | 0 | 0 |
Treasury cash holdings | 221 | + 12 | - 52 | 239 |
Deposits with F.R. Banks, other than reserve balances | 225,537 | - 15,747 | - 8,948 | 212,764 |
Term deposits held by depository institutions | 2,119 | 0 | + 2,119 | 2,119 |
U.S. Treasury, general account | 18,823 | - 9,520 | - 7,450 | 5,889 |
U.S. Treasury, supplementary financing account | 199,954 | - 1 | + 22 | 199,954 |
Foreign official | 1,691 | - 192 | - 1,645 | 1,910 |
Service-related | 2,458 | - 1 | - 2,159 | 2,458 |
Required clearing balances | 2,458 | - 1 | - 2,157 | 2,458 |
Adjustments to compensate for float | 0 | 0 | - 2 | 0 |
Other | 491 | - 6,035 | + 165 | 433 |
Other liabilities and capital 18 | 72,043 | - 144 | + 12,587 | 71,351 |
Total factors, other than reserve balances, absorbing reserve funds |
1,304,510 | - 16,210 | + 33,038 | 1,292,759 |
Reserve balances with Federal Reserve Banks | 1,049,193 | + 7,863 | + 206,960 | 1,050,854 |
Memorandum item | Averages of daily figures | Wednesday Aug 25, 2010 | ||
---|---|---|---|---|
Week ended Aug 25, 2010 |
Change from week ended | |||
Aug 18, 2010 | Aug 26, 2009 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,197,200 | + 21,273 | + 372,578 | 3,196,541 |
U.S. Treasury securities | 2,375,792 | + 21,139 | + 332,589 | 2,380,203 |
Federal agency securities 2 | 821,408 | + 134 | + 39,989 | 816,338 |
Securities lent to dealers | 5,407 | + 890 | - 8,161 | 8,009 |
Overnight facility 3 | 5,407 | + 890 | - 8,161 | 8,009 |
U.S. Treasury securities | 4,011 | + 908 | - 9,364 | 6,690 |
Federal agency debt securities | 1,397 | - 18 | + 1,204 | 1,319 |
Term facility 4 | 0 | 0 | 0 | 0 |
Remaining maturity | Within 15 days |
16 days to 90 days |
91 days to 1 year |
Over 1 year to 5 years |
Over 5 years to 10 years |
Over 10 years |
All |
---|---|---|---|---|---|---|---|
Other loans 1 | 81 | 13 | 0 | 56,290 | 0 | ... | 56,383 |
U.S. Treasury securities 2 | |||||||
Holdings | 18,673 | 11,210 | 53,293 | 342,808 | 219,689 | 138,825 | 784,498 |
Weekly changes | + 3,867 | - 3,867 | - 1 | + 1,348 | + 3,606 | - 5 | + 4,949 |
Federal agency debt securities 3 | |||||||
Holdings | 0 | 8,324 | 38,402 | 74,683 | 32,746 | 2,347 | 156,502 |
Weekly changes | - 709 | + 816 | + 68 | - 884 | 0 | 0 | - 709 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 29 | 20 | 1,103,118 | 1,103,167 |
Weekly changes | 0 | 0 | 0 | - 1 | 0 | - 9,849 | - 9,850 |
Commercial paper held by Commercial Paper Funding Facility LLC 5 |
0 | 0 | 0 | ... | ... | ... | 0 |
Asset-backed securities held by TALF LLC 6 |
0 | 0 | 0 | 0 | 0 | 0 | 0 |
Repurchase agreements 7 | 0 | 0 | ... | ... | ... | ... | 0 |
Central bank liquidity swaps 8 | 38 | 1 | 0 | 0 | 0 | 0 | 39 |
Reverse repurchase agreements 7 | 61,115 | 0 | ... | ... | ... | ... | 61,115 |
Term deposits | 0 | 2,119 | 0 | ... | ... | ... | 2,119 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Mortgage-backed securities held outright 1 | 1,103,167 |
Commitments to buy mortgage-backed securities 2 | 0 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 56 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 28,990 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 28,281 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 546 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,291 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 16,030 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 13,873 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 390 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,059 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 23,327 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 15,107 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 481 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,305 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Commercial paper holdings, net 1 | 0 |
Other investments, net | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC | 0 |
Memorandum: Commercial paper 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 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 575 |
Net portfolio holdings of TALF LLC | 575 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 0 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 0 |
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable 3 | 105 |
Account name | Wednesday Aug 25, 2010 |
---|---|
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 1 | 25,733 |
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC 2 | 197 |
Preferred interests in AIA Aurora LLC 1 | 16,469 |
Accrued dividends on preferred interests in AIA Aurora LLC 2 | 126 |
Preferred interests in ALICO Holdings LLC 1 | 9,264 |
Accrued dividends on preferred interests in ALICO Holdings LLC 2 | 71 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Aug 25, 2010 |
Change since | |
---|---|---|---|---|
Wednesday Aug 18, 2010 |
Wednesday Aug 26, 2009 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | + 3,000 |
Coin |   | 2,069 | + 8 | + 154 |
Securities, repurchase agreements, term auction credit, and other loans |
  | 2,100,550 | - 11,148 | + 288,493 |
Securities held outright 1 |   | 2,044,167 | - 5,611 | + 559,033 |
U.S. Treasury securities |   | 784,498 | + 4,949 | + 39,620 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 719,530 | + 4,959 | + 43,354 |
Notes and bonds, inflation-indexed 2 |   | 41,129 | 0 | - 3,459 |
Inflation compensation 3 |   | 5,417 | - 10 | - 274 |
Federal agency debt securities 2 |   | 156,502 | - 709 | + 39,110 |
Mortgage-backed securities 4 |   | 1,103,167 | - 9,850 | + 480,303 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Term auction credit |   | 0 | 0 | - 221,081 |
Other loans |   | 56,383 | - 5,538 | - 49,459 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
  | 0 | 0 | - 48,997 |
Net portfolio holdings of Maiden Lane LLC 7 |   | 28,990 | + 9 | + 2,976 |
Net portfolio holdings of Maiden Lane II LLC 8 |   | 16,030 | + 63 | + 1,087 |
Net portfolio holdings of Maiden Lane III LLC 9 |   | 23,327 | + 3 | + 2,439 |
Net portfolio holdings of TALF LLC 10 |   | 575 | + 35 | + 575 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
  | 25,733 | 0 | + 25,733 |
Items in process of collection | (85) | 319 | + 48 | - 130 |
Bank premises |   | 2,229 | + 2 | + 10 |
Central bank liquidity swaps 12 |   | 39 | - 395 | - 60,171 |
Other assets 13 |   | 88,278 | - 1,317 | + 11,054 |
Total assets | (85) | 2,304,376 | - 12,693 | + 226,223 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Aug 25, 2010 |
Change since | |
---|---|---|---|---|
Wednesday Aug 18, 2010 |
Wednesday Aug 26, 2009 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 906,277 | - 479 | + 35,868 |
Reverse repurchase agreements 14 |   | 61,115 | + 930 | - 7,014 |
Deposits | (0) | 1,263,647 | - 12,948 | + 185,203 |
Term deposits held by depository institutions |   | 2,119 | 0 | + 2,119 |
Other deposits held by depository institutions |   | 1,053,342 | + 11,547 | + 191,387 |
U.S. Treasury, general account |   | 5,889 | - 24,328 | - 6,939 |
U.S. Treasury, supplementary financing account |   | 199,954 | - 1 | + 22 |
Foreign official |   | 1,910 | - 185 | - 1,498 |
Other | (0) | 433 | + 20 | + 112 |
Deferred availability cash items | (85) | 1,985 | - 93 | - 361 |
Other liabilities and accrued dividends 15 |   | 15,040 | + 107 | + 6,784 |
Total liabilities | (85) | 2,248,065 | - 12,482 | + 220,480 |
Capital accounts | ||||
Capital paid in |   | 26,722 | + 29 | + 1,940 |
Surplus |   | 25,845 | + 6 | + 4,514 |
Other capital accounts |   | 3,743 | - 246 | - 712 |
Total capital |   | 56,311 | - 211 | + 5,743 |
Assets, liabilities, and capital | Total | Boston | New York | Philadelphia | Cleveland | Richmond | Atlanta | Chicago | St. Louis | Minneapolis | Kansas City |
Dallas | San Francisco |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets | |||||||||||||
Gold certificate account | 11,037 | 369 | 4,038 | 404 | 463 | 846 | 1,385 | 887 | 324 | 203 | 296 | 652 | 1,170 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,069 | 63 | 70 | 163 | 151 | 303 | 197 | 321 | 30 | 58 | 149 | 217 | 346 |
Securities, repurchase agreements, term auction credit, and other loans |
2,100,550 | 51,731 | 890,418 | 47,737 | 69,452 | 232,809 | 193,454 | 154,105 | 52,681 | 28,014 | 70,125 | 85,847 | 224,176 |
Securities held outright 1 | 2,044,167 | 51,731 | 834,128 | 47,737 | 69,452 | 232,809 | 193,435 | 154,102 | 52,654 | 27,984 | 70,123 | 85,836 | 224,176 |
U.S. Treasury securities | 784,498 | 19,853 | 320,117 | 18,320 | 26,654 | 89,346 | 74,235 | 59,140 | 20,207 | 10,740 | 26,911 | 32,941 | 86,033 |
Bills 2 | 18,423 | 466 | 7,517 | 430 | 626 | 2,098 | 1,743 | 1,389 | 475 | 252 | 632 | 774 | 2,020 |
Notes and bonds 3 | 766,075 | 19,387 | 312,599 | 17,890 | 26,028 | 87,248 | 72,492 | 57,752 | 19,733 | 10,487 | 26,279 | 32,168 | 84,013 |
Federal agency debt securities 2 | 156,502 | 3,961 | 63,861 | 3,655 | 5,317 | 17,824 | 14,809 | 11,798 | 4,031 | 2,142 | 5,369 | 6,572 | 17,163 |
Mortgage-backed securities 4 | 1,103,167 | 27,917 | 450,151 | 25,762 | 37,481 | 125,639 | 104,390 | 83,164 | 28,416 | 15,102 | 37,843 | 46,322 | 120,980 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Other loans | 56,383 | 0 | 56,290 | 0 | 0 | 1 | 19 | 3 | 27 | 30 | 2 | 12 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 |
28,990 | 0 | 28,990 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
16,030 | 0 | 16,030 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
23,327 | 0 | 23,327 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 575 | 0 | 575 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
25,733 | 0 | 25,733 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 404 | 13 | 0 | 24 | 88 | 10 | 130 | 33 | 19 | 12 | 14 | 28 | 34 |
Bank premises | 2,229 | 123 | 257 | 69 | 143 | 238 | 219 | 210 | 135 | 108 | 266 | 248 | 212 |
Central bank liquidity swaps 12 | 39 | 1 | 11 | 4 | 3 | 11 | 2 | 1 | 0 | 1 | 0 | 1 | 3 |
Other assets 13 | 88,278 | 2,526 | 33,261 | 4,306 | 3,985 | 14,114 | 7,469 | 5,306 | 1,858 | 1,573 | 2,363 | 2,998 | 8,519 |
Interdistrict settlement account | 0 | + 4,017 | + 102,646 | + 23,398 | - 15,329 | + 11,401 | - 44,315 | - 37,288 | - 13,888 | + 9,620 | - 17,407 | + 211 | - 23,066 |
Total assets | 2,304,461 | 59,041 | 1,127,173 | 76,315 | 59,193 | 260,144 | 159,194 | 124,000 | 41,310 | 39,680 | 55,958 | 90,484 | 211,968 |
Assets, liabilities, and capital | Total | Boston | New York | Philadelphia | Cleveland | Richmond | Atlanta | Chicago | St. Louis | Minneapolis | Kansas City |
Dallas | San Francisco |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities | |||||||||||||
Federal Reserve notes outstanding | 1,140,985 | 40,976 | 390,978 | 46,063 | 46,630 | 90,557 | 145,779 | 88,179 | 33,426 | 20,389 | 34,071 | 77,425 | 126,514 |
Less: Notes held by F.R. Banks | 234,708 | 4,258 | 100,175 | 5,485 | 10,031 | 14,991 | 31,998 | 13,555 | 4,664 | 5,637 | 3,495 | 12,968 | 27,451 |
Federal Reserve notes, net | 906,277 | 36,718 | 290,803 | 40,578 | 36,599 | 75,566 | 113,781 | 74,624 | 28,761 | 14,752 | 30,576 | 64,456 | 99,063 |
Reverse repurchase agreements 14 | 61,115 | 1,547 | 24,938 | 1,427 | 2,076 | 6,960 | 5,783 | 4,607 | 1,574 | 837 | 2,097 | 2,566 | 6,702 |
Deposits | 1,263,647 | 18,633 | 784,323 | 28,256 | 15,938 | 164,108 | 35,751 | 42,795 | 10,241 | 22,012 | 22,523 | 22,268 | 96,799 |
Term deposits held by depository institutions |
2,119 | 27 | 886 | 0 | 15 | 96 | 161 | 506 | 0 | 6 | 34 | 62 | 327 |
Other deposits held by depository institutions |
1,053,342 | 18,584 | 575,469 | 28,252 | 15,920 | 163,905 | 35,588 | 42,226 | 10,240 | 22,005 | 22,487 | 22,205 | 96,463 |
U.S. Treasury, general account | 5,889 | 0 | 5,889 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
199,954 | 0 | 199,954 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 1,910 | 1 | 1,882 | 4 | 3 | 11 | 2 | 1 | 0 | 1 | 0 | 1 | 3 |
Other | 433 | 21 | 242 | 0 | 1 | 96 | 0 | 63 | 1 | 0 | 1 | 0 | 7 |
Deferred availability cash items | 2,070 | 62 | 0 | 183 | 457 | 84 | 108 | 171 | 60 | 317 | 105 | 77 | 445 |
Other liabilities and accrued dividends 15 |
15,040 | 198 | 11,273 | 222 | 256 | 757 | 536 | 434 | 188 | 140 | 194 | 273 | 568 |
Total liabilities | 2,248,150 | 57,157 | 1,111,338 | 70,667 | 55,327 | 247,476 | 155,960 | 122,632 | 40,824 | 38,057 | 55,494 | 89,641 | 203,577 |
Capital | |||||||||||||
Capital paid in | 26,722 | 916 | 7,653 | 2,834 | 1,919 | 5,439 | 1,550 | 641 | 216 | 807 | 211 | 399 | 4,138 |
Surplus | 25,845 | 945 | 7,641 | 2,803 | 1,911 | 7,141 | 1,581 | 621 | 239 | 712 | 210 | 353 | 1,688 |
Other capital | 3,743 | 22 | 541 | 11 | 38 | 89 | 103 | 107 | 30 | 105 | 42 | 91 | 2,565 |
Total liabilities and capital | 2,304,461 | 59,041 | 1,127,173 | 76,315 | 59,193 | 260,144 | 159,194 | 124,000 | 41,310 | 39,680 | 55,958 | 90,484 | 211,968 |
Federal Reserve notes and collateral | Wednesday Aug 25, 2010 |
---|---|
Federal Reserve notes outstanding | 1,140,985 |
Less: Notes held by F.R. Banks not subject to collateralization | 234,708 |
Federal Reserve notes to be collateralized | 906,277 |
Collateral held against Federal Reserve notes | 906,277 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 890,040 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,044,167 |
Less: Face value of securities under reverse repurchase agreements | 58,758 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 1,985,409 |