Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Mar 16, 2011 | ||
---|---|---|---|---|
Week ended Mar 16, 2011 |
Change from week ended | |||
Mar 9, 2011 | Mar 17, 2010 | |||
Reserve Bank credit | 2,568,224 | + 21,534 | + 276,142 | 2,566,952 |
Securities held outright 1 | 2,365,019 | + 19,997 | + 353,520 | 2,364,483 |
U.S. Treasury securities | 1,274,961 | + 22,121 | + 498,346 | 1,280,386 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,194,090 | + 21,169 | + 485,218 | 1,199,490 |
Notes and bonds, inflation-indexed 2 | 55,857 | + 857 | + 12,080 | 55,857 |
Inflation compensation 3 | 6,592 | + 95 | + 1,049 | 6,616 |
Federal agency debt securities 2 | 142,505 | - 744 | - 25,547 | 139,994 |
Mortgage-backed securities 4 | 947,552 | - 1,380 | - 119,280 | 944,103 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | - 3,410 | 0 |
Other loans | 20,050 | - 261 | - 65,270 | 19,949 |
Primary credit | 7 | - 1 | - 11,482 | 4 |
Secondary credit | 0 | 0 | - 600 | 0 |
Seasonal credit | 9 | + 1 | 0 | 9 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 24,983 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 20,035 | - 260 | - 28,204 | 19,936 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 8 |
0 | 0 | - 7,759 | 0 |
Net portfolio holdings of Maiden Lane LLC 9 | 25,847 | - 217 | - 1,423 | 25,557 |
Net portfolio holdings of Maiden Lane II LLC 10 | 15,892 | + 2 | + 560 | 15,896 |
Net portfolio holdings of Maiden Lane III LLC 11 | 22,943 | + 86 | + 823 | 22,913 |
Net portfolio holdings of TALF LLC 12 | 703 | 0 | + 331 | 703 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 25,106 | 0 |
Float | -1,442 | + 395 | + 388 | -1,529 |
Central bank liquidity swaps 13 | 0 | 0 | 0 | 0 |
Other Federal Reserve assets 14 | 119,213 | + 1,533 | + 23,489 | 118,980 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 15 | 43,682 | + 14 | + 938 | 43,682 |
Total factors supplying reserve funds | 2,628,147 | + 21,549 | + 277,080 | 2,626,875 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Mar 16, 2011 | ||
---|---|---|---|---|
Week ended Mar 16, 2011 |
Change from week ended | |||
Mar 9, 2011 | Mar 17, 2010 | |||
Currency in circulation 15 | 1,000,917 | + 1,716 | + 68,136 | 1,003,135 |
Reverse repurchase agreements 16 | 59,154 | + 2,870 | + 2,905 | 62,287 |
Foreign official and international accounts | 59,154 | + 2,870 | + 2,905 | 62,287 |
Others | 0 | 0 | 0 | 0 |
Treasury cash holdings | 204 | + 8 | + 1 | 210 |
Deposits with F.R. Banks, other than reserve balances | 99,523 | - 19,296 | - 68,878 | 154,357 |
Term deposits held by depository institutions | 0 | - 5,070 | 0 | 0 |
U.S. Treasury, general account | 42,088 | + 6,247 | - 10,079 | 101,471 |
U.S. Treasury, supplementary financing account | 49,991 | - 24,994 | - 24,997 | 49,991 |
Foreign official | 134 | + 8 | - 2,616 | 123 |
Service-related | 2,314 | - 6 | - 376 | 2,314 |
Required clearing balances | 2,314 | - 6 | - 376 | 2,314 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 4,996 | + 4,519 | - 30,810 | 458 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | 0 | 0 |
Other liabilities and capital 17 | 73,011 | - 305 | + 4,556 | 72,580 |
Total factors, other than reserve balances, absorbing reserve funds |
1,232,809 | - 15,006 | + 6,720 | 1,292,569 |
Reserve balances with Federal Reserve Banks | 1,395,338 | + 36,555 | + 270,360 | 1,334,306 |
Memorandum item | Averages of daily figures | Wednesday Mar 16, 2011 | ||
---|---|---|---|---|
Week ended Mar 16, 2011 |
Change from week ended | |||
Mar 9, 2011 | Mar 17, 2010 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,401,266 | + 4,531 | + 404,573 | 3,409,877 |
U.S. Treasury securities | 2,638,536 | + 2,182 | + 411,936 | 2,647,846 |
Federal agency securities 2 | 762,730 | + 2,349 | - 7,363 | 762,031 |
Securities lent to dealers | 14,306 | - 2,680 | + 9,084 | 13,210 |
Overnight facility 3 | 14,306 | - 2,680 | + 9,084 | 13,210 |
U.S. Treasury securities | 13,478 | - 2,717 | + 9,217 | 12,351 |
Federal agency debt securities | 828 | + 37 | - 133 | 859 |
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 | 9 | 4 | 0 | 19,936 | 0 | ... | 19,949 |
U.S. Treasury securities 2 | |||||||
Holdings | 17,418 | 24,677 | 67,799 | 534,520 | 460,397 | 175,576 | 1,280,386 |
Weekly changes | + 1,413 | - 1,409 | + 10,227 | - 4,182 | + 8,239 | + 30 | + 14,317 |
Federal agency debt securities 3 | |||||||
Holdings | 7,499 | 13,402 | 20,101 | 69,735 | 26,910 | 2,347 | 139,994 |
Weekly changes | - 3,255 | 0 | + 811 | + 1,250 | - 2,061 | 0 | - 3,255 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 21 | 24 | 944,059 | 944,103 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | - 4,828 | - 4,829 |
Asset-backed securities held by TALF LLC 5 |
0 | 0 | 0 | 0 | 0 | 0 | 0 |
Repurchase agreements 6 | 0 | 0 | ... | ... | ... | ... | 0 |
Central bank liquidity swaps 7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Reverse repurchase agreements 6 | 62,287 | 0 | ... | ... | ... | ... | 62,287 |
Term deposits | 0 | 0 | 0 | ... | ... | ... | 0 |
Account name | Wednesday Mar 16, 2011 |
---|---|
Mortgage-backed securities held outright 1 | 944,103 |
Commitments to buy mortgage-backed securities 2 | 0 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 0 |
Account name | Wednesday Mar 16, 2011 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 25,557 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 23,470 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 656 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,329 |
Account name | Wednesday Mar 16, 2011 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 15,896 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 12,353 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 485 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,078 |
Account name | Wednesday Mar 16, 2011 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 22,913 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 12,346 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 580 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,402 |
Account name | Wednesday Mar 16, 2011 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 703 |
Net portfolio holdings of TALF LLC | 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 |
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable 3 | 107 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Mar 16, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Mar 9, 2011 |
Wednesday Mar 17, 2010 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,207 | - 21 | + 93 |
Securities, repurchase agreements, term auction credit, and other loans |
  | 2,384,432 | + 6,006 | + 285,361 |
Securities held outright 1 |   | 2,364,483 | + 6,233 | + 353,927 |
U.S. Treasury securities |   | 1,280,386 | + 14,317 | + 503,757 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,199,490 | + 14,250 | + 490,618 |
Notes and bonds, inflation-indexed 2 |   | 55,857 | 0 | + 12,080 |
Inflation compensation 3 |   | 6,616 | + 67 | + 1,059 |
Federal agency debt securities 2 |   | 139,994 | - 3,255 | - 27,494 |
Mortgage-backed securities 4 |   | 944,103 | - 4,829 | - 122,337 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Term auction credit |   | 0 | 0 | - 3,410 |
Other loans |   | 19,949 | - 227 | - 65,156 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
  | 0 | 0 | - 7,764 |
Net portfolio holdings of Maiden Lane LLC 7 |   | 25,557 | - 522 | - 1,729 |
Net portfolio holdings of Maiden Lane II LLC 8 |   | 15,896 | + 5 | + 558 |
Net portfolio holdings of Maiden Lane III LLC 9 |   | 22,913 | - 64 | + 778 |
Net portfolio holdings of TALF LLC 10 |   | 703 | 0 | + 331 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
  | 0 | 0 | - 25,106 |
Items in process of collection | (98) | 189 | + 9 | - 154 |
Bank premises |   | 2,217 | + 3 | - 22 |
Central bank liquidity swaps 12 |   | 0 | 0 | 0 |
Other assets 13 |   | 116,765 | + 559 | + 23,391 |
Total assets | (98) | 2,587,115 | + 5,975 | + 275,736 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Mar 16, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Mar 9, 2011 |
Wednesday Mar 17, 2010 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 961,867 | + 1,912 | + 68,602 |
Reverse repurchase agreements 14 |   | 62,287 | + 6,340 | + 6,591 |
Deposits | (0) | 1,488,664 | - 1,972 | + 195,099 |
Term deposits held by depository institutions |   | 0 | - 5,070 | 0 |
Other deposits held by depository institutions |   | 1,336,621 | - 44,722 | + 218,531 |
U.S. Treasury, general account |   | 101,471 | + 72,800 | + 4,042 |
U.S. Treasury, supplementary financing account |   | 49,991 | - 24,994 | - 24,997 |
Foreign official |   | 123 | - 1 | - 2,623 |
Other | (0) | 458 | + 15 | + 147 |
Deferred availability cash items | (98) | 1,717 | - 443 | - 619 |
Other liabilities and accrued dividends 15 |   | 20,013 | + 644 | + 7,076 |
Total liabilities | (98) | 2,534,549 | + 6,482 | + 276,750 |
Capital accounts | ||||
Capital paid in |   | 26,283 | - 253 | + 62 |
Surplus |   | 26,283 | - 253 | + 784 |
Other capital accounts |   | 0 | 0 | - 1,860 |
Total capital |   | 52,566 | - 507 | - 1,014 |
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 | 2,207 | 51 | 81 | 175 | 162 | 372 | 174 | 342 | 33 | 60 | 159 | 228 | 371 |
Securities, repurchase agreements, term auction credit, and other loans |
2,384,432 | 59,837 | 984,770 | 55,218 | 80,335 | 269,289 | 223,746 | 178,250 | 60,905 | 32,373 | 81,116 | 99,286 | 259,306 |
Securities held outright 1 | 2,364,483 | 59,837 | 964,834 | 55,218 | 80,335 | 269,289 | 223,745 | 178,250 | 60,905 | 32,369 | 81,111 | 99,286 | 259,304 |
U.S. Treasury securities | 1,280,386 | 32,402 | 522,465 | 29,901 | 43,502 | 145,822 | 121,160 | 96,524 | 32,980 | 17,528 | 43,922 | 53,764 | 140,415 |
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 | 1,261,963 | 31,936 | 514,948 | 29,470 | 42,876 | 143,724 | 119,417 | 95,135 | 32,506 | 17,276 | 43,290 | 52,990 | 138,395 |
Federal agency debt securities 2 | 139,994 | 3,543 | 57,125 | 3,269 | 4,756 | 15,944 | 13,247 | 10,554 | 3,606 | 1,916 | 4,802 | 5,878 | 15,353 |
Mortgage-backed securities 4 | 944,103 | 23,892 | 385,244 | 22,048 | 32,077 | 107,523 | 89,338 | 71,172 | 24,318 | 12,925 | 32,387 | 39,643 | 103,536 |
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 | 19,949 | 0 | 19,936 | 0 | 0 | 0 | 1 | 1 | 0 | 4 | 5 | 0 | 2 |
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 |
25,557 | 0 | 25,557 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
15,896 | 0 | 15,896 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
22,913 | 0 | 22,913 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 703 | 0 | 703 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 287 | 4 | 0 | 45 | 58 | 6 | 29 | 20 | 10 | 35 | 23 | 27 | 30 |
Bank premises | 2,217 | 125 | 257 | 68 | 139 | 238 | 217 | 208 | 136 | 107 | 264 | 246 | 212 |
Central bank liquidity swaps 12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Other assets 13 | 116,765 | 3,227 | 44,313 | 4,840 | 5,045 | 15,802 | 10,023 | 7,419 | 2,546 | 2,087 | 3,324 | 4,192 | 13,946 |
Interdistrict settlement account | 0 | - 6,354 | + 231,732 | + 50,535 | - 15,885 | - 66,083 | - 62,116 | - 41,352 | - 22,180 | - 3,757 | - 24,295 | - 7,244 | - 33,000 |
Total assets | 2,587,214 | 57,456 | 1,332,078 | 111,494 | 70,554 | 220,883 | 174,112 | 146,198 | 41,924 | 31,198 | 61,040 | 97,668 | 242,609 |
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 | 1,116,409 | 42,905 | 379,382 | 46,105 | 46,410 | 89,959 | 140,285 | 85,435 | 31,986 | 19,608 | 32,702 | 75,782 | 125,851 |
Less: Notes held by F.R. Banks | 154,542 | 4,800 | 44,059 | 5,197 | 7,720 | 12,009 | 21,289 | 12,181 | 3,963 | 5,181 | 3,109 | 11,088 | 23,947 |
Federal Reserve notes, net | 961,867 | 38,106 | 335,323 | 40,907 | 38,690 | 77,950 | 118,996 | 73,253 | 28,024 | 14,428 | 29,593 | 64,694 | 101,903 |
Reverse repurchase agreements 14 | 62,287 | 1,576 | 25,417 | 1,455 | 2,116 | 7,094 | 5,894 | 4,696 | 1,604 | 853 | 2,137 | 2,615 | 6,831 |
Deposits | 1,488,664 | 15,614 | 941,461 | 63,683 | 25,165 | 123,840 | 45,348 | 66,185 | 11,548 | 13,735 | 28,416 | 29,116 | 124,553 |
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 |
1,336,621 | 15,611 | 789,662 | 63,679 | 25,162 | 123,758 | 45,346 | 66,150 | 11,492 | 13,731 | 28,402 | 29,115 | 124,515 |
U.S. Treasury, general account | 101,471 | 0 | 101,471 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
49,991 | 0 | 49,991 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 123 | 1 | 95 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 458 | 2 | 243 | 0 | 1 | 74 | 0 | 34 | 56 | 3 | 14 | 0 | 31 |
Deferred availability cash items | 1,816 | 67 | 0 | 256 | 264 | 84 | 120 | 111 | 64 | 351 | 115 | 100 | 283 |
Interest on Federal Reserve notes due to U.S. Treasury 15 |
2,176 | 50 | 773 | 336 | 77 | 244 | 174 | 123 | 41 | 16 | 56 | 65 | 219 |
Other liabilities and accrued dividends 16 |
17,837 | 209 | 13,705 | 239 | 305 | 796 | 570 | 494 | 208 | 150 | 214 | 301 | 646 |
Total liabilities | 2,534,647 | 55,622 | 1,316,679 | 106,876 | 66,618 | 210,008 | 171,102 | 144,862 | 41,489 | 29,533 | 60,530 | 96,891 | 234,435 |
Capital | |||||||||||||
Capital paid in | 26,283 | 917 | 7,699 | 2,309 | 1,968 | 5,437 | 1,505 | 668 | 218 | 833 | 255 | 388 | 4,087 |
Surplus | 26,283 | 917 | 7,699 | 2,309 | 1,968 | 5,437 | 1,505 | 668 | 218 | 833 | 255 | 388 | 4,087 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,587,214 | 57,456 | 1,332,078 | 111,494 | 70,554 | 220,883 | 174,112 | 146,198 | 41,924 | 31,198 | 61,040 | 97,668 | 242,609 |
Federal Reserve notes and collateral | Wednesday Mar 16, 2011 |
---|---|
Federal Reserve notes outstanding | 1,116,409 |
Less: Notes held by F.R. Banks not subject to collateralization | 154,542 |
Federal Reserve notes to be collateralized | 961,867 |
Collateral held against Federal Reserve notes | 961,867 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 945,630 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,364,483 |
Less: Face value of securities under reverse repurchase agreements | 49,650 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,314,833 |