Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Jan 18, 2012 | ||
---|---|---|---|---|
Week ended Jan 18, 2012 |
Change from week ended | |||
Jan 11, 2012 | Jan 19, 2011 | |||
Reserve Bank credit | 2,903,761 | + 20,871 | + 487,459 | 2,901,179 |
Securities held outright 1 | 2,602,187 | + 7,369 | + 395,648 | 2,600,438 |
U.S. Treasury securities | 1,647,279 | - 5,964 | + 575,660 | 1,651,506 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,550,886 | - 6,945 | + 553,564 | 1,555,200 |
Notes and bonds, inflation-indexed 2 | 68,482 | + 973 | + 18,808 | 68,418 |
Inflation compensation 3 | 9,488 | + 8 | + 3,287 | 9,466 |
Federal agency debt securities 2 | 102,030 | - 1,281 | - 44,174 | 101,498 |
Mortgage-backed securities 4 | 852,878 | + 14,614 | - 135,839 | 847,434 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Loans | 8,598 | - 239 | - 18,030 | 8,596 |
Primary credit | 4 | - 1 | - 43 | 2 |
Secondary credit | 0 | 0 | - 2 | 0 |
Seasonal credit | 2 | - 5 | - 8 | 3 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 2,904 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 8,592 | - 233 | - 15,074 | 8,590 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 8 | 7,171 | - 69 | - 19,289 | 7,010 |
Net portfolio holdings of Maiden Lane II LLC 9 | 9,146 | + 3 | - 6,800 | 9,150 |
Net portfolio holdings of Maiden Lane III LLC 10 | 17,798 | - 1 | - 4,747 | 17,633 |
Net portfolio holdings of TALF LLC 11 | 811 | 0 | + 146 | 811 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 3,769 | 0 |
Float | -916 | + 24 | + 887 | -1,576 |
Central bank liquidity swaps 12 | 103,266 | + 10,985 | + 103,196 | 103,266 |
Other Federal Reserve assets 13 | 155,700 | + 2,799 | + 40,218 | 155,852 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 14 | 44,277 | + 14 | + 632 | 44,277 |
Total factors supplying reserve funds | 2,964,278 | + 20,884 | + 488,090 | 2,961,697 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Jan 18, 2012 | ||
---|---|---|---|---|
Week ended Jan 18, 2012 |
Change from week ended | |||
Jan 11, 2012 | Jan 19, 2011 | |||
Currency in circulation 14 | 1,067,960 | - 1,993 | + 89,385 | 1,067,888 |
Reverse repurchase agreements 15 | 84,427 | - 3,725 | + 30,640 | 91,093 |
Foreign official and international accounts | 84,427 | - 3,725 | + 30,640 | 91,093 |
Others | 0 | 0 | 0 | 0 |
Treasury cash holdings | 137 | + 5 | - 58 | 145 |
Deposits with F.R. Banks, other than reserve balances | 146,368 | + 4,958 | - 150,114 | 187,672 |
Term deposits held by depository institutions | 3,079 | + 3,079 | + 3,079 | 3,079 |
U.S. Treasury, General Account | 78,069 | - 194 | + 19,111 | 108,203 |
U.S. Treasury, Supplementary Financing Account | 0 | 0 | - 199,961 | 0 |
Foreign official | 152 | + 27 | - 4,160 | 126 |
Service-related | 1,980 | - 505 | - 382 | 1,980 |
Required clearing balances | 1,980 | - 505 | - 382 | 1,980 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 63,089 | + 2,553 | + 32,201 | 74,285 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | - 3,842 | 0 |
Other liabilities and capital 16 | 71,907 | + 766 | - 193 | 71,418 |
Total factors, other than reserve balances, absorbing reserve funds |
1,370,798 | + 10 | - 34,184 | 1,418,216 |
Reserve balances with Federal Reserve Banks | 1,593,480 | + 20,874 | + 522,274 | 1,543,481 |
Memorandum item | Averages of daily figures | Wednesday Jan 18, 2012 | ||
---|---|---|---|---|
Week ended Jan 18, 2012 |
Change from week ended | |||
Jan 11, 2012 | Jan 19, 2011 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,391,653 | - 6,065 | + 48,450 | 3,403,270 |
U.S. Treasury securities | 2,664,888 | - 3,931 | + 66,777 | 2,676,708 |
Federal agency securities 2 | 726,765 | - 2,133 | - 18,327 | 726,562 |
Securities lent to dealers | 10,573 | + 1,957 | - 4,450 | 14,372 |
Overnight facility 3 | 10,573 | + 1,957 | - 4,450 | 14,372 |
U.S. Treasury securities | 9,650 | + 1,920 | - 3,968 | 13,520 |
Federal agency debt securities | 923 | + 37 | - 482 | 852 |
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 |
---|---|---|---|---|---|---|---|
Loans 1 | 5 | 11 | 4,598 | 3,982 | 0 | ... | 8,596 |
U.S. Treasury securities 2 | |||||||
Holdings | 14,630 | 35,186 | 66,893 | 638,088 | 659,004 | 237,705 | 1,651,506 |
Weekly changes | - 6,059 | + 13,378 | - 11,071 | - 4,497 | + 3,225 | + 5,686 | + 663 |
Federal agency debt securities 3 | |||||||
Holdings | 0 | 6,298 | 20,089 | 58,931 | 13,833 | 2,347 | 101,498 |
Weekly changes | - 903 | + 1,278 | - 28 | - 1,250 | 0 | 0 | - 903 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 13 | 67 | 847,353 | 847,434 |
Weekly changes | 0 | 0 | 0 | 0 | + 31 | + 7,128 | + 7,160 |
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 | 9,179 | 94,087 | 0 | 0 | 0 | 0 | 103,266 |
Reverse repurchase agreements 6 | 91,093 | 0 | ... | ... | ... | ... | 91,093 |
Term deposits | 0 | 3,079 | 0 | ... | ... | ... | 3,079 |
Account name | Wednesday Jan 18, 2012 |
---|---|
Mortgage-backed securities held outright 1 | 847,434 |
Commitments to buy mortgage-backed securities 2 | 33,210 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 14 |
Account name | Wednesday Jan 18, 2012 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 7,010 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 3,812 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 757 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,389 |
Account name | Wednesday Jan 18, 2012 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 9,150 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 6,084 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 573 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,108 |
Account name | Wednesday Jan 18, 2012 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 17,633 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 8,890 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 698 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,551 |
Account name | Wednesday Jan 18, 2012 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 811 |
Net portfolio holdings of TALF LLC | 811 |
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 | 110 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Jan 18, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Jan 11, 2012 |
Wednesday Jan 19, 2011 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,370 | + 25 | + 124 |
Securities, repurchase agreements, and loans |   | 2,609,034 | + 6,887 | + 379,726 |
Securities held outright 1 |   | 2,600,438 | + 6,919 | + 394,819 |
U.S. Treasury securities |   | 1,651,506 | + 663 | + 571,928 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,555,200 | + 793 | + 550,461 |
Notes and bonds, inflation-indexed 2 |   | 68,418 | - 90 | + 18,046 |
Inflation compensation 3 |   | 9,466 | - 39 | + 3,422 |
Federal agency debt securities 2 |   | 101,498 | - 903 | - 44,387 |
Mortgage-backed securities 4 |   | 847,434 | + 7,160 | - 132,723 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Loans |   | 8,596 | - 32 | - 15,092 |
Net portfolio holdings of Maiden Lane LLC 6 |   | 7,010 | - 236 | - 19,383 |
Net portfolio holdings of Maiden Lane II LLC 7 |   | 9,150 | + 5 | - 6,801 |
Net portfolio holdings of Maiden Lane III LLC 8 |   | 17,633 | - 233 | - 4,795 |
Net portfolio holdings of TALF LLC 9 |   | 811 | 0 | + 146 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
  | 0 | 0 | 0 |
Items in process of collection | (195) | 391 | + 84 | - 74 |
Bank premises |   | 2,182 | 0 | - 40 |
Central bank liquidity swaps 11 |   | 103,266 | + 11,807 | + 103,196 |
Other assets 12 |   | 153,668 | + 1,909 | + 41,386 |
Total assets | (195) | 2,921,751 | + 20,248 | + 493,483 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Jan 18, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Jan 11, 2012 |
Wednesday Jan 19, 2011 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 1,026,122 | - 466 | + 88,718 |
Reverse repurchase agreements 13 |   | 91,093 | + 6,461 | + 38,161 |
Deposits | (0) | 1,731,151 | + 15,043 | + 367,743 |
Term deposits held by depository institutions |   | 3,079 | + 3,079 | + 3,079 |
Other deposits held by depository institutions |   | 1,545,459 | - 39,316 | + 481,502 |
U.S. Treasury, General Account |   | 108,203 | + 42,136 | + 14,080 |
U.S. Treasury, Supplementary Financing Account |   | 0 | 0 | - 199,961 |
Foreign official |   | 126 | + 1 | - 4,784 |
Other | (0) | 74,285 | + 9,144 | + 73,828 |
Deferred availability cash items | (195) | 1,967 | + 652 | - 792 |
Other liabilities and accrued dividends 14 |   | 17,617 | - 1,443 | - 1,084 |
Total liabilities | (195) | 2,867,950 | + 20,247 | + 492,745 |
Capital accounts | ||||
Capital paid in |   | 26,901 | + 1 | + 370 |
Surplus |   | 26,901 | + 1 | + 370 |
Other capital accounts |   | 0 | 0 | 0 |
Total capital |   | 53,801 | 0 | + 738 |
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 | 390 | 3,866 | 432 | 450 | 872 | 1,394 | 854 | 319 | 197 | 318 | 728 | 1,217 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,370 | 55 | 90 | 161 | 177 | 416 | 211 | 348 | 37 | 62 | 177 | 247 | 389 |
Securities, repurchase agreements, and loans |
2,609,034 | 63,936 | 1,217,907 | 89,081 | 70,243 | 300,324 | 193,323 | 154,428 | 49,220 | 39,966 | 69,175 | 102,848 | 258,584 |
Securities held outright 1 | 2,600,438 | 63,936 | 1,209,315 | 89,081 | 70,243 | 300,324 | 193,323 | 154,428 | 49,219 | 39,965 | 69,173 | 102,848 | 258,584 |
U.S. Treasury securities | 1,651,506 | 40,605 | 768,021 | 56,574 | 44,611 | 190,732 | 122,777 | 98,075 | 31,258 | 25,381 | 43,931 | 65,317 | 164,223 |
Bills 2 | 18,423 | 453 | 8,567 | 631 | 498 | 2,128 | 1,370 | 1,094 | 349 | 283 | 490 | 729 | 1,832 |
Notes and bonds 3 | 1,633,084 | 40,152 | 759,454 | 55,943 | 44,113 | 188,605 | 121,408 | 96,981 | 30,909 | 25,098 | 43,441 | 64,589 | 162,391 |
Federal agency debt securities 2 | 101,498 | 2,495 | 47,201 | 3,477 | 2,742 | 11,722 | 7,546 | 6,028 | 1,921 | 1,560 | 2,700 | 4,014 | 10,093 |
Mortgage-backed securities 4 | 847,434 | 20,835 | 394,093 | 29,030 | 22,891 | 97,870 | 63,000 | 50,325 | 16,039 | 13,024 | 22,542 | 33,516 | 84,268 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Loans | 8,596 | 0 | 8,591 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 2 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 6 |
7,010 | 0 | 7,010 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 7 |
9,150 | 0 | 9,150 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 8 |
17,633 | 0 | 17,633 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 9 | 811 | 0 | 811 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 586 | 18 | 0 | 107 | 172 | 84 | 121 | 21 | 8 | 25 | 8 | 30 | -8 |
Bank premises | 2,182 | 122 | 261 | 67 | 125 | 232 | 214 | 205 | 134 | 105 | 259 | 245 | 213 |
Central bank liquidity swaps 11 | 103,266 | 3,569 | 29,909 | 10,003 | 7,660 | 21,175 | 5,918 | 2,616 | 842 | 3,190 | 930 | 1,565 | 15,891 |
Other assets 12 | 153,668 | 4,068 | 66,709 | 6,894 | 5,383 | 20,128 | 10,993 | 8,226 | 2,660 | 2,801 | 3,640 | 5,501 | 16,666 |
Interdistrict settlement account | 0 | - 7,168 | + 350,725 | - 28,078 | - 13,183 | - 143,563 | - 48,169 | - 11,959 | - 8,623 | - 19,531 | - 18,640 | - 3,991 | - 47,820 |
Total assets | 2,921,946 | 65,185 | 1,705,888 | 78,875 | 71,265 | 200,080 | 164,658 | 155,163 | 44,746 | 26,905 | 56,020 | 107,453 | 245,706 |
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 | 1,210,858 | 44,256 | 433,971 | 46,093 | 54,590 | 94,713 | 143,610 | 89,177 | 33,871 | 21,065 | 34,637 | 80,038 | 134,837 |
Less: Notes held by F.R. Banks | 184,736 | 4,811 | 54,280 | 6,648 | 9,685 | 12,263 | 29,148 | 12,988 | 4,534 | 5,446 | 4,113 | 12,959 | 27,861 |
Federal Reserve notes, net | 1,026,122 | 39,445 | 379,691 | 39,444 | 44,905 | 82,450 | 114,462 | 76,189 | 29,337 | 15,619 | 30,525 | 67,079 | 106,976 |
Reverse repurchase agreements 13 | 91,093 | 2,240 | 42,362 | 3,120 | 2,461 | 10,520 | 6,772 | 5,410 | 1,724 | 1,400 | 2,423 | 3,603 | 9,058 |
Deposits | 1,731,151 | 21,293 | 1,252,980 | 31,134 | 19,402 | 95,089 | 39,515 | 71,590 | 12,986 | 9,175 | 22,261 | 35,392 | 120,333 |
Term deposits held by depository institutions |
3,079 | 20 | 621 | 617 | 47 | 1,010 | 5 | 364 | 3 | 65 | 251 | 5 | 72 |
Other deposits held by depository institutions |
1,545,459 | 21,262 | 1,069,863 | 30,512 | 19,352 | 94,030 | 39,507 | 71,194 | 12,983 | 9,108 | 22,010 | 35,385 | 120,254 |
U.S. Treasury, General Account | 108,203 | 0 | 108,203 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, Supplementary Financing Account |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 126 | 1 | 98 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 74,285 | 9 | 74,196 | 2 | 1 | 41 | 0 | 32 | 0 | 1 | 1 | 1 | 1 |
Deferred availability cash items | 2,162 | 96 | 0 | 221 | 222 | 47 | 302 | 93 | 73 | 333 | 79 | 206 | 489 |
Interest on Federal Reserve notes due to U.S. Treasury 14 |
1,770 | 42 | 842 | 67 | 55 | 213 | 127 | 94 | 28 | 28 | 42 | 63 | 171 |
Other liabilities and accrued dividends 15 |
15,846 | 183 | 12,658 | 222 | 241 | 632 | 405 | 352 | 158 | 131 | 155 | 250 | 460 |
Total liabilities | 2,868,145 | 63,298 | 1,688,534 | 74,209 | 67,287 | 188,952 | 161,582 | 153,728 | 44,306 | 26,686 | 55,484 | 106,591 | 237,487 |
Capital | |||||||||||||
Capital paid in | 26,901 | 943 | 8,677 | 2,333 | 1,989 | 5,564 | 1,538 | 718 | 220 | 109 | 268 | 431 | 4,109 |
Surplus | 26,901 | 943 | 8,677 | 2,333 | 1,989 | 5,564 | 1,538 | 718 | 220 | 109 | 268 | 431 | 4,109 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,921,946 | 65,185 | 1,705,888 | 78,875 | 71,265 | 200,080 | 164,658 | 155,163 | 44,746 | 26,905 | 56,020 | 107,453 | 245,706 |
Federal Reserve notes and collateral | Wednesday Jan 18, 2012 |
---|---|
Federal Reserve notes outstanding | 1,210,858 |
Less: Notes held by F.R. Banks not subject to collateralization | 184,736 |
Federal Reserve notes to be collateralized | 1,026,122 |
Collateral held against Federal Reserve notes | 1,026,122 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 1,009,885 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,600,438 |
Less: Face value of securities under reverse repurchase agreements | 78,428 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,522,010 |