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Release Date: October 29, 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 29, 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 28, 2015
Federal Reserve Banks Oct 28, 2015 Oct 21, 2015 Oct 29, 2014
Reserve Bank credit 4,458,309 + 931 + 7,389 4,450,808
Securities held outright (1) 4,246,473 + 323 + 22,553 4,240,037
U.S. Treasury securities 2,461,813 - 37 + 1,095 2,461,800
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 + 804 2,346,639
Notes and bonds, inflation-indexed (2) 98,534 0 + 65 98,534
Inflation compensation (3) 16,640 - 37 + 226 16,626
Federal agency debt securities (2) 34,146 0 - 5,554 34,146
Mortgage-backed securities (4) 1,750,513 + 360 + 27,011 1,744,091
Unamortized premiums on securities held outright (5) 192,765 - 317 - 16,646 192,433
Unamortized discounts on securities held outright (5) -16,884 + 37 + 1,821 -16,871
Repurchase agreements (6) 0 0 0 0
Loans 179 - 15 - 39 167
Primary credit 2 - 4 - 10 0
Secondary credit 0 0 0 0
Seasonal credit 177 - 12 - 17 166
Term Asset-Backed Securities Loan Facility (7) 0 0 - 12 0
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 1,706 + 1 + 34 1,716
Net portfolio holdings of TALF LLC (9) 0 0 - 24 0
Float 219 - 56 + 731 -113
Central bank liquidity swaps (10) 140 0 + 140 140
Other Federal Reserve assets (11) 33,711 + 958 - 1,180 33,298
Foreign currency denominated assets (12) 19,805 - 427 - 2,676 19,839
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (13) 47,334 + 14 + 1,106 47,334
Total factors supplying reserve funds 4,541,689 + 518 + 5,819 4,534,221
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 28, 2015
Federal Reserve Banks Oct 28, 2015 Oct 21, 2015 Oct 29, 2014
Currency in circulation (13) 1,392,478 + 951 + 95,272 1,394,954
Reverse repurchase agreements (14) 325,953 + 21,298 + 106,801 344,810
Foreign official and international accounts 187,287 + 11,898 + 84,881 189,494
Others 138,665 + 9,400 + 21,919 155,316
Treasury cash holdings 226 + 33 + 28 238
Deposits with F.R. Banks, other than reserve balances 99,495 + 14,695 - 225,712 60,961
Term deposits held by depository institutions 0 0 - 171,861 0
U.S. Treasury, General Account 47,100 - 13,303 - 71,324 35,586
Foreign official 5,261 - 189 - 3 5,273
Other (15) 47,134 + 28,187 + 17,475 20,102
Other liabilities and capital (16) 65,777 - 912 + 1,479 65,070
Total factors, other than reserve balances,
absorbing reserve funds 1,883,928 + 36,064 - 22,134 1,866,034
Reserve balances with Federal Reserve Banks 2,657,762 - 35,544 + 27,953 2,668,187
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 28, 2015
Oct 28, 2015 Oct 21, 2015 Oct 29, 2014
Securities held in custody for foreign official and
international accounts 3,292,359 - 9,093 + 896 3,287,864
Marketable U.S. Treasury securities (1) 2,970,314 - 6,574 + 6,770 2,966,612
Federal agency debt and mortgage-backed securities (2) 276,091 - 2,558 - 9,987 275,260
Other securities (3) 45,954 + 39 + 4,113 45,991
Securities lent to dealers 16,437 + 661 + 6,334 13,897
Overnight facility (4) 16,437 + 661 + 6,334 13,897
U.S. Treasury securities 16,376 + 646 + 6,954 13,848
Federal agency debt securities 61 + 14 - 620 49
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 28, 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 142 24 0 0 0 ... 167
U.S. Treasury securities (1)
Holdings 0 327 173,783 1,135,709 514,037 637,943 2,461,800
Weekly changes 0 0 - 1 - 6 - 6 - 25 - 37
Federal agency debt securities (2)
Holdings 0 2,828 12,825 16,146 0 2,347 34,146
Weekly changes 0 0 0 0 0 0 0
Mortgage-backed securities (3)
Holdings 0 0 0 269 9,374 1,734,448 1,744,091
Weekly changes 0 0 0 - 8 - 236 - 10,862 - 11,106
Repurchase agreements (4) 0 0 ... ... ... ... 0
Central bank liquidity swaps (5) 140 0 0 0 0 0 140
Reverse repurchase agreements (4) 344,810 0 ... ... ... ... 344,810
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 28, 2015
Mortgage-backed securities held outright (1) 1,744,091
Commitments to buy mortgage-backed securities (2) 22,795
Commitments to sell mortgage-backed securities (2) 0
Cash and cash equivalents (3) 39
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 28, 2015
Net portfolio holdings of Maiden Lane LLC (1) 1,716
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 September 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 28, 2015 Wednesday Wednesday
consolidation Oct 21, 2015 Oct 29, 2014
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,884 - 9 - 30
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 4,415,767 - 11,835 + 5,947
Securities held outright (1) 4,240,037 - 11,143 + 20,869
U.S. Treasury securities 2,461,800 - 37 + 220
Bills (2) 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 - 75
Notes and bonds, inflation-indexed (2) 98,534 0 + 65
Inflation compensation (3) 16,626 - 37 + 228
Federal agency debt securities (2) 34,146 0 - 5,554
Mortgage-backed securities (4) 1,744,091 - 11,106 + 26,203
Unamortized premiums on securities held outright
(5) 192,433 - 710 - 16,707
Unamortized discounts on securities held outright
(5) -16,871 + 36 + 1,823
Repurchase agreements (6) 0 0 0
Loans 167 - 20 - 39
Net portfolio holdings of Maiden Lane LLC (7) 1,716 + 11 + 37
Net portfolio holdings of TALF LLC (8) 0 0 - 24
Items in process of collection (0) 459 - 109 + 388
Bank premises 2,236 + 1 - 32
Central bank liquidity swaps (9) 140 0 + 140
Foreign currency denominated assets (10) 19,839 - 346 - 2,703
Other assets (11) 31,062 + 255 - 1,137
Total assets (0) 4,489,339 - 12,033 + 2,585
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 28, 2015 Wednesday Wednesday
consolidation Oct 21, 2015 Oct 29, 2014
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,349,738 + 2,728 + 94,668
Reverse repurchase agreements (12) 344,810 + 13,511 + 108,121
Deposits (0) 2,729,149 - 27,570 - 202,154
Term deposits held by depository institutions 0 0 - 171,860
Other deposits held by depository institutions 2,668,187 - 7,401 + 40,914
U.S. Treasury, General Account 35,586 - 21,500 - 83,074
Foreign official 5,273 + 15 + 20
Other (13) (0) 20,102 + 1,316 + 11,845
Deferred availability cash items (0) 571 + 205 - 47
Other liabilities and accrued dividends (14) 6,474 - 906 - 144
Total liabilities (0) 4,430,742 - 12,032 + 445
Capital accounts
Capital paid in 29,298 - 1 + 1,070
Surplus 29,298 - 1 + 1,070
Other capital accounts 0 0 0
Total capital 58,597 - 1 + 2,140
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 28, 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 1,884 49 68 131 129 302 195 272 29 41 152 195 321
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 4,415,767 111,933 2,650,738 109,823 106,162 239,827 248,680 164,062 46,061 26,960 57,371 142,247 511,903
Securities held outright (1) 4,240,037 107,483 2,545,345 105,457 101,941 230,292 238,765 157,536 44,217 25,786 55,080 136,585 491,550
U.S. Treasury securities 2,461,800 62,405 1,477,848 61,229 59,188 133,709 138,629 91,467 25,673 14,972 31,980 79,303 285,398
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,461,800 62,405 1,477,848 61,229 59,188 133,709 138,629 91,467 25,673 14,972 31,980 79,303 285,398
Federal agency debt securities (2) 34,146 866 20,498 849 821 1,855 1,923 1,269 356 208 444 1,100 3,959
Mortgage-backed securities (4) 1,744,091 44,212 1,046,999 43,378 41,932 94,728 98,213 64,801 18,188 10,607 22,657 56,183 202,193
Unamortized premiums on securities held
outright (5) 192,433 4,878 115,520 4,786 4,627 10,452 10,836 7,150 2,007 1,170 2,500 6,199 22,309
Unamortized discounts on securities
held outright (5) -16,871 -428 -10,128 -420 -406 -916 -950 -627 -176 -103 -219 -543 -1,956
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 167 0 0 0 0 0 29 3 13 106 10 6 0
Net portfolio holdings of Maiden
Lane LLC (7) 1,716 0 1,716 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 459 0 0 0 0 0 458 0 0 0 0 0 0
Bank premises 2,236 126 439 74 106 213 208 205 118 93 238 221 196
Central bank liquidity swaps (9) 140 6 45 8 11 32 8 4 1 1 1 2 21
Foreign currency denominated
assets (10) 19,839 899 6,396 1,108 1,546 4,552 1,129 533 185 83 209 286 2,913
Other assets (11) 31,062 828 18,152 782 757 1,839 1,758 1,165 397 217 448 1,114 3,607
Interdistrict settlement account 0 - 7,961 - 139,308 + 5,595 + 23,037 + 45,349 - 123 + 19,010 + 12,123 + 5,313 + 2,146 + 10,252 + 24,567
Total assets 4,489,339 106,423 2,543,773 118,072 132,490 293,308 254,566 186,408 59,364 32,969 61,005 155,489 545,471
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 28, 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 1,535,449 48,912 500,666 49,993 83,691 107,501 216,590 104,465 52,294 27,058 41,137 117,634 185,509
Less: Notes held by F.R. Banks 185,711 6,132 61,069 6,851 9,871 12,874 23,477 11,313 4,884 3,147 4,841 14,307 26,943
Federal Reserve notes, net 1,349,738 42,780 439,597 43,141 73,820 94,627 193,113 93,152 47,409 23,911 36,296 103,327 158,566
Reverse repurchase agreements (12) 344,810 8,741 206,994 8,576 8,290 18,728 19,417 12,811 3,596 2,097 4,479 11,107 39,974
Deposits 2,729,149 52,094 1,874,770 62,888 45,643 166,185 38,074 78,550 7,638 6,220 19,474 39,947 337,666
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 2,668,187 52,063 1,822,480 62,886 45,640 165,912 38,065 70,252 7,597 6,220 19,472 39,943 337,657
U.S. Treasury, General Account 35,586 0 35,586 0 0 0 0 0 0 0 0 0 0
Foreign official 5,273 2 5,246 2 3 9 2 1 0 0 0 1 6
Other (13) 20,102 29 11,458 0 0 264 7 8,297 40 0 1 4 2
Deferred availability cash items 571 0 0 0 0 0 229 0 0 343 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (14) 1,444 27 985 23 13 15 87 49 12 9 18 54 153
Other liabilities and accrued
dividends 5,029 178 2,215 211 231 599 349 268 122 138 127 187 405
Total liabilities 4,430,742 103,819 2,524,560 114,839 127,997 280,154 251,268 184,830 58,777 32,718 60,394 154,622 536,764
Capital
Capital paid in 29,298 1,302 9,606 1,617 2,246 6,577 1,649 789 294 126 305 433 4,353
Surplus 29,298 1,302 9,606 1,617 2,246 6,577 1,649 789 294 126 305 433 4,353
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0
Total liabilities and capital 4,489,339 106,423 2,543,773 118,072 132,490 293,308 254,566 186,408 59,364 32,969 61,005 155,489 545,471
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 28, 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 28, 2015
Federal Reserve notes outstanding 1,535,449
Less: Notes held by F.R. Banks not subject to collateralization 185,711
Federal Reserve notes to be collateralized 1,349,738
Collateral held against Federal Reserve notes 1,349,738
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,333,502
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,240,037
Less: Face value of securities under reverse repurchase agreements 325,798
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,914,240
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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