Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Aug 31, 2011 | ||
---|---|---|---|---|
Week ended Aug 31, 2011 |
Change from week ended | |||
Aug 24, 2011 | Sep 1, 2010 | |||
Reserve Bank credit | 2,835,824 | - 6,699 | + 549,152 | 2,837,500 |
Securities held outright 1 | 2,644,507 | - 5,726 | + 599,023 | 2,646,834 |
U.S. Treasury securities | 1,649,786 | + 1,930 | + 863,973 | 1,652,113 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,555,520 | + 1,433 | + 834,826 | 1,557,455 |
Notes and bonds, inflation-indexed 2 | 66,377 | + 429 | + 25,096 | 66,754 |
Inflation compensation 3 | 9,467 | + 68 | + 4,051 | 9,481 |
Federal agency debt securities 2 | 109,776 | - 126 | - 46,726 | 109,776 |
Mortgage-backed securities 4 | 884,945 | - 7,530 | - 218,224 | 884,945 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Loans | 11,698 | - 63 | - 44,650 | 11,706 |
Primary credit | 7 | + 6 | - 6 | 17 |
Secondary credit | 0 | 0 | 0 | 0 |
Seasonal credit | 95 | - 5 | + 9 | 93 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 19,909 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 11,595 | - 65 | - 24,745 | 11,595 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 8 | 18,206 | + 28 | - 10,798 | 18,230 |
Net portfolio holdings of Maiden Lane II LLC 9 | 10,077 | + 8 | - 5,952 | 10,109 |
Net portfolio holdings of Maiden Lane III LLC 10 | 21,321 | + 5 | - 2,008 | 21,327 |
Net portfolio holdings of TALF LLC 11 | 775 | + 1 | + 200 | 775 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 25,733 | 0 |
Float | -928 | + 17 | + 801 | -1,158 |
Central bank liquidity swaps 12 | 0 | - 500 | - 44 | 0 |
Other Federal Reserve assets 13 | 130,168 | - 469 | + 38,312 | 129,677 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 14 | 44,092 | + 14 | + 751 | 44,092 |
Total factors supplying reserve funds | 2,896,157 | - 6,685 | + 549,903 | 2,897,833 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Aug 31, 2011 | ||
---|---|---|---|---|
Week ended Aug 31, 2011 |
Change from week ended | |||
Aug 24, 2011 | Sep 1, 2010 | |||
Currency in circulation 14 | 1,034,094 | + 1,558 | + 86,576 | 1,037,825 |
Reverse repurchase agreements 15 | 102,548 | + 6,037 | + 40,549 | 104,544 |
Foreign official and international accounts | 102,548 | + 6,322 | + 40,549 | 104,544 |
Others | 0 | - 286 | 0 | 0 |
Treasury cash holdings | 130 | + 14 | - 110 | 126 |
Deposits with F.R. Banks, other than reserve balances | 76,423 | - 19,878 | - 153,597 | 95,285 |
Term deposits held by depository institutions | 0 | - 5,088 | - 2,119 | 0 |
U.S. Treasury, General Account | 20,320 | - 462 | - 2,793 | 42,481 |
U.S. Treasury, Supplementary Financing Account | 0 | 0 | - 199,956 | 0 |
Foreign official | 4,103 | - 89 | + 2,118 | 2,675 |
Service-related | 2,475 | - 9 | + 41 | 2,475 |
Required clearing balances | 2,475 | - 9 | + 41 | 2,475 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 49,526 | - 14,229 | + 49,112 | 47,654 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | 0 | 0 |
Other liabilities and capital 16 | 71,336 | - 270 | - 610 | 70,570 |
Total factors, other than reserve balances, absorbing reserve funds |
1,284,531 | - 12,540 | - 27,194 | 1,308,349 |
Reserve balances with Federal Reserve Banks | 1,611,626 | + 5,855 | + 577,097 | 1,589,483 |
Memorandum item | Averages of daily figures | Wednesday Aug 31, 2011 | ||
---|---|---|---|---|
Week ended Aug 31, 2011 |
Change from week ended | |||
Aug 24, 2011 | Sep 1, 2010 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,486,906 | - 4,184 | + 276,056 | 3,485,059 |
U.S. Treasury securities | 2,754,300 | - 2,647 | + 360,476 | 2,752,450 |
Federal agency securities 2 | 732,606 | - 1,537 | - 84,420 | 732,609 |
Securities lent to dealers | 12,530 | - 236 | + 5,752 | 13,017 |
Overnight facility 3 | 12,530 | - 236 | + 5,752 | 13,017 |
U.S. Treasury securities | 12,012 | - 142 | + 6,566 | 12,486 |
Federal agency debt securities | 518 | - 94 | - 814 | 531 |
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 | 89 | 22 | 2,371 | 9,225 | 0 | ... | 11,706 |
U.S. Treasury securities 2 | |||||||
Holdings | 12,485 | 18,902 | 125,263 | 718,559 | 579,727 | 197,178 | 1,652,113 |
Weekly changes | - 6,915 | + 3,520 | - 2 | + 8,905 | - 1,872 | + 42 | + 3,678 |
Federal agency debt securities 3 | |||||||
Holdings | 147 | 3,720 | 18,699 | 64,718 | 20,145 | 2,347 | 109,776 |
Weekly changes | + 147 | + 748 | - 895 | 0 | 0 | 0 | 0 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 15 | 22 | 884,908 | 884,945 |
Weekly changes | 0 | 0 | 0 | 0 | - 1 | - 7,404 | - 7,405 |
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 | 104,544 | 0 | ... | ... | ... | ... | 104,544 |
Term deposits | 0 | 0 | 0 | ... | ... | ... | 0 |
Account name | Wednesday Aug 31, 2011 |
---|---|
Mortgage-backed securities held outright 1 | 884,945 |
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 Aug 31, 2011 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 18,230 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 15,061 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 729 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,361 |
Account name | Wednesday Aug 31, 2011 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 10,109 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 6,808 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 540 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,094 |
Account name | Wednesday Aug 31, 2011 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 21,327 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 10,536 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 648 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,482 |
Account name | Wednesday Aug 31, 2011 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 775 |
Net portfolio holdings of TALF LLC | 775 |
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 | 108 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Aug 31, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Aug 24, 2011 |
Wednesday Sep 1, 2010 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,201 | - 1 | + 134 |
Securities, repurchase agreements, and loans |   | 2,658,540 | - 3,723 | + 558,553 |
Securities held outright 1 |   | 2,646,834 | - 3,727 | + 600,881 |
U.S. Treasury securities |   | 1,652,113 | + 3,678 | + 865,830 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,557,455 | + 2,783 | + 836,682 |
Notes and bonds, inflation-indexed 2 |   | 66,754 | + 806 | + 25,094 |
Inflation compensation 3 |   | 9,481 | + 89 | + 4,054 |
Federal agency debt securities 2 |   | 109,776 | 0 | - 46,726 |
Mortgage-backed securities 4 |   | 884,945 | - 7,405 | - 218,223 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Loans |   | 11,706 | + 4 | - 42,328 |
Net portfolio holdings of Maiden Lane LLC 6 |   | 18,230 | + 28 | - 10,817 |
Net portfolio holdings of Maiden Lane II LLC 7 |   | 10,109 | + 38 | - 5,920 |
Net portfolio holdings of Maiden Lane III LLC 8 |   | 21,327 | + 7 | - 2,010 |
Net portfolio holdings of TALF LLC 9 |   | 775 | 0 | + 200 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
  | 0 | 0 | - 25,733 |
Items in process of collection | (112) | 260 | - 7 | - 15 |
Bank premises |   | 2,189 | - 10 | - 33 |
Central bank liquidity swaps 11 |   | 0 | - 500 | - 44 |
Other assets 12 |   | 127,525 | - 1,592 | + 37,738 |
Total assets | (112) | 2,857,394 | - 5,761 | + 552,053 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Aug 31, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Aug 24, 2011 |
Wednesday Sep 1, 2010 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 996,056 | + 4,445 | + 86,183 |
Reverse repurchase agreements 13 |   | 104,544 | + 5,025 | + 46,268 |
Deposits | (0) | 1,684,806 | - 14,924 | + 421,450 |
Term deposits held by depository institutions |   | 0 | - 5,088 | - 2,119 |
Other deposits held by depository institutions |   | 1,591,995 | - 18,049 | + 579,015 |
U.S. Treasury, General Account |   | 42,481 | + 31,585 | - 3,256 |
U.S. Treasury, Supplementary Financing Account |   | 0 | 0 | - 199,956 |
Foreign official |   | 2,675 | - 2,553 | + 606 |
Other | (0) | 47,654 | - 20,821 | + 47,159 |
Deferred availability cash items | (112) | 1,418 | + 20 | - 932 |
Other liabilities and accrued dividends 14 |   | 18,680 | - 387 | + 3,816 |
Total liabilities | (112) | 2,805,504 | - 5,821 | + 556,785 |
Capital accounts | ||||
Capital paid in |   | 25,945 | + 30 | - 730 |
Surplus |   | 25,945 | + 30 | + 94 |
Other capital accounts |   | 0 | 0 | - 4,095 |
Total capital |   | 51,890 | + 60 | - 4,731 |
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 | 2,201 | 52 | 72 | 162 | 162 | 365 | 200 | 331 | 40 | 58 | 166 | 228 | 365 |
Securities, repurchase agreements, and loans |
2,658,540 | 65,076 | 1,242,487 | 90,670 | 71,496 | 305,683 | 196,786 | 157,195 | 50,124 | 40,711 | 70,432 | 104,683 | 263,198 |
Securities held outright 1 | 2,646,834 | 65,076 | 1,230,892 | 90,670 | 71,496 | 305,682 | 196,773 | 157,183 | 50,097 | 40,678 | 70,407 | 104,683 | 263,197 |
U.S. Treasury securities | 1,652,113 | 40,620 | 768,304 | 56,595 | 44,627 | 190,802 | 122,822 | 98,111 | 31,270 | 25,390 | 43,947 | 65,341 | 164,284 |
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 | 1,633,691 | 40,167 | 759,736 | 55,964 | 44,129 | 188,675 | 121,453 | 97,017 | 30,921 | 25,107 | 43,457 | 64,613 | 162,452 |
Federal agency debt securities 2 | 109,776 | 2,699 | 51,051 | 3,760 | 2,965 | 12,678 | 8,161 | 6,519 | 2,078 | 1,687 | 2,920 | 4,342 | 10,916 |
Mortgage-backed securities 4 | 884,945 | 21,758 | 411,537 | 30,315 | 23,904 | 102,202 | 65,789 | 52,553 | 16,749 | 13,600 | 23,540 | 35,000 | 87,998 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Loans | 11,706 | 0 | 11,595 | 0 | 0 | 0 | 13 | 11 | 27 | 33 | 25 | 0 | 1 |
Net portfolio holdings of Maiden Lane LLC 6 |
18,230 | 0 | 18,230 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 7 |
10,109 | 0 | 10,109 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 8 |
21,327 | 0 | 21,327 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 9 | 775 | 0 | 775 | 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 | 372 | 24 | 0 | 49 | 104 | 6 | 30 | 49 | 6 | 13 | 9 | 29 | 51 |
Bank premises | 2,189 | 123 | 257 | 67 | 126 | 235 | 214 | 207 | 135 | 106 | 260 | 246 | 213 |
Central bank liquidity swaps 11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Other assets 12 | 127,525 | 3,432 | 54,275 | 6,129 | 4,749 | 17,260 | 9,037 | 6,627 | 2,139 | 2,420 | 2,916 | 4,389 | 14,153 |
Interdistrict settlement account | 0 | + 11,789 | + 219,467 | - 2,205 | + 4,204 | - 120,780 | - 32,452 | - 7,041 | - 9,209 | - 18,069 | - 18,861 | - 1,406 | - 25,438 |
Total assets | 2,857,506 | 81,083 | 1,572,683 | 95,514 | 81,529 | 204,052 | 175,863 | 158,646 | 43,704 | 25,525 | 55,393 | 109,179 | 254,334 |
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 | 1,158,606 | 43,362 | 388,275 | 46,526 | 55,214 | 95,663 | 143,617 | 90,710 | 34,023 | 19,287 | 32,078 | 75,414 | 134,438 |
Less: Notes held by F.R. Banks | 162,550 | 5,505 | 43,928 | 6,393 | 7,530 | 12,099 | 24,550 | 13,066 | 4,466 | 5,492 | 3,549 | 10,867 | 25,104 |
Federal Reserve notes, net | 996,056 | 37,857 | 344,347 | 40,133 | 47,684 | 83,564 | 119,066 | 77,644 | 29,557 | 13,796 | 28,529 | 64,546 | 109,334 |
Reverse repurchase agreements 13 | 104,544 | 2,570 | 48,618 | 3,581 | 2,824 | 12,074 | 7,772 | 6,208 | 1,979 | 1,607 | 2,781 | 4,135 | 10,396 |
Deposits | 1,684,806 | 38,474 | 1,149,778 | 46,590 | 26,556 | 96,357 | 45,430 | 72,721 | 11,472 | 9,367 | 23,287 | 39,309 | 125,464 |
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 |
1,591,995 | 38,463 | 1,057,191 | 46,586 | 26,552 | 96,233 | 45,426 | 72,692 | 11,438 | 9,366 | 23,286 | 39,308 | 125,455 |
U.S. Treasury, General Account | 42,481 | 0 | 42,481 | 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 | 2,675 | 1 | 2,647 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 47,654 | 10 | 47,459 | 0 | 0 | 116 | 2 | 28 | 34 | 0 | 1 | 0 | 3 |
Deferred availability cash items | 1,530 | 72 | 5 | 199 | 215 | 43 | 73 | 115 | 46 | 375 | 69 | 80 | 237 |
Interest on Federal Reserve notes due to U.S. Treasury 14 |
1,329 | 27 | 634 | 41 | 19 | 156 | 107 | 73 | 25 | 20 | 38 | 56 | 132 |
Other liabilities and accrued dividends 15 |
17,351 | 197 | 13,722 | 262 | 268 | 738 | 461 | 399 | 174 | 140 | 170 | 269 | 552 |
Total liabilities | 2,805,616 | 79,198 | 1,557,103 | 90,806 | 77,565 | 192,932 | 172,909 | 157,160 | 43,253 | 25,305 | 54,875 | 108,395 | 246,115 |
Capital | |||||||||||||
Capital paid in | 25,945 | 943 | 7,790 | 2,354 | 1,982 | 5,560 | 1,477 | 743 | 225 | 110 | 259 | 392 | 4,109 |
Surplus | 25,945 | 943 | 7,790 | 2,354 | 1,982 | 5,560 | 1,477 | 743 | 225 | 110 | 259 | 392 | 4,109 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,857,506 | 81,083 | 1,572,683 | 95,514 | 81,529 | 204,052 | 175,863 | 158,646 | 43,704 | 25,525 | 55,393 | 109,179 | 254,334 |
Federal Reserve notes and collateral | Wednesday Aug 31, 2011 |
---|---|
Federal Reserve notes outstanding | 1,158,606 |
Less: Notes held by F.R. Banks not subject to collateralization | 162,550 |
Federal Reserve notes to be collateralized | 996,056 |
Collateral held against Federal Reserve notes | 996,056 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 979,819 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,646,834 |
Less: Face value of securities under reverse repurchase agreements | 91,954 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,554,880 |