Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Feb 22, 2012 | ||
---|---|---|---|---|
Week ended Feb 22, 2012 |
Change from week ended | |||
Feb 15, 2012 | Feb 23, 2011 | |||
Reserve Bank credit | 2,917,435 | - 677 | + 412,056 | 2,914,879 |
Securities held outright 1 | 2,612,780 | + 7,615 | + 308,851 | 2,610,443 |
U.S. Treasury securities | 1,660,174 | + 191 | + 458,774 | 1,656,581 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,563,864 | - 618 | + 441,138 | 1,560,286 |
Notes and bonds, inflation-indexed 2 | 68,760 | + 794 | + 14,897 | 68,760 |
Inflation compensation 3 | 9,127 | + 15 | + 2,738 | 9,112 |
Federal agency debt securities 2 | 100,817 | - 681 | - 43,337 | 100,817 |
Mortgage-backed securities 4 | 851,789 | + 8,105 | - 106,586 | 853,045 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Loans | 7,946 | - 91 | - 13,962 | 7,632 |
Primary credit | 4 | - 3 | - 14 | 3 |
Secondary credit | 0 | 0 | 0 | 0 |
Seasonal credit | 0 | 0 | - 3 | 0 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | 0 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 7,943 | - 87 | - 13,944 | 7,629 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 8 | 6,479 | - 363 | - 19,554 | 6,504 |
Net portfolio holdings of Maiden Lane II LLC 9 | 6,714 | + 2 | - 9,330 | 6,715 |
Net portfolio holdings of Maiden Lane III LLC 10 | 17,595 | - 184 | - 5,220 | 17,603 |
Net portfolio holdings of TALF LLC 11 | 820 | + 1 | + 129 | 825 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | 0 | 0 |
Float | -908 | + 49 | + 527 | -1,433 |
Central bank liquidity swaps 12 | 107,959 | - 1,129 | + 107,889 | 107,959 |
Other Federal Reserve assets 13 | 158,050 | - 6,578 | + 42,725 | 158,631 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 14 | 44,296 | + 14 | + 563 | 44,296 |
Total factors supplying reserve funds | 2,977,971 | - 663 | + 412,618 | 2,975,415 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Feb 22, 2012 | ||
---|---|---|---|---|
Week ended Feb 22, 2012 |
Change from week ended | |||
Feb 15, 2012 | Feb 23, 2011 | |||
Currency in circulation 14 | 1,088,955 | + 7,289 | + 93,525 | 1,089,738 |
Reverse repurchase agreements 15 | 88,893 | + 69 | + 31,032 | 89,824 |
Foreign official and international accounts | 88,893 | + 69 | + 31,032 | 89,824 |
Others | 0 | 0 | 0 | 0 |
Treasury cash holdings | 157 | + 8 | - 24 | 160 |
Deposits with F.R. Banks, other than reserve balances | 102,984 | + 4,753 | - 70,526 | 100,456 |
Term deposits held by depository institutions | 0 | 0 | - 5,070 | 0 |
U.S. Treasury, General Account | 55,795 | - 2,254 | + 15,237 | 36,033 |
U.S. Treasury, Supplementary Financing Account | 0 | 0 | - 124,976 | 0 |
Foreign official | 138 | - 9 | + 8 | 130 |
Service-related | 1,971 | 0 | - 355 | 1,971 |
Required clearing balances | 1,971 | 0 | - 355 | 1,971 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 45,081 | + 7,017 | + 44,630 | 62,322 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | 0 | 0 |
Other liabilities and capital 16 | 75,239 | - 265 | + 2,737 | 74,394 |
Total factors, other than reserve balances, absorbing reserve funds |
1,356,229 | + 11,854 | + 56,745 | 1,354,572 |
Reserve balances with Federal Reserve Banks | 1,621,742 | - 12,518 | + 355,873 | 1,620,843 |
Memorandum item | Averages of daily figures | Wednesday Feb 22, 2012 | ||
---|---|---|---|---|
Week ended Feb 22, 2012 |
Change from week ended | |||
Feb 15, 2012 | Feb 23, 2011 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,461,825 | + 14,673 | + 73,727 | 3,461,402 |
U.S. Treasury securities | 2,727,792 | + 11,637 | + 100,393 | 2,723,469 |
Federal agency securities 2 | 734,033 | + 3,036 | - 26,665 | 737,933 |
Securities lent to dealers | 19,367 | + 3,910 | + 4,448 | 21,783 |
Overnight facility 3 | 19,367 | + 3,910 | + 4,448 | 21,783 |
U.S. Treasury securities | 18,381 | + 3,936 | + 4,656 | 20,801 |
Federal agency debt securities | 986 | - 27 | - 208 | 982 |
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 | 3 | 235 | 4,468 | 2,927 | 0 | ... | 7,632 |
U.S. Treasury securities 2 | |||||||
Holdings | 16,174 | 30,308 | 58,928 | 603,274 | 688,526 | 259,371 | 1,656,581 |
Weekly changes | + 2,156 | - 2,157 | + 6,607 | - 23,828 | + 7,875 | - 1,142 | - 10,490 |
Federal agency debt securities 3 | |||||||
Holdings | 1,014 | 6,551 | 18,639 | 61,284 | 10,982 | 2,347 | 100,817 |
Weekly changes | + 333 | - 100 | - 914 | + 1,500 | - 1,500 | 0 | - 681 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 1 | 12 | 83 | 852,949 | 853,045 |
Weekly changes | 0 | 0 | 0 | 0 | + 7 | + 5,231 | + 5,239 |
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 | 59,318 | 48,641 | 0 | 0 | 0 | 0 | 107,959 |
Reverse repurchase agreements 6 | 89,824 | 0 | ... | ... | ... | ... | 89,824 |
Term deposits | 0 | 0 | 0 | ... | ... | ... | 0 |
Account name | Wednesday Feb 22, 2012 |
---|---|
Mortgage-backed securities held outright 1 | 853,045 |
Commitments to buy mortgage-backed securities 2 | 33,413 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 15 |
Account name | Wednesday Feb 22, 2012 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 6,504 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 3,265 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 760 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,396 |
Account name | Wednesday Feb 22, 2012 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 6,715 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 2,867 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 579 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,111 |
Account name | Wednesday Feb 22, 2012 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 17,603 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 8,613 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 710 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,568 |
Account name | Wednesday Feb 22, 2012 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 825 |
Net portfolio holdings of TALF LLC | 825 |
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 Feb 22, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Feb 15, 2012 |
Wednesday Feb 23, 2011 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,406 | - 23 | + 146 |
Securities, repurchase agreements, and loans |   | 2,618,075 | - 6,295 | + 281,304 |
Securities held outright 1 |   | 2,610,443 | - 5,932 | + 294,697 |
U.S. Treasury securities |   | 1,656,581 | - 10,490 | + 443,156 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,560,286 | - 10,443 | + 425,543 |
Notes and bonds, inflation-indexed 2 |   | 68,760 | 0 | + 14,897 |
Inflation compensation 3 |   | 9,112 | - 47 | + 2,715 |
Federal agency debt securities 2 |   | 100,817 | - 681 | - 43,302 |
Mortgage-backed securities 4 |   | 853,045 | + 5,239 | - 105,156 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Loans |   | 7,632 | - 363 | - 13,393 |
Net portfolio holdings of Maiden Lane LLC 6 |   | 6,504 | + 30 | - 19,531 |
Net portfolio holdings of Maiden Lane II LLC 7 |   | 6,715 | + 1 | - 9,331 |
Net portfolio holdings of Maiden Lane III LLC 8 |   | 17,603 | + 9 | - 5,217 |
Net portfolio holdings of TALF LLC 9 |   | 825 | + 6 | + 122 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
  | 0 | 0 | 0 |
Items in process of collection | (140) | 209 | + 184 | - 20 |
Bank premises |   | 2,178 | + 1 | - 41 |
Central bank liquidity swaps 11 |   | 107,959 | - 1,129 | + 107,889 |
Other assets 12 |   | 156,439 | + 2,123 | + 42,653 |
Total assets | (140) | 2,935,149 | - 5,095 | + 397,974 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Feb 22, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Feb 15, 2012 |
Wednesday Feb 23, 2011 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 1,048,004 | + 3,745 | + 91,992 |
Reverse repurchase agreements 13 |   | 89,824 | + 2,707 | + 30,340 |
Deposits | (0) | 1,721,285 | - 12,354 | + 274,668 |
Term deposits held by depository institutions |   | 0 | 0 | - 5,070 |
Other deposits held by depository institutions |   | 1,622,800 | - 51,037 | + 329,965 |
U.S. Treasury, General Account |   | 36,033 | - 14,033 | + 12,910 |
U.S. Treasury, Supplementary Financing Account |   | 0 | 0 | - 124,976 |
Foreign official |   | 130 | - 139 | + 1 |
Other | (0) | 62,322 | + 52,855 | + 61,837 |
Deferred availability cash items | (140) | 1,642 | + 531 | - 886 |
Other liabilities and accrued dividends 14 |   | 19,800 | + 231 | + 301 |
Total liabilities | (140) | 2,880,556 | - 5,140 | + 396,415 |
Capital accounts | ||||
Capital paid in |   | 27,297 | + 23 | + 780 |
Surplus |   | 27,297 | + 23 | + 780 |
Other capital accounts |   | 0 | 0 | 0 |
Total capital |   | 54,594 | + 46 | + 1,559 |
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 | 2,406 | 58 | 114 | 163 | 179 | 422 | 207 | 344 | 34 | 62 | 179 | 245 | 398 |
Securities, repurchase agreements, and loans |
2,618,075 | 64,182 | 1,221,597 | 89,423 | 70,513 | 301,480 | 194,067 | 155,025 | 49,408 | 40,119 | 69,440 | 103,243 | 259,579 |
Securities held outright 1 | 2,610,443 | 64,182 | 1,213,968 | 89,423 | 70,513 | 301,480 | 194,067 | 155,022 | 49,408 | 40,119 | 69,439 | 103,243 | 259,578 |
U.S. Treasury securities | 1,656,581 | 40,729 | 770,381 | 56,748 | 44,748 | 191,318 | 123,155 | 98,377 | 31,354 | 25,459 | 44,066 | 65,518 | 164,728 |
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 | 1,638,159 | 40,277 | 761,814 | 56,117 | 44,250 | 189,191 | 121,785 | 97,283 | 31,005 | 25,176 | 43,576 | 64,789 | 162,896 |
Federal agency debt securities 2 | 100,817 | 2,479 | 46,884 | 3,454 | 2,723 | 11,643 | 7,495 | 5,987 | 1,908 | 1,549 | 2,682 | 3,987 | 10,025 |
Mortgage-backed securities 4 | 853,045 | 20,973 | 396,702 | 29,222 | 23,043 | 98,518 | 63,418 | 50,658 | 16,146 | 13,110 | 22,691 | 33,738 | 84,825 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Loans | 7,632 | 0 | 7,629 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 1 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 6 |
6,504 | 0 | 6,504 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 7 |
6,715 | 0 | 6,715 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 8 |
17,603 | 0 | 17,603 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 9 | 825 | 0 | 825 | 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 | 349 | 18 | 0 | 97 | 62 | 5 | 68 | 19 | 8 | 10 | 6 | 15 | 41 |
Bank premises | 2,178 | 124 | 259 | 67 | 125 | 232 | 213 | 205 | 134 | 105 | 258 | 244 | 212 |
Central bank liquidity swaps 11 | 107,959 | 3,785 | 34,825 | 9,364 | 7,981 | 22,332 | 6,173 | 2,880 | 883 | 440 | 1,074 | 1,729 | 16,493 |
Other assets 12 | 156,439 | 4,149 | 68,787 | 6,731 | 5,451 | 20,528 | 11,198 | 8,421 | 2,722 | 2,154 | 3,742 | 5,644 | 16,911 |
Interdistrict settlement account | 0 | - 1,834 | + 291,605 | - 16,484 | - 8,247 | - 142,677 | - 39,541 | - 2,316 | - 4,914 | - 15,620 | - 16,630 | - 1,982 | - 41,361 |
Total assets | 2,935,290 | 71,067 | 1,654,518 | 90,003 | 76,752 | 203,604 | 174,435 | 165,856 | 48,745 | 27,557 | 58,540 | 110,149 | 254,063 |
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 | 1,224,276 | 44,181 | 438,662 | 46,231 | 60,102 | 100,061 | 143,997 | 88,015 | 33,609 | 21,191 | 34,188 | 79,391 | 134,648 |
Less: Notes held by F.R. Banks | 176,272 | 4,795 | 58,928 | 6,176 | 8,187 | 11,433 | 25,586 | 11,777 | 3,700 | 4,829 | 3,937 | 11,467 | 25,457 |
Federal Reserve notes, net | 1,048,004 | 39,386 | 379,733 | 40,055 | 51,915 | 88,628 | 118,411 | 76,238 | 29,909 | 16,362 | 30,250 | 67,924 | 109,191 |
Reverse repurchase agreements 13 | 89,824 | 2,208 | 41,772 | 3,077 | 2,426 | 10,374 | 6,678 | 5,334 | 1,700 | 1,380 | 2,389 | 3,553 | 8,932 |
Deposits | 1,721,285 | 26,723 | 1,200,409 | 41,688 | 17,904 | 92,448 | 45,294 | 82,261 | 16,420 | 9,205 | 25,061 | 37,306 | 126,567 |
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 |
1,622,800 | 26,721 | 1,102,120 | 41,674 | 17,900 | 92,316 | 45,291 | 82,229 | 16,420 | 9,204 | 25,060 | 37,305 | 126,560 |
U.S. Treasury, General Account | 36,033 | 0 | 36,033 | 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 | 130 | 1 | 103 | 3 | 3 | 8 | 2 | 1 | 0 | 0 | 0 | 1 | 6 |
Other | 62,322 | 1 | 62,153 | 11 | 1 | 123 | 0 | 30 | 0 | 1 | 1 | 0 | 1 |
Deferred availability cash items | 1,782 | 84 | 0 | 189 | 211 | 31 | 391 | 43 | 56 | 203 | 54 | 128 | 392 |
Interest on Federal Reserve notes due to U.S. Treasury 14 |
1,320 | -197 | 708 | 44 | 36 | 165 | 130 | 102 | 35 | 26 | 47 | 71 | 154 |
Other liabilities and accrued dividends 15 |
18,480 | 218 | 14,466 | 284 | 262 | 824 | 528 | 443 | 185 | 162 | 201 | 305 | 602 |
Total liabilities | 2,880,696 | 68,423 | 1,637,088 | 85,337 | 72,755 | 192,469 | 171,431 | 164,421 | 48,306 | 27,338 | 58,004 | 109,286 | 245,839 |
Capital | |||||||||||||
Capital paid in | 27,297 | 1,322 | 8,715 | 2,333 | 1,998 | 5,568 | 1,502 | 718 | 220 | 109 | 268 | 432 | 4,112 |
Surplus | 27,297 | 1,322 | 8,715 | 2,333 | 1,998 | 5,568 | 1,502 | 718 | 220 | 109 | 268 | 432 | 4,112 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,935,290 | 71,067 | 1,654,518 | 90,003 | 76,752 | 203,604 | 174,435 | 165,856 | 48,745 | 27,557 | 58,540 | 110,149 | 254,063 |
Federal Reserve notes and collateral | Wednesday Feb 22, 2012 |
---|---|
Federal Reserve notes outstanding | 1,224,276 |
Less: Notes held by F.R. Banks not subject to collateralization | 176,272 |
Federal Reserve notes to be collateralized | 1,048,004 |
Collateral held against Federal Reserve notes | 1,048,004 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 1,031,767 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,610,443 |
Less: Face value of securities under reverse repurchase agreements | 78,260 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,532,182 |