Annual Report 2012

Statistical Table 2

Table 2. Federal Reserve Bank holdings of U.S. Treasury and federal agency securities, December 31, 2010-2012
Millions of dollars
Description December 31 Change
2012 2011 2010 2011 to 2012 2010 to 2011
U.S. Treasury securities
Held outright 1 1,666,145 1,663,446 1,021,493 2,699 641,953
By remaining maturity
Bills
1-90 days 0 18,423 18,423 -18,423 0
91 days to 1 year 0 0 0 0 0
Notes and bonds
1 year or less 21 114,829 70,449 -114,808 44,380
More than 1 year through 5 years 378,476 649,698 439,594 -271,222 210,104
More than 5 years through 10 years 862,410 649,913 333,955 212,497 315,958
More than 10 years 425,238 230,583 159,072 194,655 71,511
By type
Bills 0 18,423 18,423 -18,423 0
Notes 1,110,398 1,286,344 773,285 -175,946 513,059
Bonds 555,747 358,679 229,786 197,068 128,893
Federal agency securities
Held outright1 76,783 103,994 147,460 -27,211 -43,466
By remaining maturity
Discount notes
1-90 days 0 0 0 0 0
91 days to 1 year 0 0 0 0 0
Coupons
1 year or less 19,562 27,211 43,466 -7,649 -16,255
More than 1 year through 5 years 52,830 60,603 71,050 -7,773 -10,447
More than 5 years though 10 years 2,044 13,833 30,597 -11,789 -16,764
More than 10 years 2,347 2,347 2,347 0 0
By type
Discount notes 0 0 0 0 0
Coupons 76,783 103,994 147,460 -27,211 -43,466
By issuer
Federal Home Loan Mortgage Corporation 32,261 45,126 57,515 -12,865 -12,389
Federal National Mortgage Association 31,906 39,707 58,568 -7,801 -18,861
Federal Home Loan Banks 12,616 19,161 31,377 -6,545 -12,216
Mortgage-backed securities 2
Held outright1 926,662 837,683 992,141 88,979 -154,458
By remaining maturity
1 year or less 2 0 0 2 0
More than 1 year through 5 years 1 13 24 -12 -11
More than 5 years though 10 years 2,365 34 20 2,331 14
More than 10 years 924,294 837,636 992,097 86,658 -154,461
By issuer
Federal Home Loan Mortgage Corporation 292,155 289,537 346,959 2,618 -57,422
Federal National Mortgage Association 503,696 460,910 547,545 42,786 -86,635
Government National Mortgage Association 130,811 87,237 97,637 43,574 -10,400
Temporary transactions
Repurchase agreements 3 0 0 0 0 0
Reverse repurchase agreements3 107,188 99,900 59,703 7,288 40,197
Foreign official and international accounts 107,188 99,900 59,703 7,288 40,197
Dealers 0 0 0 0 0

Note: Components may not sum to totals because of rounding.

1. Excludes the effect of temporary transactions--repurchase agreements and reverse repurchase agreements. Return to table

2. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Return to table

3. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Return to table

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Last update: June 25, 2013