Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday May 12, 2010 | ||
---|---|---|---|---|
Week ended May 12, 2010 |
Change from week ended | |||
May 5, 2010 | May 13, 2009 | |||
Reserve Bank credit | 2,310,188 | - 1,240 | + 193,731 | 2,318,471 |
Securities held outright 1 | 2,042,467 | + 217 | +1,016,818 | 2,043,258 |
U.S. Treasury securities | 776,776 | + 48 | + 207,350 | 776,792 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 712,023 | - 34 | + 206,909 | 712,023 |
Notes and bonds, inflation-indexed 2 | 41,125 | + 33 | - 128 | 41,125 |
Inflation compensation 3 | 5,204 | + 47 | + 568 | 5,220 |
Federal agency debt securities 2 | 168,112 | - 113 | + 96,003 | 168,112 |
Mortgage-backed securities 4 | 1,097,579 | + 282 | + 713,464 | 1,098,355 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | - 428,835 | 0 |
Other loans | 77,186 | - 912 | - 46,771 | 76,636 |
Primary credit | 5,150 | - 197 | - 34,722 | 5,136 |
Secondary credit | 486 | - 14 | + 486 | 400 |
Seasonal credit | 43 | + 10 | + 34 | 44 |
Primary dealer and other broker-dealer credit 6 | 0 | 0 | - 482 | 0 |
Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility |
0 | 0 | - 28,781 | 0 |
Credit extended to American International Group, Inc., net 7 |
26,808 | - 254 | - 18,894 | 26,382 |
Term Asset-Backed Securities Loan Facility 8 | 44,699 | - 457 | + 35,589 | 44,675 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 9 |
2 | - 2,794 | - 166,924 | 2 |
Net portfolio holdings of Maiden Lane LLC 10 | 28,261 | + 30 | + 2,586 | 28,262 |
Net portfolio holdings of Maiden Lane II LLC 11 | 15,839 | - 222 | - 305 | 15,841 |
Net portfolio holdings of Maiden Lane III LLC 12 | 23,299 | - 306 | + 3,068 | 23,361 |
Net portfolio holdings of TALF LLC 13 | 439 | 0 | + 439 | 439 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 14 |
25,416 | 0 | + 25,416 | 25,416 |
Float | -1,883 | + 52 | + 237 | -2,253 |
Central bank liquidity swaps 15 | 1,315 | + 1,315 | - 245,185 | 9,205 |
Other Federal Reserve assets 16 | 97,848 | + 1,380 | + 33,190 | 98,303 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | + 3,000 | 5,200 |
Treasury currency outstanding 17 | 42,829 | + 14 | + 507 | 42,829 |
Total factors supplying reserve funds | 2,369,258 | - 1,226 | + 197,238 | 2,377,541 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday May 12, 2010 | ||
---|---|---|---|---|
Week ended May 12, 2010 |
Change from week ended | |||
May 5, 2010 | May 13, 2009 | |||
Currency in circulation 17 | 937,635 | + 1,610 | + 32,844 | 939,262 |
Reverse repurchase agreements 18 | 54,241 | - 3,389 | - 13,778 | 56,647 |
Foreign official and international accounts | 54,241 | - 3,389 | - 13,778 | 56,647 |
Dealers | 0 | 0 | 0 | 0 |
Treasury cash holdings | 185 | - 15 | - 105 | 186 |
Deposits with F.R. Banks, other than reserve balances | 241,659 | - 42,226 | - 50,648 | 220,662 |
U.S. Treasury, general account | 34,305 | - 42,362 | - 41,754 | 16,293 |
U.S. Treasury, supplementary financing account | 199,958 | 0 | + 25 | 199,958 |
Foreign official | 1,480 | - 2,504 | - 462 | 1,413 |
Service-related | 2,665 | - 1 | - 1,674 | 2,665 |
Required clearing balances | 2,665 | - 1 | - 1,674 | 2,665 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 3,251 | + 2,641 | - 6,783 | 333 |
Other liabilities and capital 19 | 70,695 | - 805 | + 22,351 | 71,004 |
Total factors, other than reserve balances, absorbing reserve funds |
1,304,415 | - 44,824 | - 9,335 | 1,287,762 |
Reserve balances with Federal Reserve Banks | 1,064,843 | + 43,598 | + 206,573 | 1,089,779 |
Memorandum item | Averages of daily figures | Wednesday May 12, 2010 | ||
---|---|---|---|---|
Week ended May 12, 2010 |
Change from week ended | |||
May 5, 2010 | May 13, 2009 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,063,772 | - 11,084 | + 380,131 | 3,055,420 |
U.S. Treasury securities | 2,273,073 | - 10,054 | + 405,657 | 2,266,368 |
Federal agency securities 2 | 790,699 | - 1,030 | - 25,526 | 789,052 |
Securities lent to dealers | 3,232 | - 2,081 | - 34,789 | 4,068 |
Overnight facility 3 | 3,232 | - 2,081 | - 2,239 | 4,068 |
U.S. Treasury securities | 2,051 | - 1,938 | - 3,420 | 2,929 |
Federal agency debt securities | 1,180 | - 143 | + 1,180 | 1,139 |
Term facility 4 | 0 | 0 | - 32,550 | 0 |
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 |
---|---|---|---|---|---|---|---|
Term auction credit | 0 | 0 | ... | ... | ... | ... | 0 |
Other loans 1 | 5,546 | 33 | 0 | 71,056 | 0 | ... | 76,636 |
U.S. Treasury securities 2 | |||||||
Holdings | 19,283 | 15,452 | 51,342 | 327,542 | 218,243 | 144,931 | 776,792 |
Weekly changes | - 3,520 | + 3,520 | + 5 | + 9 | + 11 | + 19 | + 43 |
Federal agency debt securities 3 | |||||||
Holdings | 735 | 7,996 | 34,263 | 89,223 | 33,548 | 2,347 | 168,112 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 33 | 20 | 1,098,302 | 1,098,355 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | + 940 | + 940 |
Commercial paper held by Commercial Paper Funding Facility LLC 5 |
0 | 0 | 0 | ... | ... | ... | 0 |
Asset-backed securities held by TALF LLC 6 |
0 | 0 | 0 | 0 | 0 | 0 | 0 |
Repurchase agreements 7 | 0 | 0 | ... | ... | ... | ... | 0 |
Central bank liquidity swaps 8 | 9,205 | 0 | 0 | 0 | 0 | 0 | 9,205 |
Reverse repurchase agreements 7 | 56,647 | 0 | ... | ... | ... | ... | 56,647 |
Account name | Wednesday May 12, 2010 |
---|---|
Mortgage-backed securities held outright 1 | 1,098,355 |
Commitments to buy mortgage-backed securities 2 | 71,878 |
Commitments to sell mortgage-backed securities 2 | 8,860 |
Cash and cash equivalents 3 | 709 |
Account name | Wednesday May 12, 2010 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 28,262 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 28,820 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 483 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,272 |
Account name | Wednesday May 12, 2010 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 15,841 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 14,532 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 335 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,049 |
Account name | Wednesday May 12, 2010 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 23,361 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 16,206 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 419 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,254 |
Account name | Wednesday May 12, 2010 |
---|---|
Commercial paper holdings, net 1 | 0 |
Other investments, net | 2 |
Net portfolio holdings of Commercial Paper Funding Facility LLC | 2 |
Memorandum: Commercial paper holdings, face value | 0 |
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 |
Account name | Wednesday May 12, 2010 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 439 |
Net portfolio holdings of TALF LLC | 439 |
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 | 104 |
Account name | Wednesday May 12, 2010 |
---|---|
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 1 | 25,416 |
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC 2 | 146 |
Preferred interests in AIA Aurora LLC 1 | 16,266 |
Accrued dividends on preferred interests in AIA Aurora LLC 2 | 94 |
Preferred interests in ALICO Holdings LLC 1 | 9,150 |
Accrued dividends on preferred interests in ALICO Holdings LLC 2 | 53 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday May 12, 2010 |
Change since | |
---|---|---|---|---|
Wednesday May 5, 2010 |
Wednesday May 13, 2009 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | + 3,000 |
Coin |   | 2,065 | - 16 | + 205 |
Securities, repurchase agreements, term auction credit, and other loans |
  | 2,119,894 | - 131 | + 477,418 |
Securities held outright 1 |   | 2,043,258 | + 982 | + 961,667 |
U.S. Treasury securities |   | 776,792 | + 43 | + 199,701 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 712,023 | 0 | + 199,253 |
Notes and bonds, inflation-indexed 2 |   | 41,125 | 0 | - 128 |
Inflation compensation 3 |   | 5,220 | + 43 | + 575 |
Federal agency debt securities 2 |   | 168,112 | 0 | + 95,157 |
Mortgage-backed securities 4 |   | 1,098,355 | + 940 | + 666,810 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Term auction credit |   | 0 | 0 | - 428,835 |
Other loans |   | 76,636 | - 1,113 | - 55,413 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
  | 2 | 0 | - 163,207 |
Net portfolio holdings of Maiden Lane LLC 7 |   | 28,262 | + 1 | + 2,569 |
Net portfolio holdings of Maiden Lane II LLC 8 |   | 15,841 | - 222 | - 309 |
Net portfolio holdings of Maiden Lane III LLC 9 |   | 23,361 | - 304 | + 3,056 |
Net portfolio holdings of TALF LLC 10 |   | 439 | 0 | + 439 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
  | 25,416 | 0 | + 25,416 |
Items in process of collection | (41) | 160 | - 65 | - 200 |
Bank premises |   | 2,237 | + 3 | + 43 |
Central bank liquidity swaps 12 |   | 9,205 | + 9,205 | - 237,633 |
Other assets 13 |   | 96,428 | + 1,463 | + 30,914 |
Total assets | (41) | 2,339,547 | + 9,933 | + 141,712 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday May 12, 2010 |
Change since | |
---|---|---|---|---|
Wednesday May 5, 2010 |
Wednesday May 13, 2009 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 898,681 | + 1,166 | + 33,170 |
Reverse repurchase agreements 14 |   | 56,647 | + 3,164 | - 14,247 |
Deposits | (0) | 1,310,842 | + 4,734 | + 102,137 |
Depository institutions |   | 1,092,845 | + 60,106 | + 161,108 |
U.S. Treasury, general account |   | 16,293 | - 53,647 | - 40,874 |
U.S. Treasury, supplementary financing account |   | 199,958 | 0 | + 25 |
Foreign official |   | 1,413 | - 1,638 | - 1,134 |
Other | (0) | 333 | - 88 | - 16,989 |
Deferred availability cash items | (41) | 2,372 | - 341 | - 979 |
Other liabilities and accrued dividends 15 |   | 16,210 | + 755 | + 9,929 |
Total liabilities | (41) | 2,284,753 | + 9,478 | + 130,010 |
Capital accounts | ||||
Capital paid in |   | 26,386 | + 56 | + 3,448 |
Surplus |   | 25,614 | + 27 | + 7,473 |
Other capital accounts |   | 2,794 | + 372 | + 781 |
Total capital |   | 54,794 | + 455 | + 11,702 |
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 | 369 | 4,038 | 404 | 463 | 846 | 1,385 | 887 | 324 | 203 | 296 | 652 | 1,170 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,065 | 73 | 81 | 165 | 148 | 302 | 191 | 324 | 26 | 66 | 146 | 200 | 342 |
Securities, repurchase agreements, term auction credit, and other loans |
2,119,894 | 51,712 | 910,264 | 47,734 | 69,421 | 232,714 | 193,363 | 154,047 | 52,631 | 27,988 | 70,095 | 85,800 | 224,125 |
Securities held outright 1 | 2,043,258 | 51,708 | 833,758 | 47,716 | 69,421 | 232,705 | 193,349 | 154,034 | 52,631 | 27,972 | 70,092 | 85,797 | 224,076 |
U.S. Treasury securities | 776,792 | 19,658 | 316,972 | 18,140 | 26,392 | 88,468 | 73,506 | 58,559 | 20,009 | 10,634 | 26,647 | 32,618 | 85,188 |
Bills 2 | 18,423 | 466 | 7,517 | 430 | 626 | 2,098 | 1,743 | 1,389 | 475 | 252 | 632 | 774 | 2,020 |
Notes and bonds 3 | 758,369 | 19,192 | 309,455 | 17,710 | 25,766 | 86,370 | 71,763 | 57,171 | 19,534 | 10,382 | 26,015 | 31,844 | 83,167 |
Federal agency debt securities 2 | 168,112 | 4,254 | 68,599 | 3,926 | 5,712 | 19,146 | 15,908 | 12,673 | 4,330 | 2,301 | 5,767 | 7,059 | 18,436 |
Mortgage-backed securities 4 | 1,098,355 | 27,796 | 448,187 | 25,650 | 37,317 | 125,091 | 103,935 | 82,801 | 28,292 | 15,036 | 37,678 | 46,120 | 120,452 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Other loans | 76,636 | 4 | 76,506 | 18 | 0 | 9 | 14 | 13 | 1 | 16 | 3 | 3 | 49 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
2 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 |
28,262 | 0 | 28,262 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
15,841 | 0 | 15,841 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
23,361 | 0 | 23,361 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 439 | 0 | 439 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
25,416 | 0 | 25,416 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 200 | 9 | 0 | 19 | 49 | 8 | 19 | 12 | 2 | 22 | 16 | 22 | 23 |
Bank premises | 2,237 | 123 | 260 | 70 | 143 | 238 | 219 | 210 | 136 | 109 | 266 | 250 | 212 |
Central bank liquidity swaps 12 | 9,205 | 339 | 2,672 | 1,006 | 686 | 2,563 | 568 | 222 | 86 | 256 | 75 | 127 | 606 |
Other assets 13 | 96,428 | 2,722 | 36,789 | 4,299 | 4,221 | 14,855 | 8,292 | 5,974 | 2,109 | 1,673 | 2,672 | 3,369 | 9,452 |
Interdistrict settlement account | 0 | - 9,830 | + 74,679 | + 21,761 | - 13,457 | + 79,047 | - 47,654 | - 42,904 | - 15,502 | + 22,554 | - 21,435 | - 14,797 | - 32,462 |
Total assets | 2,339,587 | 45,713 | 1,123,921 | 75,668 | 61,911 | 330,985 | 157,037 | 119,197 | 39,963 | 52,961 | 52,284 | 75,905 | 204,042 |
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 | 1,075,123 | 34,753 | 389,749 | 38,791 | 44,330 | 84,124 | 135,632 | 86,815 | 32,158 | 20,064 | 29,357 | 65,472 | 113,879 |
Less: Notes held by F.R. Banks | 176,443 | 4,088 | 55,357 | 5,801 | 9,145 | 12,138 | 29,782 | 11,639 | 4,624 | 2,960 | 3,428 | 12,343 | 25,138 |
Federal Reserve notes, net | 898,681 | 30,665 | 334,392 | 32,989 | 35,185 | 71,985 | 105,850 | 75,176 | 27,534 | 17,105 | 25,929 | 53,129 | 88,741 |
Reverse repurchase agreements 14 | 56,647 | 1,434 | 23,115 | 1,323 | 1,925 | 6,451 | 5,360 | 4,270 | 1,459 | 775 | 1,943 | 2,379 | 6,212 |
Deposits | 1,310,842 | 11,399 | 739,334 | 35,248 | 19,988 | 238,745 | 41,722 | 37,668 | 10,162 | 32,980 | 23,582 | 19,064 | 100,949 |
Depository institutions | 1,092,845 | 11,395 | 521,502 | 35,243 | 19,985 | 238,636 | 41,720 | 37,639 | 10,159 | 32,979 | 23,581 | 19,063 | 100,943 |
U.S. Treasury, general account | 16,293 | 0 | 16,293 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
199,958 | 0 | 199,958 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 1,413 | 1 | 1,385 | 4 | 3 | 11 | 2 | 1 | 0 | 1 | 0 | 1 | 3 |
Other | 333 | 3 | 196 | 0 | 1 | 99 | 0 | 28 | 2 | 0 | 1 | 0 | 3 |
Deferred availability cash items | 2,413 | 70 | 0 | 218 | 619 | 80 | 144 | 155 | 57 | 390 | 106 | 102 | 473 |
Other liabilities and accrued dividends 15 |
16,210 | 247 | 11,294 | 295 | 335 | 993 | 695 | 564 | 235 | 173 | 252 | 343 | 784 |
Total liabilities | 2,284,793 | 43,815 | 1,108,135 | 70,072 | 58,052 | 318,255 | 153,772 | 117,835 | 39,446 | 51,424 | 51,812 | 75,017 | 197,159 |
Capital | |||||||||||||
Capital paid in | 26,386 | 916 | 7,515 | 2,938 | 1,906 | 5,451 | 1,553 | 624 | 239 | 803 | 212 | 414 | 3,814 |
Surplus | 25,614 | 945 | 7,557 | 2,658 | 1,910 | 7,140 | 1,581 | 620 | 240 | 712 | 210 | 353 | 1,688 |
Other capital | 2,794 | 37 | 713 | 0 | 42 | 139 | 131 | 117 | 38 | 22 | 51 | 122 | 1,381 |
Total liabilities and capital | 2,339,587 | 45,713 | 1,123,921 | 75,668 | 61,911 | 330,985 | 157,037 | 119,197 | 39,963 | 52,961 | 52,284 | 75,905 | 204,042 |
Federal Reserve notes and collateral | Wednesday May 12, 2010 |
---|---|
Federal Reserve notes outstanding | 1,075,123 |
Less: Notes held by F.R. Banks not subject to collateralization | 176,443 |
Federal Reserve notes to be collateralized | 898,681 |
Collateral held against Federal Reserve notes | 898,681 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 882,444 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,043,258 |
Less: Face value of securities under reverse repurchase agreements | 55,970 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 1,987,288 |