Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Aug 11, 2010 | ||
---|---|---|---|---|
Week ended Aug 11, 2010 |
Change from week ended | |||
Aug 4, 2010 | Aug 12, 2009 | |||
Reserve Bank credit | 2,308,988 | - 142 | + 319,671 | 2,310,364 |
Securities held outright 1 | 2,054,510 | + 477 | + 681,818 | 2,055,848 |
U.S. Treasury securities | 777,012 | - 10 | + 56,102 | 777,009 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 712,020 | 0 | + 59,582 | 712,020 |
Notes and bonds, inflation-indexed 2 | 41,129 | 0 | - 3,459 | 41,129 |
Inflation compensation 3 | 5,441 | - 10 | - 21 | 5,437 |
Federal agency debt securities 2 | 159,381 | 0 | + 50,485 | 159,381 |
Mortgage-backed securities 4 | 1,118,117 | + 488 | + 575,232 | 1,119,459 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | - 233,598 | 0 |
Other loans | 62,374 | - 1,514 | - 43,603 | 62,225 |
Primary credit | 14 | - 22 | - 33,920 | 1 |
Secondary credit | 1 | + 1 | - 804 | 0 |
Seasonal credit | 79 | - 4 | - 26 | 80 |
Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility |
0 | 0 | - 113 | 0 |
Credit extended to American International Group, Inc., net 6 |
23,512 | - 73 | - 17,677 | 23,674 |
Term Asset-Backed Securities Loan Facility 7 | 38,768 | - 1,416 | + 8,937 | 38,470 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 8 |
1 | 0 | - 60,027 | 1 |
Net portfolio holdings of Maiden Lane LLC 9 | 29,454 | + 27 | + 3,500 | 29,469 |
Net portfolio holdings of Maiden Lane II LLC 10 | 15,958 | - 214 | + 1,143 | 15,961 |
Net portfolio holdings of Maiden Lane III LLC 11 | 23,231 | - 319 | + 2,472 | 23,299 |
Net portfolio holdings of TALF LLC 12 | 540 | 0 | + 540 | 540 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 13 |
25,733 | 0 | + 25,733 | 25,733 |
Float | -1,761 | - 78 | + 384 | -2,020 |
Central bank liquidity swaps 14 | 1,246 | 0 | - 75,037 | 1,246 |
Other Federal Reserve assets 15 | 97,703 | + 1,480 | + 16,347 | 98,062 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | + 3,000 | 5,200 |
Treasury currency outstanding 16 | 43,252 | + 14 | + 769 | 43,252 |
Total factors supplying reserve funds | 2,368,481 | - 128 | + 323,439 | 2,369,857 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Aug 11, 2010 | ||
---|---|---|---|---|
Week ended Aug 11, 2010 |
Change from week ended | |||
Aug 4, 2010 | Aug 12, 2009 | |||
Currency in circulation 16 | 946,348 | + 1,658 | + 34,727 | 947,902 |
Reverse repurchase agreements 17 | 59,980 | - 2,175 | - 10,324 | 58,548 |
Foreign official and international accounts | 59,748 | - 2,407 | - 10,556 | 57,963 |
Dealers | 231 | + 231 | + 231 | 585 |
Treasury cash holdings | 199 | - 11 | - 87 | 207 |
Deposits with F.R. Banks, other than reserve balances | 243,397 | + 8,299 | - 14,983 | 233,845 |
Term deposits held by depository institutions | 2,119 | 0 | + 2,119 | 2,119 |
U.S. Treasury, general account | 36,113 | + 8,736 | - 12,104 | 26,932 |
U.S. Treasury, supplementary financing account | 199,957 | - 3 | + 24 | 199,957 |
Foreign official | 2,082 | - 656 | - 1,332 | 2,013 |
Service-related | 2,457 | 0 | - 2,662 | 2,457 |
Required clearing balances | 2,457 | 0 | - 2,662 | 2,457 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 669 | + 220 | - 1,028 | 367 |
Other liabilities and capital 18 | 73,401 | - 633 | + 15,768 | 73,611 |
Total factors, other than reserve balances, absorbing reserve funds |
1,323,325 | + 7,138 | + 25,101 | 1,314,113 |
Reserve balances with Federal Reserve Banks | 1,045,156 | - 7,266 | + 298,338 | 1,055,744 |
Memorandum item | Averages of daily figures | Wednesday Aug 11, 2010 | ||
---|---|---|---|---|
Week ended Aug 11, 2010 |
Change from week ended | |||
Aug 4, 2010 | Aug 12, 2009 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,164,488 | + 10,583 | + 348,871 | 3,174,357 |
U.S. Treasury securities | 2,334,184 | + 11,432 | + 301,789 | 2,341,620 |
Federal agency securities 2 | 830,304 | - 849 | + 47,082 | 832,738 |
Securities lent to dealers | 3,592 | - 486 | - 9,657 | 4,322 |
Overnight facility 3 | 3,592 | - 486 | - 6,957 | 4,322 |
U.S. Treasury securities | 2,359 | - 573 | - 8,014 | 3,040 |
Federal agency debt securities | 1,232 | + 86 | + 1,056 | 1,282 |
Term facility 4 | 0 | 0 | - 2,700 | 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 |
---|---|---|---|---|---|---|---|
Other loans 1 | 28 | 54 | 0 | 62,144 | 0 | ... | 62,225 |
U.S. Treasury securities 2 | |||||||
Holdings | 19,072 | 13,043 | 53,289 | 331,813 | 215,945 | 143,846 | 777,009 |
Weekly changes | + 2,156 | - 2,157 | - 1 | - 2 | - 2 | - 5 | - 10 |
Federal agency debt securities 3 | |||||||
Holdings | 2,879 | 6,821 | 37,246 | 77,342 | 32,746 | 2,347 | 159,381 |
Weekly changes | + 709 | - 709 | 0 | 0 | 0 | 0 | 0 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 30 | 20 | 1,119,408 | 1,119,459 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | + 1,724 | + 1,725 |
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 | 1,242 | 4 | 0 | 0 | 0 | 0 | 1,246 |
Reverse repurchase agreements 7 | 58,548 | 0 | ... | ... | ... | ... | 58,548 |
Term deposits | 0 | 2,119 | 0 | ... | ... | ... | 2,119 |
Account name | Wednesday Aug 11, 2010 |
---|---|
Mortgage-backed securities held outright 1 | 1,119,459 |
Commitments to buy mortgage-backed securities 2 | 820 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 679 |
Account name | Wednesday Aug 11, 2010 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 29,469 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 28,790 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 537 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,288 |
Account name | Wednesday Aug 11, 2010 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 15,961 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 13,873 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 383 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,058 |
Account name | Wednesday Aug 11, 2010 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 23,299 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 15,107 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 473 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,298 |
Account name | Wednesday Aug 11, 2010 |
---|---|
Commercial paper holdings, net 1 | 0 |
Other investments, net | 1 |
Net portfolio holdings of Commercial Paper Funding Facility LLC | 1 |
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 Aug 11, 2010 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 540 |
Net portfolio holdings of TALF LLC | 540 |
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 | 105 |
Account name | Wednesday Aug 11, 2010 |
---|---|
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 1 | 25,733 |
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC 2 | 148 |
Preferred interests in AIA Aurora LLC 1 | 16,469 |
Accrued dividends on preferred interests in AIA Aurora LLC 2 | 95 |
Preferred interests in ALICO Holdings LLC 1 | 9,264 |
Accrued dividends on preferred interests in ALICO Holdings LLC 2 | 53 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Aug 11, 2010 |
Change since | |
---|---|---|---|---|
Wednesday Aug 4, 2010 |
Wednesday Aug 12, 2009 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | + 3,000 |
Coin |   | 2,065 | 0 | + 152 |
Securities, repurchase agreements, term auction credit, and other loans |
  | 2,118,074 | + 173 | + 393,430 |
Securities held outright 1 |   | 2,055,848 | + 1,714 | + 673,986 |
U.S. Treasury securities |   | 777,009 | - 10 | + 48,035 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 712,020 | 0 | + 51,555 |
Notes and bonds, inflation-indexed 2 |   | 41,129 | 0 | - 3,459 |
Inflation compensation 3 |   | 5,437 | - 11 | - 61 |
Federal agency debt securities 2 |   | 159,381 | 0 | + 49,378 |
Mortgage-backed securities 4 |   | 1,119,459 | + 1,725 | + 576,574 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Term auction credit |   | 0 | 0 | - 233,598 |
Other loans |   | 62,225 | - 1,542 | - 46,959 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
  | 1 | 0 | - 58,051 |
Net portfolio holdings of Maiden Lane LLC 7 |   | 29,469 | + 18 | + 3,481 |
Net portfolio holdings of Maiden Lane II LLC 8 |   | 15,961 | - 213 | + 1,143 |
Net portfolio holdings of Maiden Lane III LLC 9 |   | 23,299 | - 282 | + 2,439 |
Net portfolio holdings of TALF LLC 10 |   | 540 | 0 | + 540 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
  | 25,733 | 0 | + 25,733 |
Items in process of collection | (72) | 216 | - 107 | - 246 |
Bank premises |   | 2,226 | + 2 | + 12 |
Central bank liquidity swaps 12 |   | 1,246 | 0 | - 73,965 |
Other assets 13 |   | 95,866 | + 1,456 | + 15,634 |
Total assets | (72) | 2,330,932 | + 1,047 | + 313,300 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Aug 11, 2010 |
Change since | |
---|---|---|---|---|
Wednesday Aug 4, 2010 |
Wednesday Aug 12, 2009 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 906,918 | + 1,143 | + 34,119 |
Reverse repurchase agreements 14 |   | 58,548 | - 2,359 | - 9,122 |
Deposits | (0) | 1,289,618 | + 897 | + 272,205 |
Term deposits held by depository institutions |   | 2,119 | 0 | + 2,119 |
Other deposits held by depository institutions |   | 1,058,230 | + 18,013 | + 281,204 |
U.S. Treasury, general account |   | 26,932 | - 17,081 | - 8,826 |
U.S. Treasury, supplementary financing account |   | 199,957 | - 3 | + 24 |
Foreign official |   | 2,013 | - 17 | - 1,026 |
Other | (0) | 367 | - 15 | - 1,290 |
Deferred availability cash items | (72) | 2,237 | - 15 | - 294 |
Other liabilities and accrued dividends 15 |   | 17,149 | + 1,770 | + 9,764 |
Total liabilities | (72) | 2,274,469 | + 1,435 | + 306,672 |
Capital accounts | ||||
Capital paid in |   | 26,671 | + 2 | + 2,068 |
Surplus |   | 25,834 | + 6 | + 4,520 |
Other capital accounts |   | 3,958 | - 396 | + 41 |
Total capital |   | 56,463 | - 388 | + 6,629 |
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 | 65 | 68 | 164 | 149 | 304 | 196 | 318 | 30 | 59 | 149 | 216 | 347 |
Securities, repurchase agreements, term auction credit, and other loans |
2,118,074 | 52,027 | 901,039 | 48,010 | 69,849 | 234,139 | 194,550 | 154,989 | 52,982 | 28,168 | 70,525 | 86,338 | 225,457 |
Securities held outright 1 | 2,055,848 | 52,027 | 838,895 | 48,010 | 69,849 | 234,139 | 194,540 | 154,983 | 52,955 | 28,144 | 70,524 | 86,326 | 225,457 |
U.S. Treasury securities | 777,009 | 19,663 | 317,061 | 18,145 | 26,399 | 88,493 | 73,526 | 58,576 | 20,014 | 10,637 | 26,655 | 32,627 | 85,212 |
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 | 758,586 | 19,197 | 309,543 | 17,715 | 25,773 | 86,395 | 71,783 | 57,187 | 19,540 | 10,385 | 26,023 | 31,853 | 83,191 |
Federal agency debt securities 2 | 159,381 | 4,033 | 65,036 | 3,722 | 5,415 | 18,152 | 15,082 | 12,015 | 4,105 | 2,182 | 5,467 | 6,692 | 17,479 |
Mortgage-backed securities 4 | 1,119,459 | 28,330 | 456,798 | 26,143 | 38,034 | 127,494 | 105,932 | 84,392 | 28,835 | 15,325 | 38,402 | 47,007 | 122,767 |
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 | 62,225 | 1 | 62,144 | 0 | 0 | 0 | 10 | 6 | 27 | 24 | 1 | 12 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 |
29,469 | 0 | 29,469 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
15,961 | 0 | 15,961 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
23,299 | 0 | 23,299 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 540 | 0 | 540 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
25,733 | 0 | 25,733 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 288 | 17 | 0 | 27 | 63 | 12 | -6 | 54 | 18 | 15 | 11 | 35 | 42 |
Bank premises | 2,226 | 123 | 256 | 69 | 143 | 238 | 218 | 209 | 135 | 108 | 266 | 248 | 212 |
Central bank liquidity swaps 12 | 1,246 | 46 | 362 | 136 | 93 | 347 | 77 | 30 | 12 | 35 | 10 | 17 | 82 |
Other assets 13 | 95,866 | 2,726 | 36,353 | 4,393 | 4,258 | 15,007 | 8,206 | 5,877 | 2,076 | 1,685 | 2,623 | 3,314 | 9,348 |
Interdistrict settlement account | 0 | - 2,703 | + 123,204 | + 23,078 | - 13,346 | + 1,855 | - 42,788 | - 40,978 | - 14,554 | + 10,121 | - 18,580 | - 1,237 | - 24,074 |
Total assets | 2,331,004 | 52,867 | 1,162,140 | 76,491 | 61,908 | 253,160 | 162,492 | 121,812 | 41,173 | 40,485 | 55,453 | 89,865 | 213,159 |
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 | 1,138,519 | 40,354 | 392,033 | 45,368 | 46,258 | 90,665 | 145,342 | 88,334 | 33,215 | 20,481 | 33,487 | 76,931 | 126,051 |
Less: Notes held by F.R. Banks | 231,601 | 4,193 | 101,881 | 5,357 | 9,764 | 14,668 | 30,614 | 12,849 | 4,558 | 5,201 | 3,415 | 12,283 | 26,820 |
Federal Reserve notes, net | 906,918 | 36,162 | 290,153 | 40,011 | 36,494 | 75,997 | 114,728 | 75,485 | 28,656 | 15,280 | 30,072 | 64,648 | 99,231 |
Reverse repurchase agreements 14 | 58,548 | 1,482 | 23,891 | 1,367 | 1,989 | 6,668 | 5,540 | 4,414 | 1,508 | 802 | 2,008 | 2,458 | 6,421 |
Deposits | 1,289,618 | 13,001 | 820,113 | 29,021 | 18,691 | 156,705 | 38,090 | 39,737 | 10,200 | 22,231 | 22,520 | 21,445 | 97,865 |
Term deposits held by depository institutions |
2,119 | 27 | 886 | 0 | 15 | 96 | 161 | 506 | 0 | 6 | 34 | 62 | 327 |
Other deposits held by depository institutions |
1,058,230 | 12,966 | 590,179 | 29,016 | 18,673 | 156,485 | 37,926 | 39,165 | 10,195 | 22,223 | 22,484 | 21,382 | 97,534 |
U.S. Treasury, general account | 26,932 | 0 | 26,932 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
199,957 | 0 | 199,957 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 2,013 | 1 | 1,984 | 4 | 3 | 11 | 2 | 1 | 0 | 1 | 0 | 1 | 3 |
Other | 367 | 7 | 174 | 0 | 1 | 112 | 0 | 65 | 5 | 0 | 1 | 0 | 2 |
Deferred availability cash items | 2,308 | 77 | 0 | 198 | 530 | 109 | 144 | 185 | 66 | 376 | 109 | 95 | 419 |
Other liabilities and accrued dividends 15 |
17,149 | 249 | 12,101 | 267 | 330 | 992 | 734 | 606 | 251 | 171 | 273 | 367 | 807 |
Total liabilities | 2,274,541 | 50,971 | 1,146,258 | 70,864 | 58,035 | 240,470 | 159,236 | 120,427 | 40,681 | 38,859 | 54,983 | 89,014 | 204,744 |
Capital | |||||||||||||
Capital paid in | 26,671 | 916 | 7,631 | 2,807 | 1,919 | 5,440 | 1,551 | 641 | 216 | 806 | 212 | 397 | 4,137 |
Surplus | 25,834 | 945 | 7,630 | 2,803 | 1,911 | 7,141 | 1,581 | 621 | 239 | 712 | 210 | 353 | 1,688 |
Other capital | 3,958 | 34 | 621 | 17 | 44 | 109 | 124 | 124 | 36 | 107 | 49 | 101 | 2,590 |
Total liabilities and capital | 2,331,004 | 52,867 | 1,162,140 | 76,491 | 61,908 | 253,160 | 162,492 | 121,812 | 41,173 | 40,485 | 55,453 | 89,865 | 213,159 |
Federal Reserve notes and collateral | Wednesday Aug 11, 2010 |
---|---|
Federal Reserve notes outstanding | 1,138,519 |
Less: Notes held by F.R. Banks not subject to collateralization | 231,601 |
Federal Reserve notes to be collateralized | 906,918 |
Collateral held against Federal Reserve notes | 906,918 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 890,681 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,055,848 |
Less: Face value of securities under reverse repurchase agreements | 56,928 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 1,998,920 |