Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Feb 23, 2011 | ||
---|---|---|---|---|
Week ended Feb 23, 2011 |
Change from week ended | |||
Feb 16, 2011 | Feb 24, 2010 | |||
Reserve Bank credit | 2,505,378 | + 13,370 | + 235,936 | 2,516,136 |
Securities held outright 1 | 2,303,929 | + 16,995 | + 328,645 | 2,315,746 |
U.S. Treasury securities | 1,201,400 | + 22,198 | + 424,843 | 1,213,425 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,122,726 | + 20,988 | + 413,854 | 1,134,743 |
Notes and bonds, inflation-indexed 2 | 53,863 | + 1,070 | + 10,086 | 53,863 |
Inflation compensation 3 | 6,389 | + 141 | + 904 | 6,397 |
Federal agency debt securities 2 | 144,154 | - 396 | - 21,838 | 144,119 |
Mortgage-backed securities 4 | 958,375 | - 4,807 | - 74,360 | 958,201 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Term auction credit | 0 | 0 | - 15,425 | 0 |
Other loans | 21,908 | - 186 | - 65,299 | 21,025 |
Primary credit | 18 | - 3 | - 13,942 | 24 |
Secondary credit | 0 | 0 | - 814 | 0 |
Seasonal credit | 3 | + 3 | + 3 | 4 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 25,473 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 21,887 | - 186 | - 25,073 | 20,997 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 8 |
0 | 0 | - 7,724 | 0 |
Net portfolio holdings of Maiden Lane LLC 9 | 26,033 | - 295 | - 1,178 | 26,035 |
Net portfolio holdings of Maiden Lane II LLC 10 | 16,044 | + 6 | + 556 | 16,046 |
Net portfolio holdings of Maiden Lane III LLC 11 | 22,815 | - 115 | + 422 | 22,820 |
Net portfolio holdings of TALF LLC 12 | 691 | + 5 | + 341 | 703 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 25,106 | 0 |
Float | -1,435 | + 188 | + 279 | -2,300 |
Central bank liquidity swaps 13 | 70 | 0 | + 70 | 70 |
Other Federal Reserve assets 14 | 115,325 | - 3,225 | + 20,358 | 115,991 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 15 | 43,661 | + 14 | + 918 | 43,661 |
Total factors supplying reserve funds | 2,565,280 | + 13,384 | + 236,854 | 2,576,038 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Feb 23, 2011 | ||
---|---|---|---|---|
Week ended Feb 23, 2011 |
Change from week ended | |||
Feb 16, 2011 | Feb 24, 2010 | |||
Currency in circulation 15 | 995,357 | + 6,386 | + 63,714 | 997,233 |
Reverse repurchase agreements 16 | 57,861 | - 380 | + 2,557 | 59,484 |
Foreign official and international accounts | 57,861 | - 380 | + 2,557 | 59,484 |
Others | 0 | 0 | 0 | 0 |
Treasury cash holdings | 181 | + 2 | - 23 | 185 |
Deposits with F.R. Banks, other than reserve balances | 173,510 | - 35,240 | + 128,217 | 156,108 |
Term deposits held by depository institutions | 5,070 | 0 | + 5,070 | 5,070 |
U.S. Treasury, general account | 40,558 | - 5,865 | + 7,667 | 23,123 |
U.S. Treasury, supplementary financing account | 124,976 | - 24,996 | + 119,976 | 124,976 |
Foreign official | 130 | - 16 | - 3,862 | 129 |
Service-related | 2,326 | - 1 | - 420 | 2,326 |
Required clearing balances | 2,326 | - 1 | - 420 | 2,326 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 451 | - 4,362 | - 213 | 485 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | 0 | 0 |
Other liabilities and capital 17 | 72,502 | + 834 | + 4,117 | 72,534 |
Total factors, other than reserve balances, absorbing reserve funds |
1,299,412 | - 28,397 | + 198,583 | 1,285,543 |
Reserve balances with Federal Reserve Banks | 1,265,868 | + 41,782 | + 38,271 | 1,290,496 |
Memorandum item | Averages of daily figures | Wednesday Feb 23, 2011 | ||
---|---|---|---|---|
Week ended Feb 23, 2011 |
Change from week ended | |||
Feb 16, 2011 | Feb 24, 2010 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,388,098 | + 4,146 | + 423,532 | 3,390,855 |
U.S. Treasury securities | 2,627,399 | + 775 | + 430,664 | 2,629,473 |
Federal agency securities 2 | 760,698 | + 3,370 | - 7,133 | 761,382 |
Securities lent to dealers | 14,919 | - 3,774 | + 9,840 | 14,209 |
Overnight facility 3 | 14,919 | - 3,774 | + 9,840 | 14,209 |
U.S. Treasury securities | 13,725 | - 3,570 | + 9,442 | 12,835 |
Federal agency debt securities | 1,194 | - 205 | + 398 | 1,374 |
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 | 0 | 0 | 20,997 | 0 | ... | 21,025 |
U.S. Treasury securities 2 | |||||||
Holdings | 20,574 | 18,186 | 61,118 | 507,120 | 435,528 | 170,899 | 1,213,425 |
Weekly changes | + 2,157 | - 2,155 | 0 | + 6,693 | + 17,030 | - 641 | + 23,084 |
Federal agency debt securities 3 | |||||||
Holdings | 870 | 24,156 | 18,276 | 69,499 | 28,971 | 2,347 | 144,119 |
Weekly changes | - 246 | + 1,665 | - 1,665 | 0 | 0 | 0 | - 246 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 22 | 22 | 958,158 | 958,201 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | - 242 | - 243 |
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 | 70 | 0 | 0 | 0 | 0 | 0 | 70 |
Reverse repurchase agreements 6 | 59,484 | 0 | ... | ... | ... | ... | 59,484 |
Term deposits | 5,070 | 0 | 0 | ... | ... | ... | 5,070 |
Account name | Wednesday Feb 23, 2011 |
---|---|
Mortgage-backed securities held outright 1 | 958,201 |
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 Feb 23, 2011 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 26,035 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 24,022 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 646 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,325 |
Account name | Wednesday Feb 23, 2011 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 16,046 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 12,551 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 476 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,076 |
Account name | Wednesday Feb 23, 2011 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 22,820 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 12,434 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 570 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,391 |
Account name | Wednesday Feb 23, 2011 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 703 |
Net portfolio holdings of TALF LLC | 703 |
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 | 106 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Feb 23, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Feb 16, 2011 |
Wednesday Feb 24, 2010 | |||
Assets | ||||
Gold certificate account | 11,037 | 0 | 0 | |
Special drawing rights certificate account | 5,200 | 0 | 0 | |
Coin | 2,260 | - 29 | + 94 | |
Securities, repurchase agreements, term auction credit, and other loans |
2,336,771 | + 21,542 | + 259,678 | |
Securities held outright 1 | 2,315,746 | + 22,596 | + 340,105 | |
U.S. Treasury securities | 1,213,425 | + 23,084 | + 436,876 | |
Bills 2 | 18,423 | 0 | 0 | |
Notes and bonds, nominal 2 | 1,134,743 | + 23,058 | + 425,871 | |
Notes and bonds, inflation-indexed 2 | 53,863 | 0 | + 10,086 | |
Inflation compensation 3 | 6,397 | + 26 | + 920 | |
Federal agency debt securities 2 | 144,119 | - 246 | - 22,414 | |
Mortgage-backed securities 4 | 958,201 | - 243 | - 74,359 | |
Repurchase agreements 5 | 0 | 0 | 0 | |
Term auction credit | 0 | 0 | - 15,425 | |
Other loans | 21,025 | - 1,053 | - 65,001 | |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
0 | 0 | - 7,734 | |
Net portfolio holdings of Maiden Lane LLC 7 | 26,035 | + 3 | - 1,180 | |
Net portfolio holdings of Maiden Lane II LLC 8 | 16,046 | + 3 | + 554 | |
Net portfolio holdings of Maiden Lane III LLC 9 | 22,820 | + 6 | + 421 | |
Net portfolio holdings of TALF LLC 10 | 703 | + 17 | + 331 | |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
0 | 0 | - 25,106 | |
Items in process of collection | (138) | 229 | + 38 | - 181 |
Bank premises | 2,219 | + 2 | - 23 | |
Central bank liquidity swaps 12 | 70 | 0 | + 70 | |
Other assets 13 | 113,786 | + 2,887 | + 20,747 | |
Total assets | (138) | 2,537,175 | + 24,467 | + 247,671 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Feb 23, 2011 |
Change since | |
---|---|---|---|---|
Wednesday Feb 16, 2011 |
Wednesday Feb 24, 2010 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings | 956,012 | + 4,583 | + 63,950 | |
Reverse repurchase agreements 14 | 59,484 | + 1,658 | + 2,921 | |
Deposits | (0) | 1,446,617 | + 16,383 | + 174,405 |
Term deposits held by depository institutions | 5,070 | 0 | + 5,070 | |
Other deposits held by depository institutions | 1,292,835 | + 72,775 | + 43,912 | |
U.S. Treasury, general account | 23,123 | - 31,438 | + 10,201 | |
U.S. Treasury, supplementary financing account | 124,976 | - 24,996 | + 119,976 | |
Foreign official | 129 | + 11 | - 4,504 | |
Other | (0) | 485 | + 31 | - 248 |
Deferred availability cash items | (138) | 2,528 | + 550 | + 394 |
Other liabilities and accrued dividends 15 | 19,499 | + 1,282 | + 6,250 | |
Total liabilities | (138) | 2,484,141 | + 24,457 | + 247,922 |
Capital accounts | ||||
Capital paid in | 26,517 | + 5 | + 719 | |
Surplus | 26,517 | + 5 | + 1,242 | |
Other capital accounts | 0 | 0 | - 2,212 | |
Total capital | 53,035 | + 11 | - 250 |
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 | 2,260 | 51 | 76 | 176 | 169 | 377 | 190 | 345 | 32 | 62 | 163 | 239 | 381 |
Securities, repurchase agreements, term auction credit, and other loans |
2,336,771 | 58,604 | 965,944 | 54,098 | 78,679 | 263,738 | 219,133 | 174,576 | 59,651 | 31,708 | 79,439 | 97,239 | 253,960 |
Securities held outright 1 | 2,315,746 | 58,604 | 944,947 | 54,079 | 78,679 | 263,738 | 219,133 | 174,576 | 59,649 | 31,702 | 79,439 | 97,239 | 253,959 |
U.S. Treasury securities | 1,213,425 | 30,708 | 495,142 | 28,337 | 41,227 | 138,196 | 114,824 | 91,476 | 31,256 | 16,612 | 41,625 | 50,952 | 133,072 |
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 | 1,195,003 | 30,242 | 487,624 | 27,907 | 40,601 | 136,098 | 113,080 | 90,087 | 30,781 | 16,359 | 40,993 | 50,179 | 131,051 |
Federal agency debt securities 2 | 144,119 | 3,647 | 58,808 | 3,366 | 4,897 | 16,414 | 13,638 | 10,865 | 3,712 | 1,973 | 4,944 | 6,052 | 15,805 |
Mortgage-backed securities 4 | 958,201 | 24,249 | 390,997 | 22,377 | 32,556 | 109,129 | 90,672 | 72,235 | 24,682 | 13,118 | 32,870 | 40,235 | 105,082 |
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 | 21,025 | 0 | 20,997 | 18 | 0 | 0 | 0 | 0 | 2 | 6 | 0 | 0 | 1 |
Net portfolio holdings of Commercial Paper Funding Facility LLC 6 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 |
26,035 | 0 | 26,035 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 8 |
16,046 | 0 | 16,046 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 9 |
22,820 | 0 | 22,820 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 10 | 703 | 0 | 703 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 11 |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 367 | 7 | 0 | 64 | 126 | 12 | -23 | 27 | 10 | 51 | 31 | 23 | 38 |
Bank premises | 2,219 | 126 | 257 | 68 | 140 | 238 | 217 | 208 | 136 | 107 | 264 | 246 | 213 |
Central bank liquidity swaps 12 | 70 | 2 | 20 | 7 | 5 | 14 | 4 | 2 | 1 | 2 | 1 | 1 | 11 |
Other assets 13 | 113,786 | 3,156 | 43,173 | 4,625 | 4,937 | 15,419 | 9,773 | 7,219 | 2,502 | 2,043 | 3,237 | 4,085 | 13,617 |
Interdistrict settlement account | 0 | - 5,732 | + 223,539 | + 45,320 | - 22,572 | - 43,911 | - 64,941 | - 41,682 | - 20,719 | - 4,804 | - 23,449 | - 7,593 | - 33,456 |
Total assets | 2,537,314 | 56,778 | 1,304,469 | 104,971 | 62,184 | 237,145 | 166,393 | 142,006 | 42,087 | 29,462 | 60,135 | 95,176 | 236,508 |
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 | 1,115,072 | 41,330 | 379,315 | 46,133 | 46,310 | 90,505 | 139,510 | 85,628 | 32,180 | 19,715 | 32,975 | 75,310 | 126,160 |
Less: Notes held by F.R. Banks | 159,059 | 4,741 | 48,144 | 4,905 | 8,368 | 12,339 | 21,710 | 11,511 | 3,805 | 5,331 | 3,407 | 10,277 | 24,522 |
Federal Reserve notes, net | 956,012 | 36,589 | 331,171 | 41,228 | 37,942 | 78,165 | 117,800 | 74,117 | 28,375 | 14,384 | 29,568 | 65,033 | 101,638 |
Reverse repurchase agreements 14 | 59,484 | 1,505 | 24,273 | 1,389 | 2,021 | 6,775 | 5,629 | 4,484 | 1,532 | 814 | 2,041 | 2,498 | 6,523 |
Deposits | 1,446,617 | 16,481 | 919,320 | 56,507 | 17,589 | 140,231 | 39,031 | 61,307 | 11,402 | 12,001 | 27,587 | 26,357 | 118,805 |
Term deposits held by depository institutions |
5,070 | 14 | 2,651 | 800 | 10 | 515 | 0 | 293 | 50 | 16 | 3 | 0 | 719 |
Other deposits held by depository institutions |
1,292,835 | 16,464 | 768,213 | 55,702 | 17,575 | 139,607 | 39,029 | 60,980 | 11,298 | 11,981 | 27,582 | 26,356 | 118,048 |
U.S. Treasury, general account | 23,123 | 0 | 23,123 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
U.S. Treasury, supplementary financing account |
124,976 | 0 | 124,976 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Foreign official | 129 | 1 | 100 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 485 | 2 | 257 | 1 | 1 | 101 | 0 | 34 | 53 | 3 | 1 | 0 | 32 |
Deferred availability cash items | 2,667 | 114 | 0 | 396 | 322 | 104 | 184 | 155 | 105 | 446 | 162 | 148 | 532 |
Interest on Federal Reserve notes due to U.S. Treasury 15 |
1,803 | 51 | 678 | 65 | 78 | 236 | 165 | 119 | 40 | 31 | 55 | 67 | 218 |
Other liabilities and accrued dividends 16 |
17,696 | 204 | 13,639 | 235 | 296 | 760 | 581 | 488 | 205 | 147 | 213 | 297 | 632 |
Total liabilities | 2,484,279 | 54,944 | 1,289,081 | 99,820 | 58,248 | 226,270 | 163,390 | 140,671 | 41,658 | 27,823 | 59,626 | 94,399 | 228,349 |
Capital | |||||||||||||
Capital paid in | 26,517 | 917 | 7,694 | 2,576 | 1,968 | 5,437 | 1,501 | 667 | 215 | 820 | 255 | 388 | 4,080 |
Surplus | 26,517 | 917 | 7,694 | 2,576 | 1,968 | 5,437 | 1,501 | 667 | 215 | 820 | 255 | 388 | 4,080 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,537,314 | 56,778 | 1,304,469 | 104,971 | 62,184 | 237,145 | 166,393 | 142,006 | 42,087 | 29,462 | 60,135 | 95,176 | 236,508 |
Federal Reserve notes and collateral | Wednesday Feb 23, 2011 |
---|---|
Federal Reserve notes outstanding | 1,115,072 |
Less: Notes held by F.R. Banks not subject to collateralization | 159,059 |
Federal Reserve notes to be collateralized | 956,012 |
Collateral held against Federal Reserve notes | 956,012 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 939,776 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,315,746 |
Less: Face value of securities under reverse repurchase agreements | 58,155 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,257,590 |