Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Jan 11, 2012 | ||
---|---|---|---|---|
Week ended Jan 11, 2012 |
Change from week ended | |||
Jan 4, 2012 | Jan 12, 2011 | |||
Reserve Bank credit | 2,882,890 | - 17,829 | + 450,534 | 2,881,644 |
Securities held outright 1 | 2,594,818 | - 10,321 | + 411,460 | 2,593,519 |
U.S. Treasury securities | 1,653,243 | - 10,203 | + 608,518 | 1,650,843 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,557,831 | - 9,123 | + 587,540 | 1,554,407 |
Notes and bonds, inflation-indexed 2 | 67,509 | - 959 | + 17,766 | 68,508 |
Inflation compensation 3 | 9,480 | - 121 | + 3,211 | 9,505 |
Federal agency debt securities 2 | 103,311 | - 683 | - 43,181 | 102,401 |
Mortgage-backed securities 4 | 838,264 | + 565 | - 153,877 | 840,274 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Loans | 8,837 | - 295 | - 35,606 | 8,628 |
Primary credit | 5 | - 101 | - 18 | 8 |
Secondary credit | 0 | 0 | 0 | 0 |
Seasonal credit | 7 | - 13 | - 3 | 1 |
Credit extended to American International Group, Inc., net 6 |
0 | 0 | - 19,925 | 0 |
Term Asset-Backed Securities Loan Facility 7 | 8,825 | - 182 | - 15,661 | 8,619 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 8 | 7,240 | + 8 | - 19,769 | 7,246 |
Net portfolio holdings of Maiden Lane II LLC 9 | 9,143 | - 118 | - 6,800 | 9,145 |
Net portfolio holdings of Maiden Lane III LLC 10 | 17,799 | + 50 | - 5,414 | 17,866 |
Net portfolio holdings of TALF LLC 11 | 811 | 0 | + 146 | 811 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 6 |
0 | 0 | - 26,385 | 0 |
Float | -940 | - 80 | + 755 | -1,008 |
Central bank liquidity swaps 12 | 92,281 | - 7,542 | + 92,211 | 91,459 |
Other Federal Reserve assets 13 | 152,901 | + 469 | + 39,936 | 153,979 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 14 | 44,278 | + 14 | + 659 | 44,278 |
Total factors supplying reserve funds | 2,943,409 | - 17,814 | + 451,193 | 2,942,163 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Jan 11, 2012 | ||
---|---|---|---|---|
Week ended Jan 11, 2012 |
Change from week ended | |||
Jan 4, 2012 | Jan 12, 2011 | |||
Currency in circulation 14 | 1,069,968 | - 5,575 | + 91,689 | 1,068,390 |
Reverse repurchase agreements 15 | 88,152 | - 8,145 | + 34,598 | 84,632 |
Foreign official and international accounts | 88,152 | - 8,145 | + 34,598 | 84,632 |
Others | 0 | 0 | 0 | 0 |
Treasury cash holdings | 132 | + 3 | - 50 | 135 |
Deposits with F.R. Banks, other than reserve balances | 141,410 | - 10,655 | - 156,000 | 133,818 |
Term deposits held by depository institutions | 0 | 0 | 0 | 0 |
U.S. Treasury, General Account | 78,263 | - 8,795 | - 10,844 | 66,067 |
U.S. Treasury, Supplementary Financing Account | 0 | 0 | - 199,963 | 0 |
Foreign official | 125 | 0 | - 3,637 | 125 |
Service-related | 2,485 | 0 | + 108 | 2,485 |
Required clearing balances | 2,485 | 0 | + 108 | 2,485 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 60,536 | - 1,861 | + 58,335 | 65,141 |
Funds from American International Group, Inc. asset dispositions, held as agent 6 |
0 | 0 | - 26,896 | 0 |
Other liabilities and capital 16 | 71,141 | - 1,139 | + 1,285 | 72,861 |
Total factors, other than reserve balances, absorbing reserve funds |
1,370,803 | - 25,511 | - 55,373 | 1,359,835 |
Reserve balances with Federal Reserve Banks | 1,572,606 | + 7,697 | + 506,566 | 1,582,328 |
Memorandum item | Averages of daily figures | Wednesday Jan 11, 2012 | ||
---|---|---|---|---|
Week ended Jan 11, 2012 |
Change from week ended | |||
Jan 4, 2012 | Jan 12, 2011 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,397,718 | - 7,480 | + 47,245 | 3,389,891 |
U.S. Treasury securities | 2,668,819 | - 4,748 | + 52,677 | 2,663,058 |
Federal agency securities 2 | 728,898 | - 2,732 | - 5,433 | 726,833 |
Securities lent to dealers | 8,616 | - 5,448 | - 4,110 | 8,127 |
Overnight facility 3 | 8,616 | - 5,448 | - 4,110 | 8,127 |
U.S. Treasury securities | 7,730 | - 5,153 | - 3,703 | 7,163 |
Federal agency debt securities | 886 | - 294 | - 407 | 964 |
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 | 8 | 2 | 4,224 | 4,394 | 0 | ... | 8,628 |
U.S. Treasury securities 2 | |||||||
Holdings | 20,689 | 21,808 | 77,964 | 642,585 | 655,779 | 232,019 | 1,650,843 |
Weekly changes | + 3,867 | - 3,867 | - 9,584 | - 9,379 | + 4,929 | + 1,441 | - 12,595 |
Federal agency debt securities 3 | |||||||
Holdings | 903 | 5,020 | 20,117 | 60,181 | 13,833 | 2,347 | 102,401 |
Weekly changes | - 1,593 | 0 | + 422 | - 422 | 0 | 0 | - 1,593 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 0 | 13 | 36 | 840,225 | 840,274 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | + 2,535 | + 2,535 |
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 | 9,533 | 81,926 | 0 | 0 | 0 | 0 | 91,459 |
Reverse repurchase agreements 6 | 84,632 | 0 | ... | ... | ... | ... | 84,632 |
Term deposits | 0 | 0 | 0 | ... | ... | ... | 0 |
Account name | Wednesday Jan 11, 2012 |
---|---|
Mortgage-backed securities held outright 1 | 840,274 |
Commitments to buy mortgage-backed securities 2 | 53,141 |
Commitments to sell mortgage-backed securities 2 | 5,450 |
Cash and cash equivalents 3 | 98 |
Account name | Wednesday Jan 11, 2012 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 7,246 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 4,104 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 756 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,387 |
Account name | Wednesday Jan 11, 2012 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 9,145 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 6,084 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 572 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 1,107 |
Account name | Wednesday Jan 11, 2012 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 17,866 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 9,134 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 696 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,547 |
Account name | Wednesday Jan 11, 2012 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 811 |
Net portfolio holdings of TALF LLC | 811 |
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 Jan 11, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Jan 4, 2012 |
Wednesday Jan 12, 2011 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,345 | + 29 | + 131 |
Securities, repurchase agreements, and loans |   | 2,602,147 | - 12,004 | + 357,654 |
Securities held outright 1 |   | 2,593,519 | - 11,652 | + 392,986 |
U.S. Treasury securities |   | 1,650,843 | - 12,595 | + 588,782 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,554,407 | - 12,547 | + 566,782 |
Notes and bonds, inflation-indexed 2 |   | 68,508 | + 40 | + 18,765 |
Inflation compensation 3 |   | 9,505 | - 88 | + 3,234 |
Federal agency debt securities 2 |   | 102,401 | - 1,593 | - 43,930 |
Mortgage-backed securities 4 |   | 840,274 | + 2,535 | - 151,867 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Loans |   | 8,628 | - 352 | - 35,331 |
Net portfolio holdings of Maiden Lane LLC 6 |   | 7,246 | + 7 | - 19,760 |
Net portfolio holdings of Maiden Lane II LLC 7 |   | 9,145 | + 2 | - 6,801 |
Net portfolio holdings of Maiden Lane III LLC 8 |   | 17,866 | + 78 | - 5,413 |
Net portfolio holdings of TALF LLC 9 |   | 811 | 0 | + 146 |
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC 10 |
  | 0 | 0 | - 26,385 |
Items in process of collection | (86) | 307 | - 207 | - 114 |
Bank premises |   | 2,182 | 0 | - 38 |
Central bank liquidity swaps 11 |   | 91,459 | - 8,364 | + 91,389 |
Other assets 12 |   | 151,759 | + 1,893 | + 39,535 |
Total assets | (86) | 2,901,503 | - 18,566 | + 430,344 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Jan 11, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Jan 4, 2012 |
Wednesday Jan 12, 2011 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 1,026,588 | - 5,946 | + 89,626 |
Reverse repurchase agreements 13 |   | 84,632 | - 3,479 | + 31,361 |
Deposits | (0) | 1,716,108 | - 10,876 | + 334,195 |
Term deposits held by depository institutions |   | 0 | 0 | 0 |
Other deposits held by depository institutions |   | 1,584,775 | + 3,226 | + 486,934 |
U.S. Treasury, General Account |   | 66,067 | - 20,964 | - 9,502 |
U.S. Treasury, Supplementary Financing Account |   | 0 | 0 | - 199,963 |
Foreign official |   | 125 | 0 | - 3,623 |
Other | (0) | 65,141 | + 6,862 | + 60,348 |
Deferred availability cash items | (86) | 1,315 | - 1,096 | - 783 |
Other liabilities and accrued dividends 14 |   | 19,060 | + 2,830 | - 24,802 |
Total liabilities | (86) | 2,847,703 | - 18,566 | + 429,597 |
Capital accounts | ||||
Capital paid in |   | 26,900 | 0 | + 374 |
Surplus |   | 26,900 | 0 | + 374 |
Other capital accounts |   | 0 | 0 | 0 |
Total capital |   | 53,801 | + 1 | + 748 |
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 | 2,345 | 53 | 84 | 161 | 174 | 416 | 209 | 344 | 37 | 60 | 176 | 244 | 386 |
Securities, repurchase agreements, and loans |
2,602,147 | 63,765 | 1,214,716 | 88,844 | 70,056 | 299,525 | 192,813 | 154,017 | 49,088 | 39,863 | 68,990 | 102,574 | 257,896 |
Securities held outright 1 | 2,593,519 | 63,765 | 1,206,097 | 88,844 | 70,056 | 299,525 | 192,809 | 154,017 | 49,088 | 39,858 | 68,989 | 102,574 | 257,896 |
U.S. Treasury securities | 1,650,843 | 40,588 | 767,713 | 56,551 | 44,593 | 190,656 | 122,728 | 98,036 | 31,246 | 25,371 | 43,913 | 65,291 | 164,157 |
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 | 1,632,421 | 40,135 | 759,146 | 55,920 | 44,095 | 188,528 | 121,358 | 96,942 | 30,897 | 25,088 | 43,423 | 64,562 | 162,325 |
Federal agency debt securities 2 | 102,401 | 2,518 | 47,621 | 3,508 | 2,766 | 11,826 | 7,613 | 6,081 | 1,938 | 1,574 | 2,724 | 4,050 | 10,183 |
Mortgage-backed securities 4 | 840,274 | 20,659 | 390,764 | 28,784 | 22,698 | 97,043 | 62,468 | 49,900 | 15,904 | 12,914 | 22,352 | 33,233 | 83,556 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Loans | 8,628 | 0 | 8,619 | 0 | 0 | 0 | 4 | 0 | 0 | 4 | 1 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 6 |
7,246 | 0 | 7,246 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 7 |
9,145 | 0 | 9,145 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 8 |
17,866 | 0 | 17,866 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 9 | 811 | 0 | 811 | 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 | 392 | 9 | 0 | 55 | 59 | 5 | 59 | 25 | 6 | 8 | 7 | 23 | 136 |
Bank premises | 2,182 | 122 | 261 | 67 | 125 | 232 | 214 | 205 | 134 | 105 | 259 | 245 | 213 |
Central bank liquidity swaps 11 | 91,459 | 3,161 | 26,490 | 8,859 | 6,784 | 18,754 | 5,241 | 2,317 | 745 | 2,825 | 823 | 1,386 | 14,074 |
Other assets 12 | 151,759 | 4,015 | 65,850 | 6,817 | 5,322 | 19,887 | 10,875 | 8,126 | 2,628 | 2,770 | 3,595 | 5,409 | 16,466 |
Interdistrict settlement account | 0 | - 5,926 | + 331,445 | - 26,673 | - 12,198 | - 120,083 | - 44,890 | - 14,851 | - 7,222 | - 18,560 | - 18,824 | - 2,008 | - 60,209 |
Total assets | 2,901,589 | 65,786 | 1,679,598 | 78,771 | 71,010 | 220,019 | 166,568 | 151,462 | 45,885 | 27,358 | 55,496 | 108,882 | 230,752 |
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 | 1,208,778 | 44,294 | 431,513 | 46,115 | 54,351 | 94,604 | 143,978 | 89,236 | 33,882 | 21,003 | 34,615 | 80,151 | 135,036 |
Less: Notes held by F.R. Banks | 182,189 | 4,617 | 53,201 | 6,537 | 9,574 | 11,717 | 29,665 | 12,804 | 4,346 | 5,312 | 3,977 | 12,917 | 27,522 |
Federal Reserve notes, net | 1,026,588 | 39,677 | 378,311 | 39,579 | 44,777 | 82,887 | 114,313 | 76,432 | 29,536 | 15,691 | 30,638 | 67,234 | 107,514 |
Reverse repurchase agreements 13 | 84,632 | 2,081 | 39,357 | 2,899 | 2,286 | 9,774 | 6,292 | 5,026 | 1,602 | 1,301 | 2,251 | 3,347 | 8,416 |
Deposits | 1,716,108 | 21,835 | 1,230,332 | 31,188 | 19,513 | 115,231 | 42,130 | 67,935 | 14,044 | 9,635 | 21,776 | 36,942 | 105,547 |
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 |
1,584,775 | 21,815 | 1,099,141 | 31,181 | 19,509 | 115,245 | 42,128 | 67,902 | 14,044 | 9,556 | 21,774 | 36,941 | 105,539 |
U.S. Treasury, General Account | 66,067 | 0 | 66,067 | 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 | 125 | 1 | 96 | 4 | 3 | 8 | 2 | 1 | 0 | 1 | 0 | 1 | 6 |
Other | 65,141 | 18 | 65,028 | 4 | 1 | -22 | 0 | 31 | 0 | 77 | 1 | 1 | 1 |
Deferred availability cash items | 1,400 | 54 | 0 | 135 | 147 | 31 | 99 | 79 | 40 | 337 | 51 | 112 | 315 |
Interest on Federal Reserve notes due to U.S. Treasury 14 |
1,307 | 29 | 681 | 20 | 17 | 116 | 103 | 90 | 28 | 18 | 40 | 60 | 105 |
Other liabilities and accrued dividends 15 |
17,754 | 224 | 13,562 | 284 | 292 | 851 | 555 | 464 | 195 | 158 | 204 | 325 | 638 |
Total liabilities | 2,847,788 | 63,899 | 1,662,244 | 74,105 | 67,032 | 208,890 | 163,492 | 150,026 | 45,445 | 27,140 | 54,960 | 108,020 | 222,533 |
Capital | |||||||||||||
Capital paid in | 26,900 | 943 | 8,677 | 2,333 | 1,989 | 5,564 | 1,538 | 718 | 220 | 109 | 268 | 431 | 4,109 |
Surplus | 26,900 | 943 | 8,677 | 2,333 | 1,989 | 5,564 | 1,538 | 718 | 220 | 109 | 268 | 431 | 4,109 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,901,589 | 65,786 | 1,679,598 | 78,771 | 71,010 | 220,019 | 166,568 | 151,462 | 45,885 | 27,358 | 55,496 | 108,882 | 230,752 |
Federal Reserve notes and collateral | Wednesday Jan 11, 2012 |
---|---|
Federal Reserve notes outstanding | 1,208,778 |
Less: Notes held by F.R. Banks not subject to collateralization | 182,189 |
Federal Reserve notes to be collateralized | 1,026,588 |
Collateral held against Federal Reserve notes | 1,026,588 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 1,010,351 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,593,519 |
Less: Face value of securities under reverse repurchase agreements | 72,991 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,520,528 |