Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Jun 13, 2012 | ||
---|---|---|---|---|
Week ended Jun 13, 2012 |
Change from week ended | |||
Jun 6, 2012 | Jun 15, 2011 | |||
Reserve Bank credit | 2,835,518 | + 4,576 | + 25,789 | 2,851,965 |
Securities held outright 1 | 2,606,896 | + 504 | + 1,667 | 2,621,345 |
U.S. Treasury securities | 1,659,569 | - 1,817 | + 90,706 | 1,660,158 |
Bills 2 | 18,423 | 0 | 0 | 18,423 |
Notes and bonds, nominal 2 | 1,564,112 | - 1,497 | + 85,443 | 1,565,618 |
Notes and bonds, inflation-indexed 2 | 67,344 | - 310 | + 3,974 | 66,570 |
Inflation compensation 3 | 9,690 | - 10 | + 1,289 | 9,547 |
Federal agency debt securities 2 | 93,252 | 0 | - 25,737 | 93,252 |
Mortgage-backed securities 4 | 854,075 | + 2,321 | - 63,302 | 867,934 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 |
Loans | 5,438 | - 31 | - 7,844 | 5,375 |
Primary credit | 13 | + 2 | - 11 | 4 |
Secondary credit | 0 | 0 | 0 | 0 |
Seasonal credit | 47 | + 12 | + 8 | 51 |
Term Asset-Backed Securities Loan Facility 6 | 5,378 | - 46 | - 7,841 | 5,320 |
Other credit extensions | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane LLC 7 | 3,882 | + 3 | - 20,476 | 3,880 |
Net portfolio holdings of Maiden Lane II LLC 8 | 19 | 0 | - 12,509 | 19 |
Net portfolio holdings of Maiden Lane III LLC 9 | 15,322 | + 59 | - 9,089 | 15,478 |
Net portfolio holdings of TALF LLC 10 | 841 | 0 | + 95 | 841 |
Float | -722 | + 54 | + 402 | -810 |
Central bank liquidity swaps 11 | 23,314 | + 1,032 | + 23,314 | 23,314 |
Other Federal Reserve assets 12 | 180,528 | + 2,955 | + 50,227 | 182,524 |
Gold stock | 11,041 | 0 | 0 | 11,041 |
Special drawing rights certificate account | 5,200 | 0 | 0 | 5,200 |
Treasury currency outstanding 13 | 44,529 | + 14 | + 599 | 44,529 |
Total factors supplying reserve funds | 2,896,288 | + 4,590 | + 26,387 | 2,912,735 |
Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks |
Averages of daily figures | Wednesday Jun 13, 2012 | ||
---|---|---|---|---|
Week ended Jun 13, 2012 |
Change from week ended | |||
Jun 6, 2012 | Jun 15, 2011 | |||
Currency in circulation 13 | 1,108,666 | - 667 | + 85,765 | 1,109,482 |
Reverse repurchase agreements 14 | 88,008 | - 4,621 | + 23,863 | 83,419 |
Foreign official and international accounts | 88,008 | - 4,621 | + 25,056 | 83,419 |
Others | 0 | 0 | - 1,193 | 0 |
Treasury cash holdings | 142 | - 4 | + 7 | 137 |
Deposits with F.R. Banks, other than reserve balances | 73,307 | - 13,340 | + 15,078 | 75,403 |
Term deposits held by depository institutions | 3,053 | 0 | - 2,034 | 3,053 |
U.S. Treasury, General Account | 41,885 | - 18,878 | + 549 | 36,248 |
U.S. Treasury, Supplementary Financing Account | 0 | 0 | - 5,000 | 0 |
Foreign official | 792 | + 661 | + 660 | 1,573 |
Service-related | 1,897 | - 4 | - 644 | 1,897 |
Required clearing balances | 1,897 | - 4 | - 644 | 1,897 |
Adjustments to compensate for float | 0 | 0 | 0 | 0 |
Other | 25,680 | + 4,882 | + 21,547 | 32,631 |
Other liabilities and capital 15 | 76,370 | + 942 | + 2,064 | 79,568 |
Total factors, other than reserve balances, absorbing reserve funds |
1,346,492 | - 17,692 | + 126,776 | 1,348,008 |
Reserve balances with Federal Reserve Banks | 1,549,796 | + 22,282 | - 100,389 | 1,564,728 |
Memorandum item | Averages of daily figures | Wednesday Jun 13, 2012 | ||
---|---|---|---|---|
Week ended Jun 13, 2012 |
Change from week ended | |||
Jun 6, 2012 | Jun 15, 2011 | |||
Marketable securities held in custody for foreign official and international accounts 1 |
3,508,477 | - 9,140 | + 61,828 | 3,499,771 |
U.S. Treasury securities | 2,793,312 | - 5,832 | + 85,846 | 2,786,495 |
Federal agency securities 2 | 715,164 | - 3,309 | - 24,019 | 713,276 |
Securities lent to dealers | 10,873 | - 4,203 | - 9,340 | 10,105 |
Overnight facility 3 | 10,873 | - 4,203 | - 9,340 | 10,105 |
U.S. Treasury securities | 10,282 | - 4,165 | - 9,153 | 9,535 |
Federal agency debt securities | 590 | - 39 | - 188 | 570 |
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 | 13 | 1,885 | 1,677 | 1,800 | 0 | ... | 5,375 |
U.S. Treasury securities 2 | |||||||
Holdings | 19,301 | 18,388 | 26,295 | 534,374 | 738,221 | 323,579 | 1,660,158 |
Weekly changes | + 2,156 | - 2,156 | 0 | - 9,675 | + 14 | + 5,526 | - 4,134 |
Federal agency debt securities 3 | |||||||
Holdings | 1,768 | 4,274 | 16,320 | 62,793 | 5,750 | 2,347 | 93,252 |
Weekly changes | 0 | 0 | 0 | + 737 | - 737 | 0 | 0 |
Mortgage-backed securities 4 | |||||||
Holdings | 0 | 0 | 2 | 7 | 105 | 867,820 | 867,934 |
Weekly changes | 0 | 0 | 0 | 0 | 0 | + 16,176 | + 16,175 |
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 | 7,846 | 15,467 | 0 | 0 | 0 | 0 | 23,314 |
Reverse repurchase agreements 6 | 83,419 | 0 | ... | ... | ... | ... | 83,419 |
Term deposits | 3,053 | 0 | 0 | ... | ... | ... | 3,053 |
Account name | Wednesday Jun 13, 2012 |
---|---|
Mortgage-backed securities held outright 1 | 867,934 |
Commitments to buy mortgage-backed securities 2 | 28,570 |
Commitments to sell mortgage-backed securities 2 | 0 |
Cash and cash equivalents 3 | 46 |
Account name | Wednesday Jun 13, 2012 |
---|---|
Net portfolio holdings of Maiden Lane LLC 1 | 3,880 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 366 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 765 |
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. 3 | 1,418 |
Account name | Wednesday Jun 13, 2012 |
---|---|
Net portfolio holdings of Maiden Lane II LLC 1 | 19 |
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 |
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. 3 | 0 |
Account name | Wednesday Jun 13, 2012 |
---|---|
Net portfolio holdings of Maiden Lane III LLC 1 | 15,478 |
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York 2 | 2,768 |
Accrued interest payable to the Federal Reserve Bank of New York 2 | 737 |
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. 3 | 5,623 |
Account name | Wednesday Jun 13, 2012 |
---|---|
Asset-backed securities holdings 1 | 0 |
Other investments, net | 841 |
Net portfolio holdings of TALF LLC | 841 |
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 | 111 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Jun 13, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Jun 6, 2012 |
Wednesday Jun 15, 2011 | |||
Assets | ||||
Gold certificate account |   | 11,037 | 0 | 0 |
Special drawing rights certificate account |   | 5,200 | 0 | 0 |
Coin |   | 2,136 | + 1 | + 18 |
Securities, repurchase agreements, and loans |   | 2,626,720 | + 11,946 | + 4,677 |
Securities held outright 1 |   | 2,621,345 | + 12,042 | + 12,535 |
U.S. Treasury securities |   | 1,660,158 | - 4,134 | + 84,219 |
Bills 2 |   | 18,423 | 0 | 0 |
Notes and bonds, nominal 2 |   | 1,565,618 | - 2,877 | + 79,912 |
Notes and bonds, inflation-indexed 2 |   | 66,570 | - 1,084 | + 3,200 |
Inflation compensation 3 |   | 9,547 | - 173 | + 1,106 |
Federal agency debt securities 2 |   | 93,252 | 0 | - 25,113 |
Mortgage-backed securities 4 |   | 867,934 | + 16,175 | - 46,572 |
Repurchase agreements 5 |   | 0 | 0 | 0 |
Loans |   | 5,375 | - 96 | - 7,857 |
Net portfolio holdings of Maiden Lane LLC 6 |   | 3,880 | - 3 | - 19,889 |
Net portfolio holdings of Maiden Lane II LLC 7 |   | 19 | 0 | - 12,488 |
Net portfolio holdings of Maiden Lane III LLC 8 |   | 15,478 | + 181 | - 8,752 |
Net portfolio holdings of TALF LLC 9 |   | 841 | 0 | + 95 |
Items in process of collection | (60) | 140 | - 57 | - 240 |
Bank premises |   | 2,362 | + 1 | + 154 |
Central bank liquidity swaps 10 |   | 23,314 | + 1,046 | + 23,314 |
Other assets 11 |   | 180,203 | + 3,928 | + 52,894 |
Total assets | (60) | 2,871,328 | + 17,042 | + 39,783 |
Assets, liabilities, and capital | Eliminations from consolidation |
Wednesday Jun 13, 2012 |
Change since | |
---|---|---|---|---|
Wednesday Jun 6, 2012 |
Wednesday Jun 15, 2011 | |||
Liabilities | ||||
Federal Reserve notes, net of F.R. Bank holdings |   | 1,067,221 | - 604 | + 84,858 |
Reverse repurchase agreements 12 |   | 83,419 | - 5,442 | + 15,240 |
Deposits | (0) | 1,640,171 | + 18,526 | - 66,107 |
Term deposits held by depository institutions |   | 3,053 | 0 | - 2,034 |
Other deposits held by depository institutions |   | 1,566,665 | + 19,804 | - 2,564 |
U.S. Treasury, General Account |   | 36,248 | - 17,792 | - 90,180 |
U.S. Treasury, Supplementary Financing Account |   | 0 | 0 | - 5,000 |
Foreign official |   | 1,573 | + 1,444 | + 1,442 |
Other | (0) | 32,631 | + 15,070 | + 32,227 |
Deferred availability cash items | (60) | 950 | - 194 | - 794 |
Other liabilities and accrued dividends 13 |   | 24,930 | + 4,817 | + 4,905 |
Total liabilities | (60) | 2,816,690 | + 17,103 | + 38,100 |
Capital accounts | ||||
Capital paid in |   | 27,319 | - 31 | + 841 |
Surplus |   | 27,319 | - 31 | + 841 |
Other capital accounts |   | 0 | 0 | 0 |
Total capital |   | 54,638 | - 61 | + 1,683 |
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 | 408 | 3,824 | 437 | 515 | 890 | 1,337 | 839 | 313 | 192 | 315 | 725 | 1,242 |
Special drawing rights certificate acct. | 5,200 | 196 | 1,818 | 210 | 237 | 412 | 654 | 424 | 150 | 90 | 153 | 282 | 574 |
Coin | 2,136 | 43 | 94 | 149 | 148 | 385 | 197 | 312 | 36 | 54 | 162 | 202 | 353 |
Securities, repurchase agreements, and loans |
2,626,720 | 63,672 | 1,474,988 | 86,656 | 66,646 | 186,565 | 158,049 | 145,425 | 40,985 | 23,868 | 52,666 | 101,857 | 225,343 |
Securities held outright 1 | 2,621,345 | 63,668 | 1,469,669 | 86,656 | 66,646 | 186,565 | 158,049 | 145,421 | 40,982 | 23,830 | 52,664 | 101,853 | 225,343 |
U.S. Treasury securities | 1,660,158 | 40,322 | 930,775 | 54,881 | 42,208 | 118,156 | 100,096 | 92,098 | 25,955 | 15,092 | 33,353 | 64,506 | 142,715 |
Bills 2 | 18,423 | 447 | 10,329 | 609 | 468 | 1,311 | 1,111 | 1,022 | 288 | 167 | 370 | 716 | 1,584 |
Notes and bonds 3 | 1,641,736 | 39,875 | 920,446 | 54,272 | 41,740 | 116,845 | 98,985 | 91,076 | 25,667 | 14,925 | 32,983 | 63,790 | 141,131 |
Federal agency debt securities 2 | 93,252 | 2,265 | 52,282 | 3,083 | 2,371 | 6,637 | 5,622 | 5,173 | 1,458 | 848 | 1,873 | 3,623 | 8,016 |
Mortgage-backed securities 4 | 867,934 | 21,080 | 486,611 | 28,692 | 22,067 | 61,772 | 52,330 | 48,149 | 13,569 | 7,890 | 17,437 | 33,724 | 74,612 |
Repurchase agreements 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Loans | 5,375 | 5 | 5,320 | 0 | 0 | 0 | 0 | 4 | 3 | 37 | 2 | 4 | 1 |
Net portfolio holdings of Maiden Lane LLC 6 |
3,880 | 0 | 3,880 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane II LLC 7 |
19 | 0 | 19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of Maiden Lane III LLC 8 |
15,478 | 0 | 15,478 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Net portfolio holdings of TALF LLC 9 | 841 | 0 | 841 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Items in process of collection | 200 | 2 | 0 | 48 | 34 | 5 | 36 | 12 | 7 | 7 | 5 | 9 | 36 |
Bank premises | 2,362 | 121 | 460 | 66 | 123 | 230 | 213 | 203 | 132 | 105 | 256 | 241 | 211 |
Central bank liquidity swaps 10 | 23,314 | 817 | 7,520 | 2,022 | 1,724 | 4,823 | 1,333 | 622 | 191 | 95 | 232 | 373 | 3,562 |
Other assets 11 | 180,203 | 4,677 | 94,612 | 7,354 | 5,814 | 16,405 | 10,838 | 9,261 | 2,658 | 1,561 | 3,381 | 6,468 | 17,174 |
Interdistrict settlement account | 0 | + 3,290 | - 67,003 | - 15,626 | + 4,317 | + 29,225 | + 9,244 | + 929 | + 2,578 | + 618 | - 921 | - 127 | + 33,476 |
Total assets | 2,871,388 | 73,227 | 1,536,532 | 81,317 | 79,558 | 238,939 | 181,901 | 158,026 | 47,049 | 26,590 | 56,247 | 110,030 | 281,972 |
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 | 1,252,491 | 46,815 | 434,530 | 47,761 | 61,472 | 101,861 | 156,025 | 94,947 | 37,684 | 22,168 | 37,201 | 77,505 | 134,523 |
Less: Notes held by F.R. Banks | 185,269 | 4,927 | 68,152 | 5,378 | 7,855 | 11,882 | 26,880 | 12,877 | 4,293 | 3,579 | 3,586 | 11,414 | 24,446 |
Federal Reserve notes, net | 1,067,221 | 41,888 | 366,378 | 42,383 | 53,617 | 89,978 | 129,145 | 82,070 | 33,390 | 18,589 | 33,615 | 66,091 | 110,076 |
Reverse repurchase agreements 12 | 83,419 | 2,026 | 46,769 | 2,758 | 2,121 | 5,937 | 5,030 | 4,628 | 1,304 | 758 | 1,676 | 3,241 | 7,171 |
Deposits | 1,640,171 | 26,261 | 1,087,409 | 31,200 | 19,089 | 130,949 | 43,696 | 68,963 | 11,559 | 6,605 | 20,084 | 39,225 | 155,132 |
Term deposits held by depository institutions |
3,053 | 10 | 2,255 | 600 | 0 | 95 | 5 | 8 | 0 | 70 | 5 | 5 | 0 |
Other deposits held by depository institutions |
1,566,665 | 26,241 | 1,014,894 | 30,590 | 19,086 | 130,728 | 43,688 | 68,929 | 11,558 | 6,534 | 20,077 | 39,219 | 155,120 |
U.S. Treasury, General Account | 36,248 | 0 | 36,248 | 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 | 1,573 | 1 | 1,546 | 3 | 3 | 8 | 2 | 1 | 0 | 0 | 0 | 1 | 6 |
Other | 32,631 | 9 | 32,465 | 6 | 0 | 118 | 1 | 25 | 0 | 0 | 1 | 1 | 6 |
Deferred availability cash items | 1,010 | 35 | 0 | 96 | 56 | 22 | 116 | 23 | 85 | 219 | 37 | 63 | 258 |
Interest on Federal Reserve notes due to U.S. Treasury 13 |
1,762 | 46 | 991 | 112 | 42 | 112 | 96 | 93 | 25 | 14 | 32 | 62 | 137 |
Other liabilities and accrued dividends 14 |
23,168 | 326 | 17,532 | 442 | 392 | 1,021 | 717 | 643 | 239 | 178 | 261 | 459 | 957 |
Total liabilities | 2,816,750 | 70,583 | 1,519,078 | 76,990 | 75,316 | 228,021 | 178,800 | 156,420 | 46,603 | 26,363 | 55,703 | 109,141 | 273,732 |
Capital | |||||||||||||
Capital paid in | 27,319 | 1,322 | 8,727 | 2,164 | 2,121 | 5,459 | 1,550 | 803 | 223 | 114 | 272 | 444 | 4,120 |
Surplus | 27,319 | 1,322 | 8,727 | 2,164 | 2,121 | 5,459 | 1,550 | 803 | 223 | 114 | 272 | 444 | 4,120 |
Other capital | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total liabilities and capital | 2,871,388 | 73,227 | 1,536,532 | 81,317 | 79,558 | 238,939 | 181,901 | 158,026 | 47,049 | 26,590 | 56,247 | 110,030 | 281,972 |
Federal Reserve notes and collateral | Wednesday Jun 13, 2012 |
---|---|
Federal Reserve notes outstanding | 1,252,491 |
Less: Notes held by F.R. Banks not subject to collateralization | 185,269 |
Federal Reserve notes to be collateralized | 1,067,221 |
Collateral held against Federal Reserve notes | 1,067,221 |
Gold certificate account | 11,037 |
Special drawing rights certificate account | 5,200 |
U.S. Treasury, agency debt, and mortgage-backed securities pledged 1,2 | 1,050,984 |
Other assets pledged | 0 |
Memo: | |
Total U.S. Treasury, agency debt, and mortgage-backed securities 1,2 | 2,621,345 |
Less: Face value of securities under reverse repurchase agreements | 72,107 |
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged | 2,549,238 |