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Release Date: November 12, 2015
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FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks November 12, 2015
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Nov 11, 2015
Federal Reserve Banks Nov 11, 2015 Nov 4, 2015 Nov 12, 2014
Reserve Bank credit 4,453,274 + 1,533 + 5,710 4,453,905
Securities held outright (1) 4,239,981 - 37 + 20,791 4,239,967
U.S. Treasury securities 2,461,732 - 46 + 137 2,461,718
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 - 74 2,346,639
Notes and bonds, inflation-indexed (2) 98,534 0 + 65 98,534
Inflation compensation (3) 16,559 - 45 + 146 16,545
Federal agency debt securities (2) 34,146 0 - 5,554 34,146
Mortgage-backed securities (4) 1,744,103 + 8 + 26,207 1,744,103
Unamortized premiums on securities held outright (5) 191,852 - 370 - 16,693 191,733
Unamortized discounts on securities held outright (5) -16,820 + 33 + 1,823 -16,809
Repurchase agreements (6) 0 0 0 0
Loans 121 - 26 - 13 112
Primary credit 1 - 5 - 16 0
Secondary credit 0 0 0 0
Seasonal credit 119 - 22 + 1 112
Term Asset-Backed Securities Loan Facility (7) 0 0 0 0
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 1,713 0 + 34 1,713
Net portfolio holdings of TALF LLC (9) 0 0 0 0
Float 146 - 162 + 771 -41
Central bank liquidity swaps (10) 141 - 2 + 141 141
Other Federal Reserve assets (11) 36,139 + 2,097 - 1,144 37,088
Foreign currency denominated assets (12) 19,343 - 404 - 2,328 19,258
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (13) 47,411 + 14 + 1,161 47,411
Total factors supplying reserve funds 4,536,269 + 1,143 + 4,543 4,536,816
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Nov 11, 2015
Federal Reserve Banks Nov 11, 2015 Nov 4, 2015 Nov 12, 2014
Currency in circulation (13) 1,403,317 + 6,396 + 92,440 1,405,607
Reverse repurchase agreements (14) 272,970 - 99,215 + 66,596 276,999
Foreign official and international accounts 194,953 - 4,935 + 94,505 193,869
Others 78,018 - 94,279 - 27,908 83,130
Treasury cash holdings 241 + 3 + 44 254
Deposits with F.R. Banks, other than reserve balances 137,491 + 79,723 - 245,035 127,667
Term deposits held by depository institutions 0 0 - 262,102 0
U.S. Treasury, General Account 107,125 + 77,330 - 80 96,449
Foreign official 5,507 + 237 + 258 5,358
Other (15) 24,859 + 2,156 + 16,888 25,859
Other liabilities and capital (16) 66,274 + 827 + 2,620 66,949
Total factors, other than reserve balances,
absorbing reserve funds 1,880,293 - 12,267 - 83,335 1,877,477
Reserve balances with Federal Reserve Banks 2,655,976 + 13,410 + 87,877 2,659,338
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of
inflation-indexed securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the
Term Asset-Backed Securities Loan Facility.
8. Refer to table 4 and the note on consolidation accompanying table 6.
9. Refer to the note on consolidation accompanying table 6.
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for
depreciation.
12. Revalued daily at current foreign currency exchange rates.
13. Estimated.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
15. Includes deposits held at the Reserve Banks by international and multilateral organizations,
government-sponsored enterprises, and designated financial market utilities.
16. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.
Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
1A. Memorandum Items
Millions of dollars
Memorandum item Averages of daily figures Wednesday
Week ended Change from week ended Nov 11, 2015
Nov 11, 2015 Nov 4, 2015 Nov 12, 2014
Securities held in custody for foreign official and
international accounts 3,303,332 + 19,569 - 6,195 3,302,008
Marketable U.S. Treasury securities (1) 2,982,375 + 19,967 - 660 2,981,198
Federal agency debt and mortgage-backed securities (2) 274,846 - 467 - 9,958 274,762
Other securities (3) 46,112 + 70 + 4,423 46,047
Securities lent to dealers 17,167 + 957 + 8,042 16,483
Overnight facility (4) 17,167 + 957 + 8,042 16,483
U.S. Treasury securities 17,120 + 961 + 8,645 16,434
Federal agency debt securities 47 - 4 - 603 49
Note: Components may not sum to totals because of rounding.
1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.
Does not include securities pledged as collateral to foreign official and international account holders
against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.
2. Face value of federal agency securities and current face value of mortgage-backed securities, which
is the remaining principal balance of the securities.
3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed
securities, and commercial paper at face value.
4. Face value. Fully collateralized by U.S. Treasury securities.
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, November 11, 2015
Millions of dollars
Remaining Maturity Within 15 16 days to 91 days to Over 1 year Over 5 year Over 10 All
days 90 days 1 year to 5 years to 10 years years
Loans 32 80 0 0 0 ... 112
U.S. Treasury securities (1)
Holdings 326 1,912 178,397 1,130,233 512,960 637,889 2,461,718
Weekly changes 0 0 - 2 - 6 - 7 - 28 - 42
Federal agency debt securities (2)
Holdings 1,202 1,626 12,825 16,146 0 2,347 34,146
Weekly changes 0 0 0 0 0 0 0
Mortgage-backed securities (3)
Holdings 0 0 0 394 9,277 1,734,432 1,744,103
Weekly changes 0 0 0 0 0 + 1 + 1
Repurchase agreements (4) 0 0 ... ... ... ... 0
Central bank liquidity swaps (5) 141 0 0 0 0 0 141
Reverse repurchase agreements (4) 276,999 0 ... ... ... ... 276,999
Term deposits 0 0 0 ... ... ... 0
Note: Components may not sum to totals because of rounding.
...Not applicable.
1. Face value. For inflation-indexed securities, includes the original face value and compensation
that adjusts for the effect of inflation on the original face value of such securities.
2. Face value.
3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
4. Cash value of agreements.
5. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name Wednesday
Nov 11, 2015
Mortgage-backed securities held outright (1) 1,744,103
Commitments to buy mortgage-backed securities (2) 33,995
Commitments to sell mortgage-backed securities (2) 200
Cash and cash equivalents (3) 17
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
2. Current face value. Generally settle within 180 days and include commitments associated with
outright transactions, dollar rolls, and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5
and table 6.
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name Wednesday
Nov 11, 2015
Net portfolio holdings of Maiden Lane LLC (1) 1,713
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
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an
asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
quarterly. This table reflects valuations as of September 30, 2015. Any assets purchased after this
valuation date are initially recorded at cost until their estimated fair value as of the purchase date
becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's
statement of condition consistent with consolidation under generally accepted accounting principles. Refer
to the note on consolidation accompanying table 6.
3. Book value. The fair value of these obligations is included in other liabilities and capital in
table 1 and in other liabilities and accrued dividends in table 5 and table 6.
Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.
5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Nov 11, 2015 Wednesday Wednesday
consolidation Nov 4, 2015 Nov 12, 2014
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,885 - 1 + 2
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 4,415,004 - 360 + 5,883
Securities held outright (1) 4,239,967 - 41 + 20,770
U.S. Treasury securities 2,461,718 - 42 + 116
Bills (2) 0 0 0
Notes and bonds, nominal (2) 2,346,639 0 - 74
Notes and bonds, inflation-indexed (2) 98,534 0 + 65
Inflation compensation (3) 16,545 - 42 + 125
Federal agency debt securities (2) 34,146 0 - 5,554
Mortgage-backed securities (4) 1,744,103 + 1 + 26,207
Unamortized premiums on securities held outright
(5) 191,733 - 331 - 16,692
Unamortized discounts on securities held outright
(5) -16,809 + 30 + 1,823
Repurchase agreements (6) 0 0 0
Loans 112 - 20 - 19
Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 + 34
Net portfolio holdings of TALF LLC (8) 0 0 0
Items in process of collection (0) 686 + 234 + 563
Bank premises 2,231 0 - 30
Central bank liquidity swaps (9) 141 - 2 + 141
Foreign currency denominated assets (10) 19,258 - 297 - 2,406
Other assets (11) 34,857 + 2,736 - 1,071
Total assets (0) 4,492,012 + 2,310 + 3,117
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Nov 11, 2015 Wednesday Wednesday
consolidation Nov 4, 2015 Nov 12, 2014
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,360,331 + 4,482 + 91,386
Reverse repurchase agreements (12) 276,999 - 31,285 + 65,429
Deposits (0) 2,787,005 + 26,862 - 156,842
Term deposits held by depository institutions 0 0 - 262,102
Other deposits held by depository institutions 2,659,338 - 30,513 + 88,642
U.S. Treasury, General Account 96,449 + 52,234 + 1,441
Foreign official 5,358 + 77 + 109
Other (13) (0) 25,859 + 5,063 + 15,067
Deferred availability cash items (0) 727 + 352 - 454
Other liabilities and accrued dividends (14) 8,297 + 1,874 + 1,443
Total liabilities (0) 4,433,360 + 2,285 + 964
Capital accounts
Capital paid in 29,326 + 12 + 1,076
Surplus 29,326 + 12 + 1,076
Other capital accounts 0 0 0
Total capital 58,653 + 26 + 2,154
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of
inflation-indexed securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation accompanying table 6.
8. Refer to the note on consolidation accompanying table 6.
9. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
10. Revalued daily at current foreign currency exchange rates.
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,
government-sponsored enterprises, and designated financial market utilities.
14. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.
6. Statement of Condition of Each Federal Reserve Bank, November 11, 2015
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
City Francisco
Assets
Gold certificate account 11,037 347 3,709 340 505 783 1,600 734 299 171 288 891 1,370
Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574
Coin 1,885 48 72 128 130 299 192 274 31 42 152 194 323
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 4,415,004 111,915 2,650,312 109,806 106,144 239,789 248,636 164,037 46,044 26,921 57,357 142,223 511,821
Securities held outright (1) 4,239,967 107,481 2,545,303 105,455 101,939 230,288 238,761 157,534 44,216 25,786 55,079 136,583 491,541
U.S. Treasury securities 2,461,718 62,403 1,477,799 61,227 59,186 133,705 138,624 91,464 25,672 14,971 31,979 79,300 285,388
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,461,718 62,403 1,477,799 61,227 59,186 133,705 138,624 91,464 25,672 14,971 31,979 79,300 285,388
Federal agency debt securities (2) 34,146 866 20,498 849 821 1,855 1,923 1,269 356 208 444 1,100 3,959
Mortgage-backed securities (4) 1,744,103 44,212 1,047,006 43,379 41,932 94,728 98,214 64,801 18,188 10,607 22,657 56,183 202,195
Unamortized premiums on securities held
outright (5) 191,733 4,860 115,100 4,769 4,610 10,414 10,797 7,124 1,999 1,166 2,491 6,176 22,228
Unamortized discounts on securities
held outright (5) -16,809 -426 -10,091 -418 -404 -913 -947 -625 -175 -102 -218 -541 -1,949
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 112 0 0 0 0 0 24 4 4 71 6 5 0
Net portfolio holdings of Maiden
Lane LLC (7) 1,713 0 1,713 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of TALF LLC (8) 0 0 0 0 0 0 0 0 0 0 0 0 0
Items in process of collection 686 0 0 0 0 0 686 0 0 0 0 0 0
Bank premises 2,231 125 437 74 106 213 207 204 118 92 238 220 196
Central bank liquidity swaps (9) 141 6 45 8 11 32 8 4 1 1 1 2 21
Foreign currency denominated
assets (10) 19,258 873 6,209 1,076 1,501 4,418 1,096 517 179 81 203 277 2,827
Other assets (11) 34,857 926 20,435 879 850 2,054 1,983 1,310 451 242 496 1,182 4,049
Interdistrict settlement account 0 - 19,334 - 185,074 + 6,270 + 26,815 + 49,423 + 1,266 + 22,731 + 13,277 + 6,507 + 4,084 + 16,922 + 57,114
Total assets 4,492,012 95,102 2,499,678 118,790 136,300 297,423 256,328 190,234 60,550 34,147 62,972 162,193 578,295
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
6. Statement of Condition of Each Federal Reserve Bank, November 11, 2015 (continued)
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
City Francisco
Liabilities
Federal Reserve notes outstanding 1,538,753 48,840 499,965 49,967 83,629 107,538 217,460 104,238 52,175 27,079 41,150 118,570 188,141
Less: Notes held by F.R. Banks 178,422 5,846 62,473 6,321 8,938 11,770 22,347 10,464 4,672 2,878 4,548 13,356 24,810
Federal Reserve notes, net 1,360,331 42,994 437,492 43,646 74,691 95,768 195,113 93,775 47,503 24,201 36,602 105,214 163,332
Reverse repurchase agreements (12) 276,999 7,022 166,286 6,889 6,660 15,045 15,598 10,292 2,889 1,685 3,598 8,923 32,113
Deposits 2,787,005 42,240 1,872,232 64,754 50,182 172,801 41,368 84,204 9,406 7,538 21,995 46,891 373,393
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 2,659,338 42,236 1,753,182 64,752 50,178 172,546 41,359 75,910 9,368 7,538 21,994 46,889 373,385
U.S. Treasury, General Account 96,449 0 96,449 0 0 0 0 0 0 0 0 0 0
Foreign official 5,358 2 5,331 2 3 9 2 1 0 0 0 1 6
Other (13) 25,859 2 17,270 0 0 246 7 8,293 37 0 1 1 2
Deferred availability cash items 727 0 0 0 0 0 416 0 0 312 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (14) 3,424 77 2,280 59 44 59 192 137 32 20 40 115 369
Other liabilities and accrued
dividends 4,873 162 2,168 207 229 587 322 248 130 140 124 180 376
Total liabilities 4,433,360 92,495 2,480,459 115,556 131,806 284,261 253,008 188,655 59,959 33,895 62,360 161,324 569,583
Capital
Capital paid in 29,326 1,304 9,609 1,617 2,247 6,581 1,660 790 296 126 306 434 4,356
Surplus 29,326 1,304 9,609 1,617 2,247 6,581 1,660 790 296 126 306 434 4,356
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0
Total liabilities and capital 4,492,012 95,102 2,499,678 118,790 136,300 297,423 256,328 190,234 60,550 34,147 62,972 162,193 578,295
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
6. Statement of Condition of Each Federal Reserve Bank, November 11, 2015 (continued)
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation below.
8. Refer to the note on consolidation below.
9. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
the market exchange rate used when the foreign currency was acquired from the foreign central bank.
10. Revalued daily at current foreign currency exchange rates.
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
13. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.
14. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to
capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the
Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount
necessary to equate surplus with capital paid-in.
Note on consolidation:
The Federal Reserve Bank of New York (FRBNY) extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan
was extended to Maiden Lane LLC (ML), which was formed to acquire certain assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was
repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. On November 25,
2008, the Federal Reserve Board authorized FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by FRBNY in connection with the
decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility. On January 15, 2013 FRBNY's commitment to extend credit to TALF LLC was eliminated.
FRBNY was the primary beneficiary of ML because it received a majority of the residual returns and could have absorbed a majority of any residual losses should they have occurred. FRBNY was
the primary beneficiary of TALF LLC, because of the two beneficiaries of TALF LLC, FRBNY and the U.S. Treasury, FRBNY was primarily responsible for directing the financial activities of TALF
LLC. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs were consolidated with the assets and liabilities of FRBNY in the preparation of the
statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from FRBNY to the LLCs were eliminated, the net assets of the LLCs appeared as assets
on the previous page (and in table 1 and table 5), and the liabilities of the LLCs to entities other than FRBNY, including those with recourse only to the portfolio holdings of the LLCs, were
included in other liabilities in this table (and table 1 and table 5).
7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral Wednesday
Nov 11, 2015
Federal Reserve notes outstanding 1,538,753
Less: Notes held by F.R. Banks not subject to collateralization 178,422
Federal Reserve notes to be collateralized 1,360,331
Collateral held against Federal Reserve notes 1,360,331
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,344,094
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,239,967
Less: Face value of securities under reverse repurchase agreements 260,173
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,979,794
Note: Components may not sum to totals because of rounding.
1. Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright,
compensation to adjust for the effect of inflation on the original face value of inflation-indexed
securities, and cash value of repurchase agreements.
2. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
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