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Release Date: March 10, 2016
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L.207 Federal Funds and Security Repurchase Agreements 1
Billions of dollars; amounts outstanding end of period, not seasonally adjusted
Description |
2010 |
2011 |
2012 |
2013 |
2014 |
2015 |
2014 Q4 |
2015 Q1 |
2015 Q2 |
2015 Q3 |
2015 Q4 |
Line |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All sectors; federal funds and security repurchase agreements; liability | 3597.9 | 3883.2 | 4132.0 | 3663.9 | 3696.6 | 3748.9 | 3696.6 | 3752.5 | 3695.6 | 3847.5 | 3748.9 | 1 |
| Monetary authority; security repurchase agreements; liability | 59.7 | 99.9 | 107.2 | 315.9 | 509.8 | 712.4 | 509.8 | 536.9 | 558.2 | 641.1 | 712.4 | 2 |
| U.S.-chartered depository institutions, including IBFs; federal funds and security repurchase agreements; liability | 484.0 | 402.5 | 349.9 | 269.4 | 236.2 | 196.8 | 236.2 | 228.7 | 226.2 | 205.9 | 196.8 | 3 |
| U.S.-chartered depository institutions, including IBFs; federal funds; liability | ND | ND | 69.4 | 58.3 | 38.7 | 39.4 | 38.7 | 28.7 | 34.2 | 29.8 | 39.4 | 4 |
| U.S.-chartered depository institutions, including IBFs; security repurchase agreements; liability | ND | ND | 280.5 | 211.0 | 197.5 | 157.4 | 197.5 | 199.9 | 192.0 | 176.1 | 157.4 | 5 |
| Foreign banking offices in the U.S., including IBFs; federal funds and security repurchase agreements; liability | 250.0 | 304.4 | 325.0 | 312.7 | 371.3 | 406.6 | 371.3 | 369.9 | 374.8 | 375.4 | 406.6 | 6 |
| Foreign banking offices in the U.S., including IBFs; federal funds; liability | 34.0 | 24.1 | 21.5 | 18.8 | 27.2 | 26.9 | 27.2 | 38.5 | 22.7 | 26.9 | 26.9 | 7 |
| Foreign banking offices in the U.S., including IBFs; security repurchase agreements; liability | 216.0 | 280.3 | 303.6 | 293.9 | 344.1 | 379.7 | 344.1 | 331.4 | 352.1 | 348.5 | 379.7 | 8 |
| Credit unions; federal funds and security repurchase agreements held by Corporate Credit Unions; liability | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 9 |
| Property-casualty insurance companies; security repurchase agreements; liability | 1.5 | 3.1 | 2.1 | 1.5 | 1.0 | 1.4 | 1.0 | 1.1 | 1.1 | 1.3 | 1.4 | 10 |
| Life insurance companies, general accounts; security repurchase agreements; liability | 10.3 | 12.1 | 14.4 | 20.9 | 21.9 | 22.8 | 21.9 | 22.1 | 22.4 | 22.4 | 22.8 | 11 |
| Government-sponsored enterprises; federal funds and security repurchase agreements; liability | 1.3 | 0.4 | 0.0 | 0.0 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.0 | 12 |
| Mortgage real estate investment trusts; security repurchase agreements; liability | 120.4 | 218.1 | 320.6 | 254.0 | 261.2 | 237.7 | 261.2 | 258.3 | 250.1 | 241.4 | 237.7 | 13 |
| Security brokers and dealers; security repurchase agreements; liability | 2006.3 | 2076.7 | 2207.9 | 1768.6 | 1547.7 | 1368.3 | 1547.7 | 1535.3 | 1480.3 | 1493.7 | 1368.3 | 14 |
| Holding companies; security repurchase agreements; liability | 0.8 | 1.2 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.1 | 0.1 | 0.1 | 15 |
| Rest of the world; security repurchase agreements; liability | 663.7 | 764.7 | 804.9 | 720.9 | 747.3 | 802.8 | 747.3 | 800.1 | 782.4 | 866.1 | 802.8 | 16 |
| All sectors; federal funds and security repurchase agreements; asset | 3343.2 | 3550.3 | 3919.1 | 3575.1 | 3744.8 | 3651.4 | 3744.8 | 3713.9 | 3666.6 | 3773.3 | 3651.4 | 17 |
| Nonfinancial corporate business; security repurchase agreements; asset | 12.1 | 12.6 | 9.7 | 8.7 | 21.3 | 20.3 | 21.3 | 20.2 | 21.8 | 17.3 | 20.3 | 18 |
| State and local governments, excluding employee retirement funds; security repurchase agreements; asset | 125.7 | 121.0 | 124.8 | 126.3 | 132.3 | 145.8 | 132.3 | 135.7 | 138.7 | 142.0 | 145.8 | 19 |
| Monetary authority; security repurchase agreements; asset | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20 |
| U.S.-chartered depository institutions, including IBFs; federal funds and security repurchase agreements; asset | 267.6 | 242.6 | 302.7 | 215.4 | 185.0 | 209.8 | 185.0 | 215.1 | 208.9 | 212.3 | 209.8 | 21 |
| U.S.-chartered depository institutions, including IBFs; federal funds; asset | ND | ND | 58.1 | 47.0 | 30.6 | 19.4 | 30.6 | 25.4 | 22.4 | 19.3 | 19.4 | 22 |
| U.S.-chartered depository institutions, including IBFs; security repurchase agreements; asset | ND | ND | 244.6 | 168.4 | 154.4 | 190.4 | 154.4 | 189.7 | 186.5 | 193.0 | 190.4 | 23 |
| Foreign banking offices in the U.S. including IBFs; federal funds and security repurchase agreements; asset | 88.4 | 120.1 | 178.3 | 177.1 | 218.1 | 218.5 | 218.1 | 199.8 | 210.5 | 198.5 | 218.5 | 24 |
| Foreign banking offices in the U.S., including IBFs; federal funds; asset | 2.3 | 3.7 | 3.0 | 1.3 | 1.3 | 0.9 | 1.3 | 1.0 | 1.2 | 0.7 | 0.9 | 25 |
| Foreign banking offices in the U.S., including IBFs; security repurchase agreements; asset | 86.2 | 116.4 | 175.3 | 175.8 | 216.9 | 217.6 | 216.9 | 198.7 | 209.3 | 197.8 | 217.6 | 26 |
| Credit unions; federal funds and security repurchase agreements held by Corporate Credit Unions (net of liabilities before 2002:Q4); asset | 0.0 | 15.9 | 9.7 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 27 |
| Credit unions; federal funds held by Corporate Credit Unions; asset | 0.0 | 15.9 | 9.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 28 |
| Credit unions; security repurchase agreements held by Corporate Credit Unions; asset | 0.0 | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 29 |
| Property-casualty insurance companies; security repurchase agreements; asset | 3.8 | 2.4 | 1.7 | 1.7 | 1.6 | 1.8 | 1.6 | 1.7 | 1.6 | 1.8 | 1.8 | 30 |
| Life insurance companies, general accounts; security repurchase agreements; asset | 10.9 | 6.1 | 8.2 | 2.9 | 3.4 | 7.5 | 3.4 | 5.7 | 5.5 | 5.8 | 7.5 | 31 |
| Private pension funds; security repurchase agreements; asset | 2.7 | 2.7 | 2.4 | 2.8 | 2.8 | 3.0 | 2.8 | 2.9 | 3.0 | 2.9 | 3.0 | 32 |
| State and local government employee retirement funds; security repurchase agreements; asset | 3.2 | 3.3 | 3.1 | 3.3 | 3.7 | 4.0 | 3.7 | 3.9 | 4.0 | 3.9 | 4.0 | 33 |
| Money market mutual funds; security repurchase agreements; asset | 479.4 | 490.5 | 544.7 | 493.4 | 644.6 | 688.4 | 644.6 | 625.9 | 635.3 | 680.6 | 688.4 | 34 |
| Mutual funds; security repurchase agreements; asset | 137.5 | 108.7 | 262.8 | 355.5 | 401.7 | 346.4 | 401.7 | 400.9 | 386.4 | 360.1 | 346.4 | 35 |
| Government-sponsored enterprises; federal funds and security repurchase agreements; asset | 151.2 | 112.3 | 150.8 | 152.3 | 162.6 | 153.7 | 162.6 | 158.2 | 141.0 | 149.0 | 153.7 | 36 |
| Government-sponsored enterprises; federal funds held by FHLB; asset | 75.9 | 41.1 | 44.0 | 29.5 | 52.8 | 19.9 | 52.8 | 42.5 | 41.6 | 31.0 | 19.9 | 37 |
| Security brokers and dealers; security repurchase agreements; asset | 1428.5 | 1583.1 | 1638.2 | 1321.0 | 1152.7 | 1133.3 | 1152.7 | 1138.8 | 1171.2 | 1243.6 | 1133.3 | 38 |
| Holding companies; security repurchase agreements; asset | 50.3 | 50.5 | 10.5 | 7.7 | 2.5 | 2.1 | 2.5 | 5.8 | 7.6 | 4.0 | 2.1 | 39 |
| Funding corproations; security repurchase agreements; asset | 0.1 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 40 |
| Rest of the world; security repurchase agreements; asset | 581.8 | 678.5 | 671.6 | 706.9 | 812.3 | 716.7 | 812.3 | 799.4 | 731.0 | 751.5 | 716.7 | 41 |
| Instrument discrepancies; federal funds and security repurchase agreements | 254.7 | 332.9 | 212.9 | 88.8 | -48.3 | 97.5 | -48.3 | 38.6 | 29.0 | 74.2 | 97.5 | 42 |
| Interest rates and price indexes; effective Federal funds rate (percent) | 0.2 | 0.1 | 0.2 | 0.1 | 0.1 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 43 |
| Monetary authority; security repurchase agreements, reverse repurchase agreement operations; liability | 0.0 | 0.0 | 0.0 | 197.8 | 396.7 | 474.6 | 396.7 | 378.5 | 392.6 | 449.6 | 474.6 | 44 |
| Money market mutual funds; security repurchase agreements (Federal Reserve reverse repurchase agreement operations); asset | 0.0 | 0.0 | 0.0 | 163.3 | 371.2 | 424.0 | 371.2 | 345.3 | 372.2 | 414.4 | 424.0 | 45 |
| Domestic financial sectors, excluding money market mutual funds; security repurchase agreements (Federal Reserve Reverse Repurchase Agreement Operational Exercise); asset | 0.0 | 0.0 | 0.0 | 34.5 | 25.5 | 50.6 | 25.5 | 33.2 | 20.5 | 35.2 | 50.6 | 46 |
NOTES
- Detailed data on federal funds and security repurchase agreements are only available beginning 2012:Q1 for U.S.-chartered despository institutions, 2003:Q1 for foreign banking offices in U.S., 2010:Q4 for credit unions, and 2000:Q1 for FHLB.
- Excludes term federal funds.
- Includes term federal funds.
- The effective federal funds rate is a weighted average of rates on brokered trades. Annualized using a 360-day year.
- Reverse repurchase agreements (RRPs) conducted as part of the Federal Reserve's Overnight RRP Operational Exercise (beginning 2013:Q3) and term RRP operations (beginning 2014:Q4).
- Included in line 2.
- Included in line 34.
- Includes banks (consolidated), government-sponsored enterprises, and primary dealers.
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