F.207 Federal Funds and Security Repurchase Agreements (1)
Billions of dollars; quarterly figures are seasonally adjusted annual rates
Description Series code 2013 2014 2015 2016 2016 Q1 2016 Q2 2016 Q3 2016 Q4 2017 Q1 Line
All sectors; federal funds and security repurchase agreements; liability FA892150005 -491.1 25.0 48.4 68.1 -417.7 577.9 505.9 -393.6 -184.2 1
Monetary authority; security repurchase agreements; liability FA712151003 208.7 193.9 202.6 12.8 -647.4 -26.8 484.8 240.7 -499.7 2
U.S.-chartered depository institutions, including IBFs; federal funds and security repurchase agreements; liability FA762150005 -80.5 -33.2 -39.4 -34.2 -12.3 -38.5 -16.1 -70.0 -16.3 3
U.S.-chartered depository institutions, including IBFs; federal funds; liability (2) FA762152005 -11.0 -19.7 0.8 -6.5 1.1 -45.4 16.5 1.9 -8.4 4
U.S.-chartered depository institutions, including IBFs; security repurchase agreements; liability FA762151005 -69.5 -13.5 -40.1 -27.8 -13.5 6.9 -32.7 -71.9 -7.9 5
Foreign banking offices in the U.S., including IBFs; federal funds and security repurchase agreements; liability FA752150005 -12.3 58.5 35.3 66.7 -17.0 91.1 43.7 149.1 9.4 6
Foreign banking offices in the U.S., including IBFs; federal funds; liability (2) FA752152005 -2.6 8.3 -0.3 6.9 30.5 1.3 16.8 -21.0 54.2 7
Foreign banking offices in the U.S., including IBFs; security repurchase agreements; liability FA752151005 -9.7 50.2 35.6 59.8 -47.4 89.8 26.9 170.0 -44.8 8
Credit unions; federal funds and security repurchase agreements held by Corporate Credit Unions; liability FA472150053 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 9
Property-casualty insurance companies; security repurchase agreements; liability FA512151003 -0.6 -0.4 0.4 -1.0 -3.7 -0.1 -0.1 -0.1 0.1 10
Life insurance companies, general accounts; security repurchase agreements; liability FA542151073 6.5 1.0 -0.5 0.2 0.2 0.2 0.2 0.2 3.6 11
Government-sponsored enterprises; federal funds and security repurchase agreements; liability FA402150005 0.0 0.1 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 12
Mortgage real estate investment trusts; security repurchase agreements; liability FA642151073 -65.0 10.0 -45.5 -11.6 -0.8 -58.5 17.9 -5.0 23.0 13
Security brokers and dealers; security repurchase agreements; liability FA662151003 -439.3 -220.9 -179.4 -55.2 -8.9 227.5 52.6 -491.9 187.3 14
Holding companies; security repurchase agreements; liability FA732151003 -0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 15
Rest of the world; security repurchase agreements; liability FA262151003 -108.6 16.0 74.9 90.4 272.3 383.0 -77.0 -216.6 108.6 16
All sectors; federal funds and security repurchase agreements; asset FA892050005 -418.5 134.6 -70.0 147.7 -344.4 671.6 998.5 -734.7 185.9 17
Nonfinancial corporate business; security repurchase agreements; asset FA102051003 -1.0 12.9 6.1 13.1 -12.7 -4.8 73.3 -3.6 -25.2 18
State and local governments, excluding employee retirement funds; security repurchase agreements; asset FA212051003 0.8 5.1 10.0 5.8 2.6 3.9 9.1 7.8 -1.6 19
Monetary authority; security repurchase agreements; asset FA712051000 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 FA762050005 -87.2 -30.4 24.8 8.7 -16.8 40.0 75.2 -63.7 -113.9 21
U.S.-chartered depository institutions, including IBFs; federal funds; asset (2) FA762052005 -11.1 -16.4 -11.2 1.9 9.9 -13.5 6.4 4.6 14.6 22
U.S.-chartered depository institutions, including IBFs; security repurchase agreements; asset FA762051005 -76.2 -14.0 36.0 6.8 -26.8 53.5 68.8 -68.4 -128.6 23
Foreign banking offices in the U.S. including IBFs; federal funds and security repurchase agreements; asset FA752050005 -1.2 41.1 0.4 -25.4 -50.8 -9.7 5.4 -46.7 16.2 24
Foreign banking offices in the U.S., including IBFs; federal funds; asset (2) FA752052005 -1.7 -0.0 -0.4 -0.2 -0.2 0.0 0.6 -1.3 -0.7 25
Foreign banking offices in the U.S., including IBFs; security repurchase agreements; asset FA752051005 0.5 41.1 0.8 -25.2 -50.5 -9.7 4.9 -45.4 16.9 26
Credit unions; federal funds and security repurchase agreements held by Corporate Credit Unions (net of liabilities before 2002:Q4); asset FA472050053 -9.6 -0.0 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 FA472052053 -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 FA472051053 -0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 29
Property-casualty insurance companies; security repurchase agreements; asset FA512051003 0.0 0.1 0.0 -0.4 -2.0 -0.2 0.8 -0.3 0.2 30
Life insurance companies, general accounts; security repurchase agreements; asset FA542051073 -5.6 0.0 -0.5 -0.3 0.6 -0.4 -0.3 -1.2 0.4 31
Private pension funds; security repurchase agreements; asset FA572051005 0.4 0.2 -0.2 0.0 0.1 0.0 -0.0 -0.0 -0.1 32
State and local government employee defined benefit retirement funds; security repurchase agreements; asset FA222051043 0.2 0.3 0.0 0.7 -0.7 0.6 0.4 2.5 0.4 33
Money market mutual funds; security repurchase agreements; asset FA632051000 -53.2 152.9 44.8 100.9 -276.3 138.7 787.8 -246.6 166.2 34
Mutual funds; security repurchase agreements; asset FA652051003 22.3 9.9 -12.4 2.3 20.5 -10.1 1.0 -1.9 45.2 35
Government-sponsored enterprises; federal funds and security repurchase agreements; asset FA402050005 1.5 10.3 20.2 2.1 -92.0 19.9 29.6 51.1 90.8 36
Government-sponsored enterprises; federal funds held by FHLB; asset (3) FA402052033 -14.5 23.3 -10.4 6.3 28.1 -14.9 50.0 -38.2 119.1 37
Security brokers and dealers; security repurchase agreements; asset FA662051003 -317.2 -168.2 -19.5 -20.6 -71.9 328.4 27.4 -366.3 -55.0 38
Holding companies; security repurchase agreements; asset FA732051003 -2.8 -5.1 -0.4 -0.1 3.4 0.7 -3.4 -1.0 7.7 39
Funding corproations; security repurchase agreements; asset FA502051003 -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 FA262051003 34.1 105.6 -143.4 61.0 151.7 164.5 -7.7 -64.6 54.5 41
Instrument discrepancies; federal funds and security repurchase agreements FA902050005 -72.6 -109.6 118.4 -79.6 -73.3 -93.7 -492.6 341.1 -370.1 42
Monetary authority; security repurchase agreements, reverse repurchase agreement operations; liability (5) FA712151103 197.8 199.0 77.9 -6.2 -683.0 -100.2 534.9 223.3 -486.0 43
Money market mutual funds; security repurchase agreements (Federal Reserve reverse repurchase agreement operations); asset (6) FA632051103 163.3 207.9 52.8 -20.6 -625.2 -99.6 566.3 76.3 -298.5 44
Domestic financial sectors, excluding money market mutual funds; security repurchase agreements (Federal Reserve Reverse Repurchase Agreement Operational Exercise); asset (7) FA792051115 34.5 -9.0 25.1 14.3 -57.7 -0.6 -31.4 147.0 -187.5 45

NOTES

  1. 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.
  2. Excludes term federal funds.
  3. Includes term federal funds.
  4. 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).
  5. Included in line 2.
  6. Included in line 34.
  7. Includes banks (consolidated), government-sponsored enterprises, and primary dealers.
Last Update: June 8, 2017