Release for week ended: October 11, 2017
Source: Federal Reserve H.4.1
Amounts in millions of U.S. dollars
*Calculation by Market News International
Daily average:
Reserve Bank credit, related items Wk ended Chg from Wednesday
and reserve balances Oct 11 Oct 4 Oct 11
Reserve Bank credit: 4,418,937 -1,180 4,419,638
Securities held outright 4,240,445 93 4,240,471
US Treasury (1) 2,465,528 93 2,465,554
Bills (2) 0 0 0
Notes and bonds, nominal (2) 2,337,326 0 2,337,326
Notes and bonds, infl-index (2) 109,412 0 109,412
Inflation compensation (3) 18,789 92 18,816
Federal agency (2) 6,757 0 6,757
Mortgage-based securities 1,768,160 0 1,768,160
Unamortized premiums on outright sec 162,114 -280 162,046
Unamortized discounts on outright sec -14,412 25 -14,403
Repurchase agreements (4) 0 0 0
Other loans to institutions 179 -13 158
Primary credit 3 0 0
Secondary credit 0 0 0
Seasonal credit 175 -14 158
Other credit extensions 0 0 0
Net portfolio holdings of Maiden Lane (5) 1,707 0 1,706
Float -318 350 -350
Central Bank liquidity swaps (13) 36 -3,584 36
Other Federal Reserve assets 29,187 2231 29,974
Foreign currency denominated assets 21,125 -40 21,243
Gold stock 11,041 0 11,041
S.D.R. certificate account 5,200 0 5,200
Treasury currency outstanding (6) 49,174 14 49,174
Total factors supplying
reserve funds 4,505,476 -1,207 4,506,295
Currency in circulation (6) 1,584,750 4,411 1,585,496
Reverse repo agreements (7) 352,914 -128,851 360,275
Foreign official, intl accounts 229,676 -8099 230,470
Others 123,237 -120,752 129,805
Treasury cash holdings 205 7 213
Deposits with Fed other than reserves 254,273 6,279 244,159
Term Deposits Held By Institutions 0 0 0
U.S. Treasury, general account 169,766 9,333 155,307
Foreign official 5,166 0 5,166
Other 79,341 -3,055 83,687
Other liabilities and capital (8) 48,836 1664 48,413
Total factors, other than reserve
balances, absorbing reserve funds 2,240,978 -116,490 2,238,556
Reserve balances with
Federal Reserve banks (7) 2,264,498 115,283 2,267,739
Daily average:
Wk ended Chg from Wednesday Chg from
Oct 11 Oct 4 Oct 11 Oct 4
Mktable securities held in custody
for foreign offl and intl accounts 3,360,480 -5,671 3,366,980 6,594
Total includes:
U.S. Treasury 3,033,133 -6,594 3,039,389 6,006
Federal Agency 263,051 66 263,135 117
Other Securities (14) 64,296 857 64,456 471
Securities Lent To Dealers 24,733 514 26,371 4,799
Overnight Facility (9) 24,733 514 26,371 4,799
U.S. Treasury Seucrities 24,733 514 26,371 4,799
Agency Debt Securities 0 0 0 0
Wednesday Chg from Wednesday
Oct 11 Oct 4 Oct 4
Mortgage-backed Securities Held Outright 1,768,160 0 1,768,160
Commitments to buy MBS 35,267 4,794 30,473
Commitments to sell MBS 0 0 0
Maiden Lane Net Portfolio Holdings 1,706 -1 1,707
Notes:
(1) Including securities lent to dealers under the overnight
and term securities lending facilities.
(2) Face value of the securities.
(3) Compensation that adjusts for effects of inflation on the original face
value of inflation-indexed securities.
(4) Cash value of agreements collateralized by U.S. government and federal
agency securities.
(5) Fair value.
(6) Estimated.
(7) Cash value of agreements collateralized by U.S. Treasury securities.
(8) Includes the liability for earnings remittances due to the U.S. Treasury.
(9)Fully collateralized by other U.S. Treasury Securities
(10)Fully collateralized by other U.S. Treasury Securities, federal agency securities
and highly rated non-agency MBS.
(11)Includes credit extended through the PDCF and credit extended to
certain other broker-dealers.
(12)Reflects extensions of credit to banks to finance purchases of high-quality
asset-backed commercial paper from money market mutual funds.
(13)Pending the closing of the recapitalization plan announced by AIG on
September 30, 2010, the case proceeds from the dispostion of certain AIG
assets will be held by the FRBNY as agent.
(14)Includes nonmarketable US Treasury securities, supranationals
corporate bonds, asset-backed securities, and commercial paper
** MNI Washington Bureau: (202) 371-2121 **
[TOPICS: MAUDT$,M$U$$$]
