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Release Tables:
Table 2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities

   
    2002-12-18    
 
 
    2021-12-01
Millions of U.S. Dollars
Name 2021-12-01 2021-11-24 2020-12-02
Remaining Maturity
Within 15 Days
Loans
220 76 1,039
U.S. Treasury securities
Holdings
65,830 70,490 56,723
Weekly changes
-4,660 -7,367 -22,062
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
0 0 0
Weekly changes
0 0 0
Commercial paper held by Commercial Paper Funding Facility II LLC
0 0 0
Loan participations held by MS Facilities LLC (Main Street Lending Program)
0 0 0
Municipal notes held by Municipal Liquidity Facility LLC
0 0 0
Loans held by TALF II LLC
0 0 0
Repurchase agreements
1 0 1,000
Central bank liquidity swaps
218 218 3,281
Reverse repurchase agreements
1,729,277 1,758,815 185,537
Term deposits
0 0 0
Note: Components may not sum to totals because of rounding.
16 Days to 90 Days
Loans
209 244 4,921
U.S. Treasury securities
Holdings
343,938 322,968 335,898
Weekly changes
20,970 7,529 45,148
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
1 0 0
Weekly changes
1 0 0
Commercial paper held by Commercial Paper Funding Facility II LLC
0 0 0
Loan participations held by MS Facilities LLC (Main Street Lending Program)
0 0 0
Municipal notes held by Municipal Liquidity Facility LLC
0 0 0
Loans held by TALF II LLC
0 0 0
Repurchase agreements
0 0 0
Central bank liquidity swaps
50 50 5,168
Reverse repurchase agreements
0 0 0
Term deposits
0 0 0
Note: Components may not sum to totals because of rounding.
91 Days to 1 Year
Loans
2,291 2,352 774
U.S. Treasury securities
Holdings
711,536 715,450 630,853
Weekly changes
-3,914 -138 -38,061
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
29 27 4
Weekly changes
2 0 0
Commercial paper held by Commercial Paper Funding Facility II LLC
0 0 0
Loan participations held by MS Facilities LLC (Main Street Lending Program)
0 0 0
Municipal notes held by Municipal Liquidity Facility LLC
0 0 1,003
Loans held by TALF II LLC
0 0 0
Central bank liquidity swaps
0 0 0
Term deposits
0 0 0
Note: Components may not sum to totals because of rounding.
Over 1 Year to 5 Years
Loans
38,270 39,582 54,879
U.S. Treasury securities
Holdings
2,129,818 2,129,829 1,726,236
Weekly changes
-11 1,937 14,341
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
1,586 1,672 2,112
Weekly changes
-86 0 65
Loan participations held by MS Facilities LLC (Main Street Lending Program)
15,772 15,793 6,308
Municipal notes held by Municipal Liquidity Facility LLC
4,228 4,228 451
Loans held by TALF II LLC
1,360 1,368 3,548
Central bank liquidity swaps
0 0 0
Note: Components may not sum to totals because of rounding.
Over 5 Years to 10 Years
Loans
0 0 0
U.S. Treasury securities
Holdings
1,006,138 1,009,204 829,664
Weekly changes
-3,066 356 2,967
Federal agency debt securities
Holdings
2,134 2,134 1,818
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
61,395 62,713 73,904
Weekly changes
-1,318 0 -66
Central bank liquidity swaps
0 0 0
Note: Components may not sum to totals because of rounding.
Over 10 Years
U.S. Treasury securities
Holdings
1,334,859 1,330,959 1,035,037
Weekly changes
3,900 3,058 5,498
Federal agency debt securities
Holdings
213 213 529
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
2,507,873 2,545,313 1,927,599
Weekly changes
-37,440 6,295 29
Central bank liquidity swaps
0 0 0
Note: Components may not sum to totals because of rounding.
All
Loans
40,990 42,255 61,613
U.S. Treasury securities
Holdings
5,592,119 5,578,900 4,614,410
Weekly changes
13,219 5,375 7,830
Federal agency debt securities
Holdings
2,347 2,347 2,347
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
2,570,884 2,609,726 2,003,621
Weekly changes
-38,842 6,295 29
Commercial paper held by Commercial Paper Funding Facility II LLC
0 0 0
Loan participations held by MS Facilities LLC (Main Street Lending Program)
15,772 15,793 6,308
Municipal notes held by Municipal Liquidity Facility LLC
4,228 4,228 1,454
Loans held by TALF II LLC
1,360 1,368 3,548
Repurchase agreements
1 0 1,000
Central bank liquidity swaps
268 268 8,449
Reverse repurchase agreements
1,729,277 1,758,815 185,537
Term deposits
0 0 0
Note: Components may not sum to totals because of rounding.
   

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