Skip to main content

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

   
    2002-12-18    
 
 
    2020-12-02
Millions of U.S. Dollars
Name 2020-12-02 2020-11-25 2019-12-04
Remaining Maturity
Within 15 Days
Loans
1,039 1,613 4
U.S. Treasury securities
Holdings
56,723 78,785 8,372
Weekly changes
-22,062 -6,051 -1,831
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
1,000 1,000 158,007
Central bank liquidity swaps
3,281 1,640 47
Reverse repurchase agreements
185,537 197,904 277,374
Term deposits
0 0 0
Note: Components may not sum to totals because of rounding.
16 Days to 90 Days
Loans
4,921 4,518 5
U.S. Treasury securities
Holdings
335,898 290,750 110,535
Weekly changes
45,148 6,323 12,551
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
0 0 1
Weekly changes
0 0 1
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 50,000
Central bank liquidity swaps
5,168 6,205 0
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
774 1,729 0
U.S. Treasury securities
Holdings
630,853 668,914 301,082
Weekly changes
-38,061 4,041 -2,879
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
4 4 14
Weekly changes
0 0 2
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
1,003 1,200 0
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
54,879 56,003 0
U.S. Treasury securities
Holdings
1,726,236 1,711,895 881,241
Weekly changes
14,341 11,056 -1,264
Federal agency debt securities
Holdings
0 0 0
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
2,112 2,047 1,179
Weekly changes
65 -97 203
Loan participations held by MS Facilities LLC (Main Street Lending Program)
6,308 5,904 0
Municipal notes held by Municipal Liquidity Facility LLC
451 451 0
Loans held by TALF II LLC
3,548 3,587 0
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
829,664 826,697 322,057
Weekly changes
2,967 1,900 4,734
Federal agency debt securities
Holdings
1,818 1,818 486
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
73,904 73,970 75,681
Weekly changes
-66 -1,610 -163
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
1,035,037 1,029,539 636,566
Weekly changes
5,498 4,888 45
Federal agency debt securities
Holdings
529 529 1,861
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
1,927,599 1,927,570 1,346,851
Weekly changes
29 -45,877 -41
Central bank liquidity swaps
0 0 0
Note: Components may not sum to totals because of rounding.
All
Loans
61,613 63,864 9
U.S. Treasury securities
Holdings
4,614,410 4,606,580 2,259,853
Weekly changes
7,830 22,157 11,355
Federal agency debt securities
Holdings
2,347 2,347 2,347
Weekly changes
0 0 0
Mortgage-backed securities
Holdings
2,003,621 2,003,592 1,423,725
Weekly changes
29 -47,584 1
Commercial paper held by Commercial Paper Funding Facility II LLC
0 0 0
Loan participations held by MS Facilities LLC (Main Street Lending Program)
6,308 5,904 0
Municipal notes held by Municipal Liquidity Facility LLC
1,454 1,651 0
Loans held by TALF II LLC
3,548 3,587 0
Repurchase agreements
1,000 1,000 208,007
Central bank liquidity swaps
8,449 7,845 47
Reverse repurchase agreements
185,537 197,904 277,374
Term deposits
0 0 0
Note: Components may not sum to totals because of rounding.
   

Subscribe to the FRED newsletter


Follow us

Back to Top