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Collateralization of Currency: Memo Items: Face Value of Securities Under Reverse Repurchase Agreements (Netted From Total U.S. Treasury, Agency Debt, and Mortgage-Backed Securities): Wednesday Level (RESH4MFNWW)

Observation:

2019-12-04: 270,646  
Updated: Dec 5, 2019

Units:

Millions of U.S. Dollars,
Not Seasonally Adjusted

Frequency:

Weekly,
As of Wednesday
1Y | 5Y | 10Y | Max

NOTES

Source: Board of Governors of the Federal Reserve System (US)  

Release: H.4.1 Factors Affecting Reserve Balances  

Units:  Millions of U.S. Dollars, Not Seasonally Adjusted

Frequency:  Weekly, As of Wednesday

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Collateralization of Currency: Memo Items: Face Value of Securities Under Reverse Repurchase Agreements (Netted From Total U.S. Treasury, Agency Debt, and Mortgage-Backed Securities): Wednesday Level [RESH4MFNWW], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/RESH4MFNWW, December 6, 2019.

RELEASE TABLES

H.4.1 Factors Affecting Reserve Balances

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Related Categories

Securities, Loans, & Other Assets & Liabilities Held by Fed Monetary Data Money, Banking, & Finance

Sources

More Releases from Board of Governors of the Federal Reserve System (US)

Releases

More Series from H.4.1 Factors Affecting Reserve Balances

Tags

Collateral Reverse Repos Mortgage-Backed Agency US Treasury H.4.1 Factors Affecting Reserve Balances All Items Securities Debt Currency Net Weekly Board of Governors United States of America Public Domain: Citation Requested Nation Not Seasonally Adjusted





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