ABCDEFGHIJKLMNOPQRSTUVWXYZAAABACADAEAFAGAHAIAJAKALAMANAOAPAQARASATAUAVAWAXAYAZBABBBCBDBEBFBGBHBIBJBKBLBMBNBOBPBQBRBSBTBUBVBWBXBYBZCACBCCCDCECFCGCHCICJCKCLCMCNCOCPCQCRCSCTCUCV
1
2
3
4
5
6
7
Date5/4/20225/11/20225/18/20225/25/20226/1/20226/8/20226/15/20226/22/20226/29/20227/6/20227/13/20227/20/20227/27/20228/3/20228/10/20228/17/20228/24/20228/31/20229/7/20229/15/20229/21/20229/28/202210/5/202210/12/202210/19/202210/26/202211/2/202211/9/202211/16/202211/23/202211/30/202212/7/202212/14/202212/21/202212/28/20221/4/20231/11/20231/18/20231/25/20232/1/20232/8/20232/15/20232/22/20233/1/20233/8/20233/15/20233/22/20233/29/20234/5/20234/12/20234/19/20234/26/20235/3/20235/10/20235/17/20235/24/20235/31/20236/7/20236/14/20236/21/20236/28/20237/5/20237/12/20237/19/20237/26/20238/2/20238/9/20238/16/20238/23/20238/30/20239/6/20239/13/20239/20/20239/27/202310/4/202310/11/202310/18/202310/25/202311/1/202311/8/202311/15/202311/22/202311/29/202312/6/202312/13/202312/20/202312/27/20231/3/20241/10/20241/17/20241/24/20241/31/20242/7/20242/14/20242/21/20242/28/20243/6/2024
8
($ Thousands)
9
US Treasury Bills (T-Bills) 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 326,044,000.0 321,820,405.1 318,105,035.8 314,791,855.0 312,733,959.0 308,699,048.5 304,652,388.1 301,567,050.6 298,315,410.3 296,059,385.2 296,059,385.2 296,059,385.2 296,059,385.2 296,059,385.2 294,133,442.3 292,953,530.7 291,826,524.6 291,191,667.1 289,338,373.3 288,198,655.5 287,230,768.2 286,199,577.1 285,020,936.0 285,020,936.0 285,020,936.0 285,020,936.0 285,020,936.0 283,959,900.8 283,186,587.5 282,374,230.4 281,840,393.5 280,966,361.0 280,966,361.0 280,966,361.0 280,966,361.0 280,966,361.0 281,041,361.0 281,041,361.0 281,041,361.0 281,041,361.0 278,066,307.6 275,936,013.7 272,966,726.5 271,802,808.5 268,928,292.3 266,544,412.3 263,617,244.9 261,294,240.8 259,421,593.5 259,421,593.5 259,421,593.5 259,421,593.5 259,421,593.5 258,161,046.4 251,981,704.8 246,945,596.8 244,137,345.6 238,532,553.7 236,159,998.9 234,531,044.9 232,804,073.9 231,265,518.2 231,265,518.2 231,265,518.2 231,265,518.2 231,265,518.2 230,407,907.2 227,363,278.5 224,094,682.1 222,354,473.1 216,788,435.7 215,191,628.0 213,749,267.8 212,241,686.2 210,353,374.1 210,353,374.1 210,353,374.1 210,353,374.1 210,353,374.1 209,311,788.8
10
US Treasury Notes and Bonds (Notes/Bonds) 4,944,893,440.9 4,944,893,440.9 4,944,893,440.9 4,944,893,440.9 4,942,788,725.4 4,942,788,725.4 4,933,512,455.6 4,933,512,455.6 4,933,487,455.6 4,911,388,017.2 4,911,388,017.2 4,909,888,955.2 4,909,888,955.2 4,894,191,329.4 4,894,191,329.4 4,871,342,234.9 4,871,342,234.9 4,863,149,800.9 4,863,149,800.9 4,863,149,800.9 4,853,363,800.9 4,853,363,800.9 4,819,507,373.0 4,819,507,373.0 4,804,742,373.0 4,804,817,373.0 4,776,017,850.0 4,776,017,850.0 4,735,597,452.7 4,735,597,452.7 4,714,387,124.1 4,714,387,124.1 4,714,387,124.1 4,702,352,124.1 4,702,352,124.1 4,660,997,185.8 4,660,922,185.8 4,645,440,325.6 4,645,440,325.6 4,612,307,946.8 4,612,307,946.8 4,580,258,369.8 4,580,308,369.8 4,550,313,109.6 4,550,313,109.6 4,543,203,571.1 4,543,203,571.1 4,543,203,571.1 4,494,367,684.0 4,494,367,684.0 4,491,933,373.4 4,491,983,373.4 4,451,443,124.1 4,451,443,124.1 4,422,555,952.5 4,422,555,952.5 4,388,626,165.1 4,388,626,165.1 4,388,626,165.1 4,376,496,599.8 4,376,496,599.8 4,340,398,167.7 4,340,398,167.7 4,326,545,550.6 4,326,545,550.6 4,297,853,573.9 4,297,853,573.9 4,255,213,565.8 4,255,288,565.8 4,255,288,565.8 4,237,097,412.8 4,237,047,412.8 4,220,127,857.2 4,220,127,857.2 4,197,645,997.8 4,197,645,997.8 4,183,755,415.9 4,183,755,415.9 4,151,360,766.5 4,151,360,766.5 4,120,788,223.3 4,120,788,223.3 4,120,788,223.3 4,091,112,990.2 4,091,112,990.2 4,077,017,769.8 4,077,017,769.8 4,045,484,306.8 4,045,484,306.8 4,026,708,799.8 4,026,708,799.8 4,003,117,212.1 4,003,117,212.1 4,003,117,212.1 3,972,155,885.3 3,972,105,885.3 3,942,725,839.9
11
US Treasury Floating Rate Notes (FRNs) 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 30,569,681.8 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 29,924,645.1 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 27,166,210.0 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 23,428,784.2 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 20,426,754.0 17,745,390.6 17,745,390.6 17,745,390.6 17,745,390.6 17,745,390.6 17,745,390.6 17,770,390.6 17,770,390.6 17,770,390.6 17,770,390.6 17,770,390.6 17,770,390.6 17,770,390.6 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 11,663,111.3 7,777,080.8 7,777,080.8 7,777,080.8 7,777,080.8 7,777,080.8 7,777,080.8
12
US Treasury Inflation-Protected Securities (TIPS)
380,861,729.6 380,861,729.6 380,861,729.6 380,861,729.6 382,966,445.1 382,966,445.1 382,966,445.1 382,966,445.1 382,966,445.1 384,342,153.2 384,342,153.2 374,719,153.2 374,719,153.2 374,719,153.2 374,719,153.2 374,719,153.2 374,719,153.2 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,760,681.6 375,785,681.6 375,785,681.6 375,785,681.6 377,416,407.4 377,416,407.4 377,416,407.4 377,416,407.4 377,416,407.4 377,416,407.4 377,416,407.4 374,979,407.4 374,979,407.4 374,979,407.4 374,979,407.4 374,979,407.4 374,979,407.4 377,024,244.5 377,024,244.5 377,024,244.5 377,024,244.5 377,024,244.5 377,024,244.5 377,024,244.5 365,411,327.6 365,411,327.6 365,411,327.6 365,436,327.6 365,436,327.6 365,436,327.6 368,253,286.5 368,253,286.5 368,253,286.5 368,253,286.5 368,228,286.5 368,228,286.5 368,228,286.5 364,549,286.5 364,549,286.5 364,549,286.5 364,549,286.5 364,549,286.5 364,549,286.5 364,549,286.5 365,380,447.5 365,380,447.5 365,380,447.5 365,380,447.5 365,380,447.5 365,380,447.5 365,380,447.5 365,380,447.5 365,380,447.5 365,405,447.5 365,405,447.5 365,405,447.5 365,405,447.5 365,578,223.7 365,578,223.7 365,578,223.7 365,578,223.7 365,578,223.7 365,578,223.7 360,222,223.7 360,222,223.7 360,222,223.7 360,222,223.7 360,222,223.7 360,222,223.7 360,222,223.7 360,611,595.8
13
Federal Agency Securities 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0 2,347,000.0
14
Agency Mortgage-Backed Securities 2,706,077,239.0 2,706,078,238.8 2,724,920,281.7 2,698,576,406.4 2,698,576,406.4 2,698,576,406.4 2,718,696,704.7 2,719,970,130.1 2,700,563,694.1 2,700,571,594.1 2,700,572,594.1 2,717,516,853.0 2,708,655,013.0 2,708,827,999.9 2,708,843,998.5 2,718,754,180.6 2,717,186,844.5 2,700,609,596.5 2,700,612,596.2 2,709,847,164.8 2,706,225,455.5 2,689,556,643.5 2,689,556,643.5 2,689,556,643.5 2,690,064,401.9 2,669,965,331.6 2,669,969,331.5 2,669,970,331.5 2,668,338,128.7 2,663,539,969.5 2,650,236,675.0 2,650,236,675.0 2,650,114,172.5 2,644,715,997.1 2,632,908,241.7 2,632,908,241.7 2,632,908,241.7 2,631,455,078.0 2,616,273,473.1 2,616,273,473.1 2,616,273,473.1 2,615,050,643.4 2,611,788,709.4 2,601,598,207.1 2,601,598,207.1 2,600,298,927.9 2,596,796,903.1 2,586,045,583.4 2,586,045,583.4 2,586,045,583.4 2,584,613,192.0 2,567,367,272.8 2,567,371,272.4 2,567,371,272.4 2,566,021,392.1 2,562,018,128.5 2,549,844,564.0 2,549,844,573.7 2,549,780,864.4 2,544,961,266.5 2,529,753,022.3 2,529,753,022.3 2,529,753,022.3 2,529,676,951.7 2,509,187,003.8 2,509,187,003.8 2,509,187,003.8 2,509,187,003.8 2,504,770,803.4 2,490,504,958.5 2,490,504,958.5 2,490,504,958.5 2,486,099,481.2 2,471,406,562.7 2,471,406,562.7 2,471,406,562.7 2,471,339,432.3 2,454,617,609.4 2,454,617,609.4 2,454,617,609.4 2,454,641,775.8 2,451,309,459.0 2,438,765,477.6 2,438,765,477.6 2,438,631,570.8 2,435,227,097.0 2,423,545,109.0 2,423,545,109.0 2,423,545,109.0 2,423,485,080.6 2,420,419,288.9 2,408,935,936.0 2,408,935,936.0 2,409,006,931.9 2,406,005,100.4 2,395,024,334.4 2,395,024,334.4
15
Agency Commercial Mortgage-Backed Securities
8,943,066.3 8,943,066.3 8,902,565.3 8,869,818.6 8,869,818.6 8,869,818.6 8,869,818.6 8,845,207.2 8,764,315.2 8,764,315.2 8,764,315.2 8,744,609.6 8,724,209.9 8,724,209.9 8,724,209.9 8,719,137.6 8,719,137.6 8,678,673.4 8,678,673.4 8,678,673.4 8,661,193.1 8,601,439.9 8,601,439.9 8,601,439.9 8,586,283.5 8,553,872.0 8,553,872.0 8,553,872.0 8,542,778.7 8,542,778.7 8,519,300.2 8,519,300.2 8,519,300.2 8,506,405.4 8,493,603.3 8,493,603.3 8,493,603.3 8,485,351.1 8,461,744.2 8,461,744.2 8,461,744.2 8,461,744.2 8,459,603.6 8,441,837.5 8,441,837.5 8,441,837.5 8,438,519.3 8,434,456.6 8,434,456.6 8,434,456.6 8,429,128.8 8,408,888.4 8,408,888.4 8,408,888.4 8,406,394.1 8,406,394.1 8,391,409.0 8,391,409.0 8,391,409.0 8,388,969.6 8,385,441.2 8,385,441.2 8,385,441.2 8,381,642.9 8,372,458.1 8,372,458.1 8,372,458.1 8,369,123.8 8,369,123.8 8,365,107.7 8,365,107.7 8,365,107.7 8,360,111.5 8,319,556.5 8,319,556.5 8,319,556.5 8,312,359.3 8,289,151.3 8,289,151.3 8,289,151.3 8,289,151.3 8,285,623.1 8,269,455.9 8,269,455.9 8,269,455.9 8,265,400.7 8,227,833.4 8,227,833.4 8,227,833.4 8,224,762.3 8,224,762.3 8,220,530.3 8,220,530.3 8,220,530.3 8,215,019.4 8,210,688.2 8,210,688.2
16
Total SOMA Holdings 8,399,736,157.6 8,399,737,157.4 8,418,538,699.3 8,392,162,077.3 8,392,162,077.3 8,392,162,077.3 8,403,006,105.8 8,404,254,919.8 8,384,742,591.8 8,364,026,761.5 8,364,027,761.5 8,369,830,252.8 8,360,948,013.1 8,344,778,337.5 8,344,794,336.1 8,331,850,351.4 8,330,283,015.3 8,306,514,397.5 8,302,293,802.3 8,307,813,001.6 8,291,074,631.2 8,272,288,170.0 8,234,396,831.6 8,230,350,171.2 8,212,992,435.7 8,189,684,313.6 8,155,874,330.3 8,155,900,330.3 8,113,836,636.9 8,109,038,477.7 8,076,132,101.9 8,074,206,159.0 8,072,903,744.9 8,054,330,668.6 8,041,875,253.6 7,998,667,021.5 7,997,452,303.7 7,977,104,140.3 7,960,867,737.4 7,922,819,291.7 7,922,819,291.7 7,889,546,885.0 7,886,332,810.4 7,848,174,118.9 7,847,113,083.7 7,837,930,952.7 7,833,613,252.6 7,822,324,033.3 7,772,614,113.7 7,772,614,113.7 7,757,129,167.0 7,739,913,007.4 7,696,374,727.5 7,696,474,727.5 7,666,235,181.3 7,662,231,917.7 7,618,930,539.6 7,615,955,495.9 7,613,761,492.7 7,593,840,602.9 7,577,439,912.3 7,538,466,964.0 7,536,083,084.0 7,515,544,430.6 7,492,722,293.8 7,459,476,306.4 7,459,476,306.4 7,416,832,964.0 7,412,491,763.6 7,398,221,902.6 7,379,601,363.5 7,373,397,021.9 7,347,030,884.8 7,329,489,160.1 7,301,402,508.8 7,299,029,954.0 7,283,436,090.5 7,264,964,088.6 7,224,923,604.2 7,224,948,604.2 7,194,400,227.4 7,191,064,382.4 7,178,504,233.8 7,148,144,165.9 7,144,965,630.4 7,124,193,284.6 7,110,733,520.3 7,073,634,019.9 7,072,037,212.2 7,046,400,245.5 7,041,826,872.2 7,000,973,357.0 7,000,973,357.0 7,001,044,352.9 6,967,075,683.7 6,956,040,586.5 6,926,008,327.9
17
18
Total SOMA Change from Prior Week 999.8 18,801,541.9 (26,376,622.0) - - 10,844,028.5 1,248,814.0 (19,512,328.0) (20,715,830.3) 1,000.0 5,802,491.3 (8,882,239.7) (16,169,675.6) 15,998.6 (12,943,984.7) (1,567,336.1) (23,768,617.8) (4,220,595.2) 5,519,199.3 (16,738,370.4) (18,786,461.2) (37,891,338.4) (4,046,660.4) (17,357,735.5) (23,308,122.1) (33,809,983.3) 26,000.0 (42,063,693.4) (4,798,159.2) (32,906,375.8) (1,925,942.9) (1,302,414.1) (18,573,076.3) (12,455,415.0) (43,208,232.1) (1,214,717.8) (20,348,163.4) (16,236,402.9) (38,048,445.7) - (33,272,406.7) (3,214,074.6) (38,158,691.5) (1,061,035.2) (9,182,131.0) (4,317,700.1) (11,289,219.3) (49,709,919.6) - (15,484,946.7) (17,216,159.6) (43,538,279.9) 100,000.0 (30,239,546.2) (4,003,263.6) (43,301,378.1) (2,975,043.7) (2,194,003.2) (19,920,889.8) (16,400,690.6) (38,972,948.3) (2,383,880.0) (20,538,653.4) (22,822,136.8) (33,245,987.4) - (42,643,342.4) (4,341,200.4) (14,269,861.0) (18,620,539.1) (6,204,341.6) (26,366,137.1) (17,541,724.7) (28,086,651.3) (2,372,554.8) (15,593,863.5) (18,472,001.9) (40,040,484.4) 25,000.0 (30,548,376.8) (3,335,845.0) (12,560,148.6) (30,360,067.9) (3,178,535.5) (20,772,345.8) (13,459,764.3) (37,099,500.4) (1,596,807.7) (25,636,966.7) (4,573,373.3) (40,853,515.2) - 70,995.9 (33,968,669.2) (11,035,097.2) (30,032,258.6)
19
20
Treasury Security Change from Prior Week - - - - - - (9,276,269.8) - (25,000.0) (20,723,730.3) - (11,122,062.0) - (16,342,662.5) - (22,849,094.5) - (7,150,905.6) (4,223,594.9) (3,715,369.3) (13,099,180.8) (2,057,896.0) (37,891,338.4) (4,046,660.4) (17,850,337.5) (3,176,640.3) (33,813,983.2) 25,000.0 (40,420,397.3) - (19,579,602.8) (1,925,942.9) (1,179,911.6) (13,162,006.1) (634,857.5) (43,208,232.1) (1,214,717.8) (18,886,747.5) (1,031,191.1) (38,048,445.7) - (32,049,577.0) 50,000.0 (27,950,423.1) (1,061,035.2) (7,882,851.8) (812,357.1) (533,836.9) (49,709,919.6) - (14,047,227.5) 50,000.0 (43,542,279.5) 100,000.0 (28,887,171.6) - (31,112,828.5) (2,975,053.4) (2,130,293.9) (15,098,852.5) (1,188,918.0) (38,972,948.3) (2,383,880.0) (20,458,784.5) (2,323,004.1) (33,245,987.4) - (42,640,008.1) 75,000.0 - (18,620,539.1) (6,204,341.6) (21,955,663.6) (2,808,251.2) (28,086,651.3) (2,372,554.8) (15,519,535.9) (1,726,971.0) (40,040,484.4) 25,000.0 (30,572,543.2) - - (30,360,067.9) (3,044,628.7) (17,363,816.8) (1,740,209.0) (37,099,500.4) (1,596,807.7) (25,573,867.2) (1,507,581.6) (29,365,930.3) - - (30,961,326.8) (50,000.0) (30,032,258.6)
21
Agency Security Change from Prior Week 999.8 18,801,541.9 (26,376,622.0) - - 20,120,298.3 1,248,814.0 (19,487,328.0) 7,900.0 1,000.0 16,924,553.3 (8,882,239.7) 172,986.9 15,998.6 9,905,109.8 (1,567,336.1) (16,617,712.2) 2,999.7 9,234,568.6 (3,639,189.6) (16,728,565.2) - - 492,602.0 (20,131,481.8) 3,999.9 1,000.0 (1,643,296.1) (4,798,159.2) (13,326,773.0) - (122,502.5) (5,411,070.2) (11,820,557.5) - - (1,461,415.9) (15,205,211.8) - - (1,222,829.7) (3,264,074.6) (10,208,268.4) - (1,299,279.2) (3,505,343.0) (10,755,382.4) - - (1,437,719.2) (17,266,159.6) 3,999.6 - (1,352,374.6) (4,003,263.6) (12,188,549.6) 9.7 (63,709.3) (4,822,037.3) (15,211,772.6) - - (79,868.9) (20,499,132.7) - - (3,334.3) (4,416,200.4) (14,269,861.0) - - (4,410,473.5) (14,733,473.5) - - (74,327.6) (16,745,030.9) - - 24,166.4 (3,335,845.0) (12,560,148.6) - (133,906.8) (3,408,529.0) (11,719,555.3) - - (63,099.5) (3,065,791.7) (11,487,584.9) - 70,995.9 (3,007,342.4) (10,985,097.2) -
22
check - - 0.0 - - (0.0) (0.0) - - - 0.0 (0.0) 0.0 -
23
Source: New York Federal Reserve Bank; TEK2day
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100