Graph and download economic data for Assets: Securities Held Outright: U.S. Treasury Securities: All: Wednesday Level (TREAST) from 2002-12-18 to 2025-11-26 about maturity, Treasury, securities, and USA.

Graph and download economic data for Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations (RPTSYD) from 2000-01-03 to 2025-12-02 about repurchase agreements, purchase, trade, Treasury, securities, and USA.

The 'NY Fed Treasury Purchases 22.5 to 30 yrs' refers to the Federal Reserve Bank of New York's buying of long-term U.S. Treasury securities with maturities between 22.5 and 30 years.

Graph and download economic data for Assets: Securities Held Outright: U.S. Treasury Securities: Maturing in over 10 Years: Wednesday Level (TREAS10Y) from 2002-12-18 to 2025-11-26 about 10 years +, maturity, Treasury, securities, and USA.

View weekly updates and historical trends for Federal Reserve Easing: Long-term Treasury Purchases. from United States. Source: Federal Reserve Bank of Cl…

The Federal Reserve's balance sheet has undergone significant changes since 2007, reflecting its response to major economic crises. From a modest *** trillion U.S. dollars at the end of 2007, it ballooned to approximately **** trillion U.S. dollars by October 29, 2025. This dramatic expansion, particularly during the 2008 financial crisis and the COVID-19 pandemic—both of which resulted in negative annual GDP growth in the U.S.—showcases the Fed's crucial role in stabilizing the economy through expansionary monetary policies. Impact on inflation and interest rates The Fed's expansionary measures, while aimed at stimulating economic growth, have had notable effects on inflation and interest rates. Following the quantitative easing in 2020, inflation in the United States reached ***** percent in 2022, the highest since 1991. However, by August 2025, inflation had declined to *** percent. Concurrently, the Federal Reserve implemented a series of interest rate hikes, with the rate peaking at **** percent in August 2023, before the first rate cut since September 2021 occurred in September 2024. Financial implications for the Federal Reserve The expansion of the Fed's balance sheet and subsequent interest rate hikes have had significant financial implications. In 2024, the Fed reported a negative net income of ***** billion U.S. dollars, a stark contrast to the ***** billion U.S. dollars profit in 2022. This unprecedented shift was primarily due to rapidly rising interest rates, which caused the Fed's interest expenses to soar to over *** billion U.S. dollars in 2023. Despite this, the Fed's net interest income on securities acquired through open market operations reached a record high of ****** billion U.S. dollars in the same year.

Long Term Treasury Purchases is a part of the Credit Easing indicator of the Federal Reserve Bank of Cleveland.

United States - Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations was 0.02500 Bil. of US $ in August of 2025, according to the United States Federal Reserve. Historically, United States - Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations reached a record high of 72.22400 in March of 2020 and a record low of 0.00000 in March of 2000. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations - last updated from the United States Federal Reserve on November of 2025.

United States - Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations was 5.00000 Bil. of US $ in October of 2025, according to the United States Federal Reserve. Historically, United States - Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations reached a record high of 145.47400 in March of 2020 and a record low of 0.00000 in March of 2000. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations - last updated from the United States Federal Reserve on November of 2025.

View the total value of the assets of all Federal Reserve Banks as reported in the weekly balance sheet.

Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio between a dealer's total secured funding and their outright holdings financed through secured funding. Treasury re-use increases as the supply of available securities decreases, especially when supply declines due to Federal Reserve asset purchases. Non-U.S. dealers' re-use increases when profits from intermediating cash are high, U.S. dealers' re-use increases when demand to source on-the-run Treasuries is high, and both types of dealers' re-use can alleviate safe asset scarcity. Finally, there was a sharp drop in Treasury re-use at the onset of the COVID-19 pandemic, with a subsequent reversal after the Federal Reserve's intervention to support market functioning.

Graph and download economic data for Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations (RRPONTSYD) from 2003-02-07 to 2025-12-02 about reverse repos, overnight, trade, Treasury, securities, sales, and USA.

These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each business day by the Federal Reserve Bank of New York. The Bank Discount rate is the rate at which a Bill is quoted in the secondary market and is based on the par value, amount of the discount and a 360-day year. The Coupon Equivalent, also called the Bond Equivalent, or the Investment Yield, is the bill's yield based on the purchase price, discount, and a 365- or 366-day year. The Coupon Equivalent can be used to compare the yield on a discount bill to the yield on a nominal coupon bond that pays semiannual interest. Data updated daily on weekdays.

A table that shows in detail by CUSIP, the interest rate, the STRIP CUSIP, maturity date, and amounts outstanding for securities held in unstripped form, stripped form and amount that have been reconstituted. STRIP stands for Separate Trading of Registered Interest and Principal of Securities. This is a security that has been stripped down into separate securities representing the principal and each interest payment. Each payment has its own identification number and can be traded individually. These securities are also known as zero-coupon bonds.

Graph and download economic data for Assets: Securities Held Outright: U.S. Treasury Securities: Wednesday Level (WSHOTSL) from 2002-12-18 to 2025-11-26 about outright, supplies, balance, reserves, Treasury, securities, and USA.

A table that shows details on marketable and non-marketable Treasury securities that are outstanding as of the last business day of the month.

In response to the COVID-19 crisis, the Board's emergency lending facilities have provided a critical backstop. The Board launched a centralized 13(3) Lending Facilities Data Repository on November 6, 2020 to bring together the emergency lending facilities data from different systems and databases. The Federal Reserve established the Secondary Market Corporate Credit Facility (SMCCF) on March 23, 2020, to support credit to employers by providing liquidity to the market for outstanding corporate bonds. The SMCCF supports market liquidity by purchasing in the secondary market corporate bonds issued by investment grade U.S. companies or certain U.S. companies that were investment grade as of March 22, 2020, as well as U.S.-listed exchange-traded funds whose investment objective is to provide broad exposure to the market for U.S. corporate bonds. The SMCCF's purchases of corporate bonds will create a portfolio that tracks a broad, diversified market index of U.S. corporate bonds. The Treasury, using funds appropriated to the ESF through the CARES Act, will make an equity investment in an SPV established by the Federal Reserve for the SMCCF and the Primary Market Corporate Credit Facility. The SMCCF ceased purchasing eligible assets on December 31, 2020.

United States Net Purchases: Flow: saar: CFB: Federal Government data was reported at 0.000 USD bn in Mar 2018. This stayed constant from the previous number of 0.000 USD bn for Dec 2017. United States Net Purchases: Flow: saar: CFB: Federal Government data is updated quarterly, averaging 0.000 USD bn from Dec 1951 (Median) to Mar 2018, with 266 observations. The data reached an all-time high of 1.488 USD bn in Jun 2009 and a record low of -0.388 USD bn in Sep 2012. United States Net Purchases: Flow: saar: CFB: Federal Government data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s USA – Table US.AB048: Funds by Instruments: Flows and Outstanding: Corporate and Foreign Bonds.

Market DataResidential Mortgage Debt Outstanding—Enterprise Share, 1990 – 2010Total mortgages held or securitized by Fannie Mae and Freddie Mac as a Percentage of Residential Mortgage Debt Outstanding, 1990 – 2010. Note: Currently, FHFA does not have any plans to update this dataset through more recent periods.Single-Family Mortgages Originated and Outstanding, 1990 – 2011 Q2Statistics for conventional and government-insured or -guaranteed loans and, within each of those sectors, for fixed-rate and adjustable-rate mortgages. Conventional loans are also divided into jumbo and non-jumbo loans. Note: Currently, FHFA does not have any plans to update this dataset through more recent periods.​ Treasury and Federal Reserve Purchase Programs for GSE and Mortgage-Related Securities Data on activities by the Department of the Treasury and the Federal Reserve System to support mortgage markets through purchases of securities issued by Fannie Mae, Freddie Mac, and the Federal Home Loan Banks and by Ginnie Mae, a federal agency that guarantees securities backed by mortgages insured or guaranteed by the Federal Housing Administration, the Department of Veterans Affairs, and other federal agencies. More details are available on the Treasury and Federal Reserve Purchase Programs for GSE and Mortgage-Related Securities page. ​Note: Currently, FHFA does not have any plans to update this dataset through more recent periods.

Information on the amount of gold that is available across various U.S. Treasury-maintained locations, as well as data on the weight and book value of these gold reserves.