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Home > Markets > Open Market Operations
System Open Market Account Holdings
   

The System Open Market Account (SOMA), managed by the Federal Reserve Bank of New York, contains dollar-denominated assets acquired via open market operations. These securities serve three purposes:

  • Collateral for U.S. currency in circulation and other reserve factors that show up as liabilities on the Federal Reserve System's balance sheet
  • A tool for the Fed’s management of reserve balances
  • A store of liquidity in the event an emergency need for liquidity arises
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Securities Holdings as of February 1, 2012
($ thousands)

  
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Security Type Total Par Value
US Treasury Bills (T -Bills) 18,422,636.7
US Treasury Notes and Bonds (Notes/Bonds) 1,565,904,789.8
Treasury Inflation-Protected Securities (TIPS)1 68,700,326.5
Federal Agency Securities2 101,498,000.0
Mortgage-Backed Securities3 (Settled Holdings) 836,012,361.9
Total SOMA Holdings 2,590,538,114.9
Change From Prior Week 1,338,605.8
1Does not reflect inflation compensation of 9,431,296.5
2 Fannie Mae, Freddie Mac and Federal Home Loan Bank
3Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
Agency MBS Settled Holdings for February 1, 2012
FAQs: Reinvestments of Agency Securities into Agency MBS »
FAQs: Agency MBS CUSIP Aggregation »
Cumulative Purchases and Sales under the Maturity Extension Program

Maturity Date
CUSIP
Par Value
% of Total1

Change in Par From Prior Week2
2/2/12 912795Y88 2,418,028.0 2.83%  
2/9/12 9127953C3 5,937,991.0 5.21%  
2/16/12 912795Z20 3,781,546.0 4.21%  
2/23/12 912795Z38 6,285,071.7 6.81% 6,285,071.7
Total  
$18,422,636.7
  
1 Denotes % of total outstanding for each issue.
2 Changes in par may reflect primary and secondary market transactions and/or custodial account activity.
Fed Funds and Discount Rate ›› (1971-Present)
Maturity Date
CUSIP
Coupon
Par value
% of Total1
2

Change in Par From Prior Week3

Change in
Par From
Prior Year3
2/15/12 912828KC3 1.375 5,999,450.2 17.84%    
2/15/12 9128277L0 4.875 2,779,532.0 11.22%    
2/29/12 912828MQ0 0.875 614,378.1 1.36%   -467,000.0
2/29/12 912828GK0 4.625 918,645.0 5.52%   -3,712,000.0
3/15/12 912828KG4 1.375 4,582,714.4 13.24%   -5,645,000.0
3/31/12 912828MU1 1.000 33,393.7 0.07%   -1,455,000.0
3/31/12 912828GM6 4.500 2,316,838.0 14.17%   -179,000.0
4/15/12 912828KK5 1.375 10,310,034.0 29.00%   -12,000.0
4/30/12 912828NB2 1.000 604.1 0.00%   -938,000.0
4/30/12 912828GQ7 4.500 3,089,144.0 18.78%   -9,000.0
5/15/12 912828KP4 1.375 5,930,338.9 14.40%   -2,460,000.0
5/31/12 912828NE6 0.750 662.6 0.00%   -912,000.0
5/31/12 912828GU8 4.750 839.0 0.01%   -4,884,000.0
6/15/12 912828KX7 1.875 7,293,923.2 20.62%   -1,205,000.0
6/30/12 912828NS5 0.625 289.0 0.00%   -1,191,000.0
6/30/12 912828GW4 4.875 3,193,473.0 20.08%   -2,380,000.0
7/15/12 912828LB4 1.500 4,856,644.0 13.65%   -1,814,000.0
7/31/12 912828NQ9 0.625 784.5 0.00%   -1,524,000.0
7/31/12 912828GZ7 4.625 2,412,502.0 15.27%   -2,184,000.0
8/15/12 912828LH1 1.750 9,003,620.0 21.08%   -1,995,000.0
8/15/12 912828AJ9 4.375 3,539,600.0 18.02%   -3,000.0
8/31/12 912828PH7 0.375 1,084,909.6 2.86%   -1,403,000.0
8/31/12 912828HC7 4.125 4,350,344.0 27.04%   -7,000.0
9/15/12 912828LM0 1.375 4,377,342.9 11.49%   -20,000.0
9/30/12 912828NX4 0.375 162.7 0.00%   -1,134,000.0
9/30/12 912828HE3 4.250 3,665,221.0 23.09%   -3,000.0
10/15/12 912828LR9 1.375 .2 0.00%   -937,000.0
10/31/12 912828PD6 0.375 474.6 0.00%   -769,000.0
10/31/12 912828HG8 3.875 871.0 0.01%   -3,469,000.0
11/15/12 912828LX6 1.375 1,827,253.4 4.06%   -4,249,000.0
11/15/12 912828AP5 4.000 929.0 0.01%   -1,054,000.0
11/30/12 912828PV6 0.500 2,114,124.8 5.81%   -1,797,000.0
11/30/12 912828HK9 3.375 1,521,232.0 9.54%   -2,033,000.0
12/15/12 912828MB3 1.125 152,135.2 0.38%   -2,393,000.0
12/31/12 912828PW4 0.625 353.4 0.00%   -2,004,000.0
12/31/12 912828HM5 3.625 2,405,447.0 15.36%   -594,000.0
1/15/13 912828MG2 1.375 3,096,093.0 7.45%   179,000.0
1/31/13 912828PR5 0.625 1,545,435.8 4.33%   848,000.0
1/31/13 912828HQ6 2.875 930,976.0 5.93%   -971,000.0
2/15/13 912828MN7 1.375 6,819,922.6 15.33%   -937,000.0
2/15/13 912828AU4 3.875 3,153,500.0 16.17%   19,000.0
2/28/13 912828QK9 0.625 4,735,635.8 12.83%   4,735,635.8
2/28/13 912828HT0 2.750 2,764,651.0 15.55%   -474,000.0
3/15/13 912828MT4 1.375 3,736,243.3 9.23%   281,000.0
3/31/13 912828QL7 0.750 959,586.1 2.62%   959,586.1
3/31/13 912828HV5 2.500 3,114,029.0 15.14%   -693,000.0
4/15/13 912828MX5 1.750 8,790,158.5 20.48%   -1,192,000.0
4/30/13 912828QE3 0.625 4,726,217.5 12.70%   4,726,217.5
4/30/13 912828HY9 3.125 1,231,816.6 5.94%   -1,180,000.0
5/15/13 912828NC0 1.375 5,877,833.5 14.23%   -763,000.0
5/15/13 912828BA7 3.625 2,097,732.0 11.49%   -1,697,000.0
5/31/13 912828QZ6 0.500 1,138,904.3 3.00%   1,138,904.3
5/31/13 912828JB7 3.500 2,473,481.2 12.05%   -580,000.0
6/15/13 912828NH9 1.125 5,365,771.5 14.82%   -424,000.0
6/30/13 912828RA0 0.375 806.4 0.00%   806.4
6/30/13 912828JD3 3.375 1,646,320.0 7.43%   -1,057,000.0
7/15/13 912828NN6 1.000 6,113,938.4 17.46%   57,000.0
7/31/13 912828QW3 0.375 194.0 0.00%   194.0
7/31/13 912828JG6 3.375 3,566,379.5 15.30%   -1,150,000.0
8/15/13 912828NU0 0.750 2,355,029.5 6.54%   -1,579,000.0
8/15/13 912828BH2 4.250 6,139,214.0 18.31%   -223,000.0
8/31/13 912828RD4 0.125 488.7 0.00%   488.7
8/31/13 912828JK7 3.125 1,725,772.7 7.24%   -133,000.0
9/15/13 912828NY2 0.750 550,000.1 1.65%   -4,579,000.0
9/30/13 912828RK8 0.125 663.1 0.00%   663.1
9/30/13 912828JM3 3.125 3,546,848.2 13.53%   274,000.0
10/15/13 912828PB0 0.500 6,154,212.2 19.06%   -2,715,000.0
10/31/13 912828RN2 0.250 744.8 0.00%   744.8
10/31/13 912828JQ4 2.750 3,120,360.8 12.45%   -1,466,000.0
11/15/13 912828PU8 0.500 6,749,061.4 20.54%   -1,755,000.0
11/15/13 912828BR0 4.250 955,874.0 3.12%   -2,032,000.0
11/30/13 912828RS1 0.250 824.1 0.00%   824.1
11/30/13 912828JT8 2.000 7,143,243.4 25.68%   2,008,000.0
12/15/13 912828PL8 0.750 9,909,454.6 30.52%   2,800,000.0
12/31/13 912828RW2 0.125 740,425.0 2.05%   740,425.0
12/31/13 912828JW1 1.500 3,876,494.3 12.90%   -166,000.0
1/15/14 912828PQ7 1.000 14,268,276.4 43.63%   2,832,000.0
1/31/14 912828SB7 0.250 658,621.2 1.85% 658,621.2 658,621.2
1/31/14 912828JZ4 1.750 5,743,345.2 18.36%   -1,279,000.0
2/15/14 912828QH6 1.250 12,948,226.7 39.56%   12,948,226.7
2/15/14 912828CA6 4.000 2,867,420.0 10.21%   540,000.0
2/28/14 912828KF6 1.875 9,438,163.4 27.99%   -2,962,000.0
3/15/14 912828PZ7 1.250 9,815,000.0 30.67% -1,977,000.0 9,815,000.0
3/31/14 912828KJ8 1.750 5,017,586.8 14.09% -456,000.0 -3,297,000.0
4/15/14 912828QC7 1.250 12,017,217.4 35.79% -1,000.0 12,017,217.4
4/30/14 912828KN9 1.875 7,494,837.9 20.70% -3,000.0 280,000.0
5/15/14 912828QM5 1.000 5,812,000.0 18.16% -260,000.0 5,812,000.0
5/15/14 912828CJ7 4.750 2,954,292.0 10.82% -181,000.0 -303,000.0
5/31/14 912828KV1 2.250 5,224,077.1 14.44% -53,000.0 -2,851,000.0
6/30/14 912828KY5 2.625 87,492.0 0.23% -2,025,000.0 -6,442,000.0
7/15/14 912828QU7 0.625 14,000.0 0.04% -1,000.0 14,000.0
7/31/14 912828LC2 2.625 6,410,958.1 16.04% -8,000.0 790,000.0
8/15/14 912828RB8 0.500 857.0 0.00% -807,000.0 857.0
8/15/14 912828CT5 4.250 3,511,849.0 14.21% -170,000.0 162,000.0
8/31/14 912828LK4 2.375 3,866,693.5 9.62% -5,000.0 1,358,000.0
9/30/14 912828LQ1 2.375 2,811,516.4 6.91% -162,000.0 925,000.0
10/31/14 912828LS7 2.375 5,649,792.7 13.45% -255,000.0 2,300,000.0
11/15/14 912828RQ5 0.375 1,816,487.4 5.27% -629,000.0 1,816,487.4
11/15/14 912828DC1 4.250 3,044,588.0 11.95% -265,000.0 525,000.0
11/30/14 912828LZ1 2.125 3,430,222.6 7.93% -1,000.0 1,542,000.0
12/15/14 912828RV4 0.250 3,134.0 0.01% -1,168,000.0 3,134.0
12/31/14 912828ME7 2.625 6,773,773.2 15.66% -1,000.0 2,270,000.0
1/15/15 912828RZ5 0.250 1,959,146.0 5.72% -312,000.0 1,959,146.0
1/31/15 912828MH0 2.250 4,771,392.4 11.18%   207,000.0
2/15/15 912810DP0 11.250 4,698,733.0 44.66%   129,000.0
2/15/15 912828DM9 4.000 8,358,912.0 24.43%   1,694,000.0
2/28/15 912828MR8 2.375 3,852,224.3 8.95%   2,237,000.0
3/31/15 912828MW7 2.500 2,927,739.3 6.74%   440,000.0
4/30/15 912828MZ0 2.500 6,534,940.0 15.24%   2,818,000.0
5/15/15 912828DV9 4.125 12,496,588.0 36.25%   723,000.0
5/31/15 912828NF3 2.125 7,664,202.4 18.75%   1,289,000.0
6/30/15 912828NL0 1.875 14,859,724.4 37.97%   2,528,000.0
7/31/15 912828NP1 1.750 10,467,948.0 27.39%   1,513,000.0
8/15/15 912810DS4 10.625 2,158,400.0 53.64%   143,000.0
8/15/15 912828EE6 4.250 7,356,161.0 22.66%   563,000.0
8/31/15 912828NV8 1.250 5,534,425.4 15.01%   2,675,000.0
9/30/15 912828NZ9 1.250 4,577,658.1 12.68%   2,089,000.0
10/31/15 912828PE4 1.250 4,330,474.5 12.12%   2,527,000.0
11/15/15 912810DT2 9.875 2,780,500.0 49.79%   275,000.0
11/15/15 912828EN6 4.500 2,751,586.0 11.85%   135,000.0
11/30/15 912828PJ3 1.375 6,665,124.6 18.32%   2,673,000.0
12/31/15 912828PM6 2.125 22,299,353.3 60.67%   9,437,000.0
1/31/16 912828PS3 2.000 5,838,435.5 16.36%   5,141,000.0
2/15/16 912810DV7 9.250 2,407,000.0 44.31%   54,000.0
2/15/16 912828EW6 4.500 2,461,266.0 11.27%   21,000.0
2/29/16 912828QJ2 2.125 21,168,635.6 57.33%   21,168,635.6
2/29/16 912828KS8 2.625 10,580,487.3 45.65%   2,588,000.0
3/31/16 912828QA1 2.250 14,551,586.0 39.79%   14,551,586.0
3/31/16 912828KT6 2.375 9,035,590.6 35.94%   2,182,000.0
4/30/16 912828QF0 2.000 13,795,217.4 37.08%   13,795,217.4
4/30/16 912828KR0 2.625 13,575,965.3 50.47%   2,963,000.0
5/15/16 912810DW5 7.250 5,624,200.0 29.88%   518,000.0
5/15/16 912828FF2 5.125 8,397,117.0 36.05%   487,000.0
5/31/16 912828QP8 1.750 14,667,904.1 38.65%   14,667,904.1
5/31/16 912828KW9 3.250 10,567,943.0 39.29%   456,000.0
6/30/16 912828QR4 1.500 3,855,806.2 10.67%   3,855,806.2
6/30/16 912828KZ2 3.250 9,711,088.8 34.95%   239,000.0
7/31/16 912828QX1 1.500 1,042,193.9 2.89%   1,042,193.9
7/31/16 912828LD0 3.250 6,136,405.8 21.38%   37,000.0
8/15/16 912828FQ8 4.875 6,350,557.0 28.15%   49,000.0
8/31/16 912828RF9 1.000 1,070,488.4 2.97%   1,070,488.4
8/31/16 912828LL2 3.000 5,903,651.7 20.47%   977,000.0
9/30/16 912828RJ1 1.000 1,089,663.0 3.02%   1,089,663.0
9/30/16 912828LP3 3.000 5,737,674.4 19.44%   1,973,000.0
10/31/16 912828RM4 1.000 1,330,744.7 3.66%   1,330,744.7
10/31/16 912828LU2 3.125 5,198,257.9 16.37%   2,127,000.0
11/15/16 912810DX3 7.500 8,566,000.0 45.59%   962,000.0
11/15/16 912828FY1 4.625 5,007,117.0 21.50%   1,310,000.0
11/30/16 912828RU6 0.875 1,585,823.8 4.33%   1,585,823.8
11/30/16 912828MA5 2.750 8,950,931.5 27.16%   2,696,000.0
12/31/16 912828RX0 0.875 1,133,424.8 3.14%   1,133,424.8
12/31/16 912828MD9 3.250 10,568,398.6 32.08%   2,542,000.0
1/31/17 912828SC5 0.875 658,621.0 1.85% 658,621.0 658,621.0
1/31/17 912828MK3 3.125 6,087,441.8 18.72%   2,250,000.0
2/15/17 912828GH7 4.625 7,069,553.0 31.86%   854,000.0
2/28/17 912828MS6 3.000 10,952,456.6 33.41%   2,265,000.0
3/31/17 912828MV9 3.250 10,381,468.0 31.38%   2,262,000.0
4/30/17 912828NA4 3.125 11,645,620.9 35.63%   2,064,000.0
5/15/17 912810DY1 8.750 6,867,000.0 44.13%   515,000.0
5/15/17 912828GS3 4.500 12,618,342.0 49.32%   1,087,000.0
5/31/17 912828NG1 2.750 11,175,631.8 35.28%   2,575,000.0
6/30/17 912828NK2 2.500 10,353,466.6 33.51%   3,038,000.0
7/31/17 912828NR7 2.375 6,689,256.5 22.33%   2,348,000.0
8/15/17 912810DZ8 8.875 5,928,000.0 54.05%   1,311,000.0
8/15/17 912828HA1 4.750 12,249,000.0 43.75%   2,059,000.0
8/31/17 912828NW6 1.875 1,861,037.1 6.26%   1,135,000.0
9/30/17 912828PA2 1.875 4,610,631.0 15.41%   2,747,000.0
10/31/17 912828PF1 1.875 2,014,478.9 6.81%   1,185,000.0
11/15/17 912828HH6 4.250 9,957,924.0 35.98%   9,000.0
11/30/17 912828PK0 2.250 7,022,703.2 23.30%   1,912,000.0
12/31/17 912828PN4 2.750 13,207,607.0 43.37%   2,550,000.0
1/31/18 912828PT1 2.625 13,274,875.1 44.88%   12,697,000.0
2/15/18 912828HR4 3.500 12,994,224.0 33.14%   1,334,000.0
2/28/18 912828PY0 2.750 17,305,040.9 56.57%   17,305,040.9
3/31/18 912828QB9 2.875 14,453,514.1 47.70%   14,453,514.1
4/30/18 912828QG8 2.625 17,259,665.8 55.98%   17,259,665.8
5/15/18 912810EA2 9.125 3,357,900.0 49.99%   475,000.0
5/15/18 912828HZ6 3.875 20,989,923.0 61.59%   7,495,000.0
5/31/18 912828QQ6 2.375 16,349,892.0 52.00%   16,349,892.0
6/30/18 912828QT0 2.375 10,147,639.4 33.90%   10,147,639.4
7/31/18 912828QY9 2.250 11,899,532.0 39.85%   11,899,532.0
8/15/18 912828JH4 4.000 22,604,630.9 61.42%   10,494,000.0
8/31/18 912828RE2 1.500 4,349,976.1 14.55%   4,349,976.1
9/30/18 912828RH5 1.375 3,608,863.6 12.07%   3,608,863.6
10/31/18 912828RP7 1.750 11,473,617.0 38.11%   11,473,617.0
11/15/18 912810EB0 9.000 3,596,000.0 50.12%   349,000.0
11/15/18 912828JR2 3.750 27,107,856.6 47.27%   16,385,000.0
11/30/18 912828RT9 1.375 9,012,968.3 29.73%   9,012,968.3
12/31/18 912828RY8 1.375 10,474,123.4 34.98%   10,474,123.4
1/31/19 912828SD3 1.250 545,714.5 1.85% 545,714.5 545,714.5
2/15/19 912810EC8 8.875 6,844,000.0 52.28%   1,791,000.0
2/15/19 912828KD1 2.750 27,310,943.8 46.54%   21,688,000.0
5/15/19 912828KQ2 3.125 24,952,691.9 38.74%   13,400,000.0
8/15/19 912810ED6 8.125 11,717,100.0 61.86%   2,399,000.0
8/15/19 912828LJ7 3.625 35,983,027.1 53.90%   17,934,000.0
11/15/19 912828LY4 3.375 31,736,602.9 44.68%   20,069,000.0
2/15/20 912810EE4 8.500 6,633,079.0 70.00%   1,276,000.0
2/15/20 912828MP2 3.625 15,185,187.4 21.21% 2,000.0 10,480,000.0
5/15/20 912810EF1 8.750 5,305,600.0 69.97%   699,000.0
5/15/20 912828ND8 3.500 21,350,847.2 31.30% 2,000.0 17,332,000.0
8/15/20 912810EG9 8.750 11,941,100.0 70.00%   1,626,000.0
8/15/20 912828NT3 2.625 15,653,924.3 23.07% 780,000.0 13,805,000.0
11/15/20 912828PC8 2.625 2,217,213.0 3.29% 49,000.0 808,000.0
2/15/21 912810EH7 7.875 7,052,600.0 70.00%   5,061,000.0
2/15/21 912828PX2 3.625 4,866,406.2 7.20% 167,000.0 4,866,406.2
5/15/21 912810EJ3 8.125 7,046,500.0 70.00%   2,875,000.0
5/15/21 912828QN3 3.125 10,962,000.0 16.61% 3,171,000.0 10,962,000.0
8/15/21 912810EK0 8.125 6,417,000.0 67.50% 51,000.0 3,095,000.0
8/15/21 912828RC6 2.125 879,892.6 1.32% 133,000.0 879,892.6
11/15/21 912810EL8 8.000 20,365,900.0 66.49% 291,000.0 7,004,000.0
11/15/21 912828RR3 2.000 4,095,361.5 5.84%   4,095,361.5
8/15/22 912810EM6 7.250 2,253,500.0 22.25%   210,000.0
11/15/22 912810EN4 7.625 2,982,000.0 40.17%   360,000.0
2/15/23 912810EP9 7.125 7,697,500.0 48.77%   1,914,000.0
8/15/23 912810EQ7 6.250 5,258,500.0 23.21%   369,000.0
11/15/24 912810ES3 7.500 3,301,100.0 34.37%   1,048,000.0
2/15/25 912810ET1 7.625 3,888,500.0 40.89%   1,836,000.0
8/15/25 912810EV6 6.875 4,002,500.0 35.78%   1,906,000.0
2/15/26 912810EW4 6.000 2,433,000.0 18.95%   466,000.0
8/15/26 912810EX2 6.750 4,457,000.0 50.59%   1,374,000.0
11/15/26 912810EY0 6.500 4,470,000.0 41.16%   670,000.0
2/15/27 912810EZ7 6.625 3,652,000.0 38.35%   184,000.0
8/15/27 912810FA1 6.375 3,438,500.0 37.39%   199,000.0
11/15/27 912810FB9 6.125 6,880,500.0 31.24%   626,000.0
8/15/28 912810FE3 5.500 4,443,808.0 37.74%   810,000.0
11/15/28 912810FF0 5.250 2,129,000.0 19.45%   271,000.0
2/15/29 912810FG8 5.250 2,455,000.0 21.63%   177,000.0
8/15/29 912810FJ2 6.125 5,156,000.0 46.12%   1,286,000.0
5/15/30 912810FM5 6.250 6,862,700.0 40.27%   2,314,000.0
2/15/31 912810FP8 5.375 2,500,740.0 15.22%   24,000.0
2/15/36 912810FT0 4.500 6,580,823.0 24.93% 202,000.0 3,960,000.0
2/15/37 912810PT9 4.750 6,059,591.0 36.53% 370,000.0 3,113,000.0
5/15/37 912810PU6 5.000 7,483,046.0 34.95%    
2/15/38 912810PW2 4.375 9,238,000.2 41.01% 29,000.0 1,298,000.0
5/15/38 912810PX0 4.500 8,808,256.6 34.54% 27,000.0 2,159,000.0
2/15/39 912810QA9 3.500 2,402,527.1 9.27% 74,000.0 406,000.0
5/15/39 912810QB7 4.250 12,161,742.2 31.36% 64,000.0 4,287,000.0
8/15/39 912810QC5 4.500 15,869,955.3 38.30% 395,000.0 9,443,000.0
11/15/39 912810QD3 4.375 8,425,975.3 18.91% 323,000.0 5,087,000.0
2/15/40 912810QE1 4.625 10,445,224.4 23.26% 247,000.0 7,259,000.0
5/15/40 912810QH4 4.375 6,141,176.0 14.13% 441,000.0 4,440,000.0
8/15/40 912810QK7 3.875 10,389,010.1 24.04% 1,115,000.0 9,046,000.0
11/15/40 912810QL5 4.250 5,968,015.0 13.91% 463,000.0 4,618,000.0
2/15/41 912810QN1 4.750 9,422,045.2 21.91% 362,000.0 9,422,045.2
5/15/41 912810QQ4 4.375 3,290,000.0 7.83% 734,000.0 3,290,000.0
8/15/41 912810QS0 3.750 1,655,928.4 3.90% 93,000.0 1,655,928.4
11/15/41 912810QT8 3.125 2,760,669.6 6.19% 105,000.0 2,760,669.6
Total    
$1,565,904,789.8
  
$2,812,956.7
$575,681,139.0
1 Denotes % of total outstanding for each issue.
2 The percentage of total outstanding column was revised on 1/24/2005.
3 Changes in par may reflect primary and secondary market transactions and/or custodial account activity.
Fed Funds and Discount Rate ›› (1971-Present)
Maturity
Date
CUSIP
Coupon

Par
Value
Inflation Compensation
% of Total1
Change in Par from Prior Week2
Change in Par from Prior Year2
4/15/12 912828GN4 2.000 1,518,105.0 174,232.9 8.78%   -1,773,000.0
7/15/12 912828AF7 3.000 2,362,394.0 609,781.1 10.26%   -502,000.0
4/15/13 912828HW3 0.625 144,657.7 10,159.3 0.96%   -855,000.0
1/15/14 912828BW9 2.000 1,618,000.0 362,852.7 7.70%   860,000.0
4/15/14 912828KM1 1.250 255,220.1 17,579.6 1.67%   -22,000.0
1/15/15 912828DH0 1.625 2,101,000.0 388,033.7 11.06%   1,563,000.0
4/15/15 912828MY3 0.500 234,650.9 10,284.7 1.10%    
7/15/15 912828EA4 1.875 358,000.0 58,346.8 2.11%    
1/15/16 912828ET3 2.000 513,000.0 71,681.5 3.02%   65,000.0
4/15/16 912828QD5 0.125 367,024.6 9,113.2 0.96%   367,024.6
7/15/16 912828FL9 2.500 3,073,000.0 369,128.8 15.36%   12,000.0
1/15/17 912828GD6 2.375 2,590,507.0 315,316.5 15.02%   289,000.0
7/15/17 912828GX2 2.625 1,083,000.0 99,040.4 7.74%   506,000.0
1/15/18 912828HN3 1.625 2,630,955.0 209,897.6 16.02%   201,000.0
7/15/18 912828JE1 1.375 974,000.0 47,745.5 6.51%    
1/15/19 912828JX9 2.125 1,750,763.1 93,858.4 11.88%   82,000.0
7/15/19 912828LA6 1.875 527,976.3 31,382.9 3.48%   6,000.0
1/15/20 912828MF4 1.375 979,904.9 45,154.0 5.16%   6,000.0
7/15/20 912828NM8 1.250 4,492,733.3 167,399.2 13.87%   1,414,000.0
1/15/21 912828PP9 1.125 4,549,201.3 155,082.3 12.40%   4,290,153.9
7/15/21 912828QV5 0.625 840,867.2 3,086.0 2.35%   840,867.2
1/15/22 912828SA9 0.125 282,266.1 -155.2 1.85% 282,266.1 282,266.1
1/15/25 912810FR4 2.375 6,458,899.0 1,292,296.5 23.06%   1,826,000.0
1/15/26 912810FS2 2.000 3,532,993.0 493,665.1 17.66%   317,000.0
1/15/27 912810PS1 2.375 3,048,379.0 371,048.7 18.49%   396,000.0
1/15/28 912810PV4 1.750 1,637,237.5 130,618.8 10.47%    
4/15/28 912810FD5 3.625 4,158,000.0 1,657,420.4 24.77%   1,195,000.0
1/15/29 912810PZ5 2.500 282,301.2 15,134.2 1.99%    
4/15/29 912810FH6 3.875 4,412,000.0 1,659,044.4 22.63%   985,000.0
4/15/32 912810FQ6 3.375 401,000.0 110,046.4 8.00%   106,000.0
2/15/40 912810QF8 2.125 5,365,388.2 250,027.1 35.36%   3,477,000.0
2/15/41 912810QP6 2.125 6,156,902.1 202,993.1 25.67%   6,156,902.1
Total  
 
$68,700,326.5
$9,431,296.5
 
$282,266.1
$22,091,213.9
1 Denotes % of total outstanding for each issue.
2 Changes in par may reflect primary and secondary market transactions and/or custodial account activity.
* Data has been revised to correct the inflation compensation value of CUSIP 912828NM8.
Fed Funds and Discount Rate ›› (1971-Present)
Maturity Date
CUSIP
Issuer
Coupon
Par value
Change in Par From Prior Week
Change in
Par From
Prior Year
2/16/12 31359M5H2 FNMA 5.000 681,000.0    
3/5/12 3137EAAR0 FHLMC 4.750 1,014,000.0    
3/15/12 31359MMQ3 FNMA 6.125 811,000.0    
3/23/12 3137EABY4 FHLMC 2.125 2,514,000.0    
4/13/12 3133XTAW6 FHLB 2.250 1,278,000.0    
4/20/12 31398AWK4 FNMA 1.875 629,000.0    
5/15/12 3133MNVV0 FHLB 5.750 405,000.0    
5/18/12 31398ABX9 FNMA 4.875 914,000.0    
6/15/12 3137EACC1 FHLMC 1.750 1,139,000.0    
6/20/12 3133XTS49 FHLB 1.875 629,000.0    
7/15/12 3134A4QD9 FHLMC 5.125 455,000.0    
8/10/12 31398AYM8 FNMA 1.750 1,928,000.0    
8/20/12 3137EAAV1 FHLMC 5.500 1,133,000.0    
8/22/12 3133XUE41 FHLB 1.750 758,000.0    
9/15/12 31359MPF4 FNMA 4.375 112,000.0    
9/21/12 3137EACE7 FHLMC 2.125 2,521,000.0    
9/26/12 3133XUUJ0 FHLB 1.625 1,172,000.0    
10/10/12 3133XML66 FHLB 4.625 659,000.0    
10/25/12 3137EAAZ2 FHLMC 4.625 844,000.0    
11/15/12 3133MTZL5 FHLB 4.500 850,000.0    
11/19/12 31398AHZ8 FNMA 4.750 975,000.0    
11/21/12 3133XVEM9 FHLB 1.625 794,000.0    
12/21/12 3137EABE8 FHLMC 4.125 2,500,000.0    
1/9/13 3137EACG2 FHLMC 1.375 422,000.0    
1/15/13 3134A4SA3 FHLMC 4.500 1,143,000.0    
1/16/13 3133XW7L7 FHLB 1.500 107,000.0    
2/12/13 31398AKY7 FNMA 3.625 498,000.0    
2/22/13 31398AE24 FNMA 1.750 603,000.0    
2/27/13 3133XP2W3 FHLB 3.375 422,000.0    
3/15/13 31359MRG0 FNMA 4.375 756,000.0    
3/20/13 3133XX7F8 FHLB 1.625 409,000.0    
4/9/13 31398AMW9 FNMA 3.250 370,000.0    
5/29/13 3133XQU34 FHLB 3.625 812,000.0    
5/29/13 3137EABJ7 FHLMC 3.500 351,000.0    
6/14/13 31339X2M5 FHLB 3.875 232,000.0    
6/28/13 3137EABM0 FHLMC 3.750 1,478,000.0    
7/12/13 31398ASD5 FNMA 3.875 2,486,000.0    
7/15/13 3134A4TZ7 FHLMC 4.500 173,000.0    
8/14/13 3133XGVF8 FHLB 5.125 808,000.0    
9/6/13 3133XRX88 FHLB 4.000 1,497,000.0    
9/16/13 3133X1BV8 FHLB 4.500 564,000.0    
9/27/13 3137EABS7 FHLMC 4.125 3,000,000.0    
10/15/13 31359MTG8 FNMA 4.625 487,000.0    
10/18/13 3133XSAE8 FHLB 3.625 1,085,000.0    
11/15/13 3134A4UK8 FHLMC 4.875 708,000.0    
12/11/13 31398AUJ9 FNMA 2.875 1,151,000.0    
1/7/14 3137EABX6 FHLMC 2.500 1,564,000.0    
1/15/14 3134A4UM4 FHLMC 4.500 746,000.0    
2/5/14 31398AVD1 FNMA 2.750 3,500,000.0    
3/13/14 31398AVZ2 FNMA 2.750 4,068,000.0    
4/15/14 31359MUT8 FNMA 4.125 749,000.0    
4/23/14 3137EACB3 FHLMC 2.500 1,629,000.0    
5/15/14 31398AXJ6 FNMA 2.500 883,000.0    
6/18/14 3133X7FK5 FHLB 5.250 423,000.0    
7/15/14 3134A4UU6 FHLMC 5.000 1,009,000.0    
7/28/14 3137EACD9 FHLMC 3.000 523,000.0    
8/13/14 3133XLJP9 FHLB 5.500 565,000.0    
9/16/14 31398AYY2 FNMA 3.000 1,556,000.0    
10/15/14 31359MWJ8 FNMA 4.625 306,000.0    
11/20/14 31398AZV7 FNMA 2.625 1,023,000.0    
1/15/15 3134A4UX0 FHLMC 4.500 1,089,000.0    
2/9/15 3137EACH0 FHLMC 2.875 711,000.0    
4/15/15 31359MA45 FNMA 5.000 982,000.0    
7/17/15 3134A4VC5 FHLMC 4.375 802,000.0    
10/15/15 31359MZC0 FNMA 4.375 947,000.0    
11/17/15 3134A4VG6 FHLMC 4.750 1,202,000.0    
1/19/16 3134A4ZT4 FHLMC 4.750 1,626,000.0    
3/15/16 31359MH89 FNMA 5.000 2,061,000.0    
4/18/16 3137EAAD1 FHLMC 5.250 2,161,000.0    
5/18/16 3133XFJF4 FHLB 5.375 2,000,000.0    
7/15/16 31359MS61 FNMA 5.375 1,035,000.0    
7/18/16 3137EAAG4 FHLMC 5.500 1,569,000.0    
9/15/16 31359MW41 FNMA 5.250 2,000,000.0    
10/18/16 3137EAAJ8 FHLMC 5.125 1,999,000.0    
12/15/16 31359M2D4 FNMA 4.875 1,044,000.0    
12/16/16 3133XHZK1 FHLB 4.750 1,269,000.0    
2/13/17 31359M4D2 FNMA 5.000 1,351,000.0    
2/16/17 3137EAAM1 FHLMC 5.000 1,500,000.0    
4/18/17 3137EAAS8 FHLMC 5.000 1,500,000.0    
5/11/17 31359M7X5 FNMA 5.000 1,495,000.0    
5/17/17 3133XKQX6 FHLB 4.875 1,500,000.0    
6/12/17 31398ADM1 FNMA 5.375 737,000.0    
8/23/17 3137EAAY5 FHLMC 5.500 1,340,000.0    
11/17/17 3133XMQ87 FHLB 5.000 923,000.0    
11/17/17 3137EABA6 FHLMC 5.125 1,443,000.0    
6/13/18 3137EABP3 FHLMC 4.875 1,982,000.0    
3/27/19 3137EACA5 FHLMC 3.750 62,000.0    
5/15/29 31359MEU3 FNMA 6.250 486,000.0    
1/15/30 31359MFJ7 FNMA 7.125 665,000.0    
5/15/30 31359MFP3 FNMA 7.250 285,000.0    
11/15/30 31359MGK3 FNMA 6.625 382,000.0    
3/15/31 3134A4AA2 FHLMC 6.750 316,000.0    
7/15/32 3134A4KX1 FHLMC 6.250 213,000.0    
Total      
$101,498,000.0
    
Fed Funds and Discount Rate ›› (1971-Present)