| Dec. 31, 2006 |
| ||||||
| Assets (bil, $) |
| ||||||
| Au SDA coin |
| 14,038 | Maturity | Treasuries | Agency | MBS | Total |
| Prems, Disct, Loans |
| 8258 | 0 - 15 day | 40750 |
|
| 40.588 |
| Repos |
|
| 16 - 90 | 180.893 | 2.149 |
| 183.042 |
| Securities |
| 778,914 | 91 - 1 yr. | 185.132 | 12.452 |
| 197.584 |
| Misc. |
| 31,404 | 1 - 5 yr. | 224.177 | 18.145 | 0.151 | 242.473 |
| Total |
| 873,364 | 5 - 10 yr. | 67.645 |
| 9.506 | 77.151 |
|
|
|
| 10+ yr. | 80.479 | 2.347 | 1742.962 | 1825.788 |
| Liabilities and New Worth | Total | 778.914 | 35.093 | 1752.619 | 2566.626 |
|
|
| Note: 28.43% of portfolio in shorts |
|
|
|
|
|
|
|
| Reverse Repos | 29,615 |
|
|
|
|
| |
| Currency | 783,019 |
|
|
|
|
| |
| Bank Reserves |
| 18,699 |
|
|
|
|
|
| Misc |
| 11,383 |
|
|
|
|
|
| Capital |
| 30,648 |
|
|
|
|
|
| Total |
| 873,364 |
|
|
|
|
|