The Fed’s balance sheet runoff reduced the Fed’s Treasury and Agency security holdings by a combined total of approximately $23.3 billion over the past week (week ended October 26th), and a reduction of approximately $82.6 billion on a rolling 4-week total basis.
- Fed Balance Sheet – Treasuries: The Fed’s Treasury security holdings were approximately $3.2 billion lower over the past week and $63.0 billion lower on a rolling 4-week total basis.
- Fed Balance Sheet – Agencies: The Fed’s Government Agency security holdings were approximately $20.1 billion lower over the past week and $19.6 billion lower on a rolling 4-week total basis.
- The Fed’s balance sheet holdings: https://www.newyorkfed.org/markets/soma-holdings
- Excel file: Our Excel file detailing the Fed’s holdings of Treasury and Agency securities: HERE