Top banks’ US Treasury holdings up 26% in 2019

Fair value gains follow plummeting yields on government paper

The fair value of US Treasury securities held by the eight systemically important US banks topped $867 billion at end-2019, up +26% on the prior year and by a whopping +76% on five years ago.

Of the total, 44% were held as available-for-sale (AFS), 40% held-for-trading (HFT) and 11% were held-to-maturity (HTM). The remaining 5% were held as collateral for in-the-money derivatives exposures. Year-on-year, AFS Treasuries climbed the most, by +29% to $383.8 billion.

In contrast, five years ago

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here