Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 29, 2005
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FEDERAL RESERVE Statistical Release
 

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
September 29, 2005
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and
reserve balances of depository institutions at
Federal Reserve Banks
Averages of daily figures Wednesday
Sep 28, 2005
Week ended
Sep 28, 2005
Change from week ended
Sep 21, 2005 Sep 29, 2004
                                                              
Reserve Bank Credit                                         800,582     +     168     +  34,769       805,401 
 Securities held outright                                   735,727     +   2,364     +  37,125       736,082 
    U.S. Treasury (1)                                       735,727     +   2,364     +  37,125       736,082 
       Bills (2)                                            269,299     +   1,393     +  12,237       269,487 
       Notes and bonds, nominal (2)                         443,540     +     947     +  19,399       443,697 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   4,721        19,983 
       Inflation compensation (3)                             2,905     +      25     +     768         2,914 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    24,857     -   2,757     -   2,714        30,250 
 Loans to depository institutions                               350     +      28     +      96           353 
    Primary credit                                               12     +      11     +       3            17 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             339     +      18     +      94           336 
 Float                                                          354     +     351     +     237          -613 
 Other Federal Reserve assets                               39,294    +     181    +      25       39,328 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,485     +      14     +     220        36,485 
                                                              
Total factors supplying reserve funds                       850,308     +     182     +  34,986       855,127 
                                                                          
Currency in circulation(5)                                  766,675     -     445     +  29,835       768,115 
Reverse repurchase agreements (6)                            24,768     +     233     +     477        23,811 
   Foreign official and international accounts               24,768     +     233     +     477        23,811 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          252             0     -      47           237 
Deposits with F.R.Banks, other than reserve balances         13,936     -     943     -   1,702        13,042 
  U.S. Treasury, general account                              5,366     -     953     +     248         4,479 
  Foreign official                                               84     +       2     -      26            83 
  Service-related                                             8,237     -       1     -   1,926         8,237 
     Required clearing balances                               8,237     -       1     -   1,926         8,237 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         249     +       9     +       2           243 
Other liabilities and capital                                31,062     +      81     +   7,668        30,719 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  836,693     -   1,074     +  36,231       835,923 
                                                              
Reserve balances with Federal Reserve Banks                  13,614     +   1,255     -   1,245        19,204 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,463,965     +   7,625     + 172,385     1,466,811 
     U.S. Treasury                                        1,086,633     +   4,541     +  38,994     1,087,464 
     Federal agency                                         377,332     +   3,084     + 133,391       379,347 
  Securities lent to dealers                                  3,614     -   1,922     +   2,128         5,930 
Note: Components may not sum to totals because of rounding.
 

 

1 Includes securities lent to dealers, which are fully collateralized by other U.S. Treasury securities.
2 Face value of the securities.
3 Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.
4 Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
5 Estimated.
6 Cash value of agreements, which are collateralized by U.S. Treasury securities.
7 Includes U.S. Treasury STRIPS and other zero coupon bonds at face value.
 

 

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
 

 

2. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of Dollars
Assets, liabilities, and capital Eliminations
from
consolidation
  Change Since
Wednesday
Sep 28, 2005
Wednesday
Sep 21, 2005
Wednesday
Sep 29, 2004
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                708         +       8         -      69 
Securities, repurchase agreements, and loans                    766,685         +  12,717         +  38,317 
   Securities held outright                                     736,082         +   2,694         +  37,465 
      U.S. Treasury (1)                                         736,082         +   2,694         +  37,465 
         Bills (2)                                              269,487         +   1,565         +  12,408 
         Notes and bonds, nominal (2)                           443,697         +   1,104         +  19,556 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   4,721 
         Inflation compensation (3)                               2,914         +      25         +     779 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     30,250         +  10,000         +     750 
   Loans                                                            353         +      23         +     102 
Items in process of collection                      (979)         6,193         -   1,735         +     591 
Bank premises                                                     1,838         -       1         +     107 
Other assets (5)                                                 37,497         -      98         -     390 
      Total assets                                  (979)       826,159         +  10,893         +  38,554 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  732,570         +     676         +  29,119 
Reverse repurchase agreements (6)                                23,811         -     180         -     526 
Deposits                                              (0)        32,607         +  10,898         +   1,903 
  Depository institutions                                        27,802         +  12,135         +   2,859 
  U.S. Treasury, general account                                  4,479         -   1,239         -     957 
  Foreign official                                                   83                 0         +       2 
  Other                                               (0)           243         +       3         -       2 
Deferred availability cash items                    (979)         6,452         -     442         +     514 
Other liabilities and accrued dividends (7)                       3,829         +      84         +   1,070 
      Total liabilities                             (979)       799,269         +  11,036         +  32,081 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,306         +       4         +   2,804 
Surplus                                                          11,623         -       7         +   2,776 
Other capital accounts                                            1,961         -     141         +     893 
      Total capital                                              26,890         -     144         +   6,474 
Note: Components may not sum to totals because of rounding.
 

1 Includes securities lent to dealers, which are fully collateralized by other U.S. Treasury securities.
2 Face value of the securities.
3 Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.
4 Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securites.
5 Includes assets denominated in foreign currencies, which are revalued daily at market exchange rates.
6 Cash value of agreements, which are collateralized by U.S. Treasury securities.
7 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of
foreign exchange commitments.
 

 

 

3. Maturity Distribution of Loans and Securities, September 28, 2005
Millions of dollars
Maturity Loans U.S. Treasury
securities (1)
Federal agency
securities
Repurchase
agreements(2)
Reverse
repurchase
agreements(2)
Holding Weekly
changes
Holdings Week
change
Within 15 days             329        58,488    -     116             0            0        30,250        23,811
16 days to 90 days          25       155,823    -     160             0            0             0             0
91 days to 1 year            0       176,589    +   1,841             0            0      ------       ------   
Over 1 to 5 years     ------         215,465    +   1,114             0            0      ------       ------   
Over 5 to 10 years    ------          52,592    +       4             0            0      ------       ------   
Over 10 years         ------          77,125    +      10             0            0      ------       ------   
           
All                        353       736,082    +   2,694             0            0        30,250       23,811 
 
Note: Components may not sum to totals because of rounding.
--- Not applicable.
 

1 Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face
value of such securities.
2 Cash value of agreements classified by remaining maturity of the agreements.
 

 

 

4. Statement of Condition of Each Federal Reserve Bank on September 28, 2005
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Assets                                                             
Gold certificate account                      11,037         510       4,355         432         453         836         945         928         327         212         318         549       1,172 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             708          18          55          39          55          62          99          91          38          17          59          71         104 
Securities, repurchase agreements,                                 
      and loans                              766,685      37,660     322,132      26,116      31,096      56,175      56,961      66,384      22,917      15,475      20,871      36,259      74,639 
   Securities held outright                  736,082      37,660     291,882      26,112      31,096      56,175      56,947      66,288      22,841      15,374      20,819      36,253      74,634 
      U.S. Treasury (1)                      736,082      37,660     291,882      26,112      31,096      56,175      56,947      66,288      22,841      15,374      20,819      36,253      74,634 
         Bills (2)                           269,487      13,788     106,861       9,560      11,385      20,566      20,849      24,269       8,362       5,628       7,622      13,273      27,324 
         Notes and bonds(3)                  466,595      23,872     185,021      16,552      19,711      35,609      36,098      42,019      14,479       9,745      13,197      22,980      47,310 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                30,250           0      30,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                      353           0           0           4           0           0          14          96          76         101          51           6           5 
Items in process of collection                 7,172         395         437         315         386         382       1,744         286         266         255         785         510       1,411 
Bank premises                                  1,838         109         205          54         157         143         273         203          68         120          79         263         165 
Other assets(5)                               37,497       3,232      14,182       1,186       2,450       4,809       2,088       2,599         895         750         686         987       3,634 
Interdistrict settlement account                   0     - 3,167     -16,009     + 6,501     +   726     + 4,007     + 3,127     + 2,070     +   183     -   929     +    41     - 3,951     + 7,401 
          Total Assets                       827,138      38,872     326,231      34,725      35,427      66,562      65,404      72,773      24,765      15,930      22,904      34,786      88,759 
 
Note: Components may not sum to totals because of rounding.
 

1 Includes securities lent to dealers, which are fully collateralized by other U.S. Treasury securities.
2 Face value of the securities.
3 Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face
value of such securities.
4 Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
5 Includes assets denominated in foreign currencies, which are revalued daily at market exchange rates.
 

 

 

 

4. Statement of Condition of Each Federal Reserve Bank on September 28, 2005
Millions of dollars
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Liabilities                                                         
Federal Reserve notes outstanding             890,029      39,447     331,047      37,538      36,300      68,399      81,588      77,818      26,473      16,774      25,952      47,718     100,975 
  Less: notes held by F.R. Banks              157,458       4,999      42,418       6,524       5,800      13,322      23,531      11,454       3,638       2,696       5,478      16,013      21,584 
    Federal Reserve notes, net                732,570      34,447     288,628      31,014      30,500      55,076      58,058      66,364      22,835      14,078      20,473      31,705      79,391 
Reverse repurchase agreements (1)              23,811       1,218       9,442         845       1,006       1,817       1,842       2,144         739         497         673       1,173       2,414 
Deposits                                       32,607         839      18,732         940       1,082       1,894       2,489       1,727         454         299         651         788       2,712 
  Depository institutions                      27,802         832      14,050         938       1,077       1,810       2,487       1,724         452         298         649         778       2,707 
  U.S. Treasury, general account                4,479           0       4,479           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 83           5          54           1           4           7           2           3           1           1           1           0           4 
  Other                                           243           2         149           0           2          77           0           0           1           0           1          10           0 
Deferred availability cash items                7,431         647         687         540         553         566         929         429         219         448         635         608       1,171 
Other liabilities and accrued                                                 
  dividends (2)                                 3,829         201       1,299         154         194         397         313         352         142         109         123         193         353 
                                                                    
    Total liabilities                         800,248      37,353     318,788      33,492      33,335      59,751      63,630      71,017      24,388      15,430      22,557      34,467      86,041 
                                                                    
Capital                                                             
Capital paid in                                13,306         173       3,656         742       1,026       3,923         869         864         140         243         170         148       1,352 
Surplus                                        11,623       1,346       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   1,961           0         358         198           2         740         389         129           1           2          24          35          83 
     Total liabilities and capital            827,138      38,872     326,231      34,725      35,427      66,562      65,404      72,773      24,765      15,930      22,904      34,786      88,759 
Note: Components may not sum to totals because of rounding.
 

1 Cash value of agreements, which are collateralized by U.S. Treasury securities.
2 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of foreign exchange commitments.
 

 

5. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral Wednesday
Sep 28, 2005
Federal Reserve notes outstanding          890,029  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   157,458  
      Federal Reserve Notes to be         
         collateralized                    732,570  
Collateral held against Federal Reserve             
   notes                                   732,570  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           719,334  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      766,332  
   Less:face value of securities under    
         reverse repurchase agreements      23,829  
      U.S. Treasury and agency securities  
             eligible to be pledged        742,503  
Note: Components may not sum to totals because of rounding.
 

1 Includes face value of U.S. Treasury and agency securities held outright, compensation to adjust for the effect of inflation on the original face
value of inflation-indexed securities, and cash value of repurchase agreements.

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