Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 13, 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
October 13, 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
Oct 12, 2005
Week ended
Oct 12, 2005
Change from week ended
Oct 5, 2005 Oct 13, 2004
                                                              
Reserve Bank Credit                                         801,371     +   1,191     +  32,599       803,736 
 Securities held outright                                   737,660     +   1,121     +  36,058       737,672 
    U.S. Treasury (1)                                       737,660     +   1,121     +  36,058       737,672 
       Bills (2)                                            269,828     +      67     +  10,964       269,832 
       Notes and bonds, nominal (2)                         444,890     +   1,022     +  19,551       444,890 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   4,721        19,983 
       Inflation compensation (3)                             2,958     +      31     +     821         2,966 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,143     -   1,786     -   4,928        20,250 
 Loans to depository institutions                               269     -     291     +      76           260 
    Primary credit                                                9     -      99     +       4            17 
    Secondary credit                                              0     -     152             0             0 
    Seasonal credit                                             260     -      40     +      72           242 
 Float                                                        1,725     +   1,641     +   1,864         5,851 
 Other Federal Reserve assets                               39,574    +     505    -     470       39,703 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,513     +      14     +     213        36,513 
                                                              
Total factors supplying reserve funds                       851,126     +   1,206     +  32,811       853,490 
                                                                          
Currency in circulation(5)                                  771,227     +   3,783     +  28,651       771,642 
Reverse repurchase agreements (6)                            26,101     -     171     +   1,218        26,281 
   Foreign official and international accounts               26,101     -     171     +   1,218        26,281 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          221     -      13     -      74           218 
Deposits with F.R.Banks, other than reserve balances         14,030     -      97     -   1,758        14,504 
  U.S. Treasury, general account                              4,787     -      70     +     105         5,265 
  Foreign official                                               85     -      14     -       2            78 
  Service-related                                             8,863     -       1     -   1,858         8,863 
     Required clearing balances                               8,863     -       1     -   1,858         8,863 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         296     -      11     -       2           297 
Other liabilities and capital                                31,563     +     509     +   7,913        31,299 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  843,142     +   4,011     +  35,950       843,944 
                                                              
Reserve balances with Federal Reserve Banks                   7,984     -   2,805     -   3,139         9,546 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,467,060     +   3,293     + 178,870     1,469,085 
     U.S. Treasury                                        1,086,494     +   3,498     +  42,223     1,089,347 
     Federal agency                                         380,566     -     206     + 136,647       379,738 
  Securities lent to dealers                                  3,873     -   1,834     +   3,040         2,958 
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
Oct 12, 2005
Wednesday
Oct 5, 2005
Wednesday
Oct 13, 2004
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                709         -       3         -      39 
Securities, repurchase agreements, and loans                    758,182         +   1,547         +  26,129 
   Securities held outright                                     737,672         +      80         +  36,055 
      U.S. Treasury (1)                                         737,672         +      80         +  36,055 
         Bills (2)                                              269,832         +      53         +  10,954 
         Notes and bonds, nominal (2)                           444,890                 0         +  19,551 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   4,721 
         Inflation compensation (3)                               2,966         +      26         +     828 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     20,250         +   1,500         -  10,000 
   Loans                                                            260         -      33         +      74 
Items in process of collection                    (2,683)        16,906         +   7,148         +   6,306 
Bank premises                                                     1,839         -       1         +     107 
Other assets (5)                                                 37,875         +     494         -     564 
      Total assets                                (2,683)       828,749         +   9,185         +  31,938 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  736,051         +   2,219         +  27,905 
Reverse repurchase agreements (6)                                26,281         +     343         +   1,296 
Deposits                                              (0)        24,057         +   3,284         -   7,235 
  Depository institutions                                        18,416         +   2,885         -   7,031 
  U.S. Treasury, general account                                  5,265         +     479         -     201 
  Foreign official                                                   78         -      71         -       8 
  Other                                               (0)           297         -      10         +       5 
Deferred availability cash items                  (2,683)        11,060         +   3,072         +   2,151 
Other liabilities and accrued dividends (7)                       3,952         +      99         +   1,047 
      Total liabilities                           (2,683)       801,402         +   9,018         +  25,165 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,429         +       3         +   2,918 
Surplus                                                          11,630                 0         +   2,783 
Other capital accounts                                            2,288         +     164         +   1,071 
      Total capital                                              27,347         +     167         +   6,773 
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, October 12, 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              42        51,118    -      13             0            0        20,250        26,281
16 days to 90 days         217       164,047    -     474             0            0             0             0
91 days to 1 year            0       177,494    +     541             0            0      ------       ------   
Over 1 to 5 years     ------         215,264    +      10             0            0      ------       ------   
Over 5 to 10 years    ------          52,601    +       4             0            0      ------       ------   
Over 10 years         ------          77,148    +      12             0            0      ------       ------   
           
All                        260       737,672    +      80             0            0        20,250       26,281 
 
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 October 12, 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                                             709          26          53          41          57          58          92          87          36          18          59          73         106 
Securities, repurchase agreements,                                 
      and loans                              758,182      37,742     312,763      26,172      31,163      56,297      57,077      66,507      22,947      15,467      20,906      36,334      74,809 
   Securities held outright                  737,672      37,742     292,513      26,169      31,163      56,297      57,070      66,431      22,891      15,407      20,864      36,331      74,795 
      U.S. Treasury (1)                      737,672      37,742     292,513      26,169      31,163      56,297      57,070      66,431      22,891      15,407      20,864      36,331      74,795 
         Bills (2)                           269,832      13,805     106,998       9,572      11,399      20,593      20,876      24,300       8,373       5,636       7,632      13,290      27,359 
         Notes and bonds(3)                  467,840      23,936     185,515      16,596      19,764      35,704      36,195      42,131      14,517       9,771      13,232      23,042      47,436 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                20,250           0      20,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                      260           0           0           3           0           0           6          76          56          60          42           2          14 
Items in process of collection                19,589       1,058         905       1,028       3,076         952       5,075       1,031         574         581       1,777       1,066       2,466 
Bank premises                                  1,839         109         204          54         157         143         272         209          67         120          79         262         164 
Other assets(5)                               37,875       3,242      14,335       1,049       2,466       4,845       2,148       2,634         914         759         700       1,109       3,675 
Interdistrict settlement account                   0     - 2,983     -14,654     + 6,913     +   401     + 4,310     + 1,378     + 2,378     -     1     -   668     -   300     - 5,075     + 8,300 
          Total Assets                       831,431      39,818     318,835      35,771      37,877      67,588      67,153      73,987      24,936      16,520      23,605      34,416      90,927 
 
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 October 12, 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             890,271      39,340     330,836      37,552      36,252      68,394      81,234      77,619      26,478      16,915      26,099      47,642     101,908 
  Less: notes held by F.R. Banks              154,219       4,718      42,301       6,202       5,536      12,752      22,798      11,114       3,645       2,638       5,164      16,628      20,724 
    Federal Reserve notes, net                736,051      34,622     288,536      31,351      30,716      55,643      58,436      66,505      22,833      14,277      20,935      31,014      81,185 
Reverse repurchase agreements (1)              26,281       1,345      10,421         932       1,110       2,006       2,033       2,367         816         549         743       1,294       2,665 
Deposits                                       24,057         821       9,766       1,061       1,133       1,751       3,173       2,127         423         374         549         719       2,161 
  Depository institutions                      18,416         815       4,292       1,060       1,127       1,614       3,171       2,122         420         373         547         718       2,156 
  U.S. Treasury, general account                5,265           0       5,265           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 78           5          50           1           4           7           2           3           1           1           1           0           4 
  Other                                           297           2         159           0           1         129           0           2           2           0           1           1           0 
Deferred availability cash items               13,743       1,126       1,229         978       2,595         913       1,403         854         322         701         897         865       1,861 
Other liabilities and accrued                                                 
  dividends (2)                                 3,952         205       1,339         184         200         405         319         363         143         112         125         197         361 
                                                                    
    Total liabilities                         804,085      38,118     311,291      34,506      35,754      60,717      65,363      72,215      24,537      16,013      23,249      34,089      88,232 
                                                                    
Capital                                                             
Capital paid in                                13,429         316       3,657         744       1,026       3,926         869         864         140         243         170         149       1,322 
Surplus                                        11,630       1,353       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   2,288          30         458         227          32         796         404         144          23           9          32          43          90 
     Total liabilities and capital            831,431      39,818     318,835      35,771      37,877      67,588      67,153      73,987      24,936      16,520      23,605      34,416      90,927 
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
Oct 12, 2005
Federal Reserve notes outstanding          890,271  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   154,219  
      Federal Reserve Notes to be         
         collateralized                    736,051  
Collateral held against Federal Reserve             
   notes                                   736,051  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           722,814  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      757,922  
   Less:face value of securities under    
         reverse repurchase agreements      26,307  
      U.S. Treasury and agency securities  
             eligible to be pledged        731,615  
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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