FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- August 03, 2006

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Release Date: August 03, 2006
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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
                                                                                             August 3, 2006
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 Aug 2, 2006
	Week ended Aug 2, 2006	Change from week ended
	Week ended Aug 2, 2006	Jul 26, 2006	Aug 3, 2005

Reserve Bank Credit	832,999	+ 7,097	+ 33,896	834,490
Securities held outright	764,793	+ 41	+ 40,093	764,815
U.S. Treasury (1)	764,793	+ 41	+ 40,093	764,815
Bills (2)	277,019	0	+ 12,004	277,019
Notes and bonds, nominal (2)	458,531	- 530	+ 21,157	457,826
Notes and bonds, inflation-indexed (2)	25,313	+ 530	+ 5,780	26,019
Inflation compensation (3)	3,930	+ 41	+ 1,152	3,952
Federal agency (2)	0	0	0	0
Repurchase agreements(4)	26,607	+ 6,071	- 7,143	27,750
Loans to depository institutions	486	+ 136	- 223	1,251
Primary credit	141	+ 126	- 307	914
Secondary credit	0	0	0	0
Seasonal credit	345	+ 11	+ 83	337
Float	-429	+ 378	+ 317	-815
Other Federal Reserve assets	41,541	+ 469	+ 851	41,489
Gold stock	11,041	0	0	11,041
Special drawing rights certificate account	2,200	0	0	2,200
Treasury currency outstanding (5)	38,106	+ 14	+ 1,677	38,106

Total factors supplying reserve funds	884,347	+ 7,111	+ 35,573	885,837

Currency in circulation(5)	792,834	+ 79	+ 29,870	794,613
Reverse repurchase agreements (6)	29,645	+ 484	+ 3,899	28,798
Foreign official and international accounts	29,645	+ 484	+ 3,899	28,798
Dealers	0	0	0	0
Treasury cash holdings	149	- 9	- 102	157
Deposits with F.R.Banks, other than reserve balances	12,165	- 285	- 1,928	12,973
U.S. Treasury, general account	4,720	- 297	- 292	5,471
Foreign official	90	- 13	- 5	91
Service-related	7,026	- 1	- 1,649	7,026
Required clearing balances	7,026	- 1	- 1,649	7,026
Adjustments to compensate for float	0	0	0	0
Other	328	+ 25	+ 17	386
Other liabilities and capital	35,483	+ 506	+ 5,119	35,111

Total factors, other than reserve balances,
absorbing reserve funds	870,277	+ 776	+ 36,860	871,652

Reserve balances with Federal Reserve Banks	14,070	+ 6,335	- 1,286	14,185


Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7)	1,653,576	+ 8,778	+ 198,432	1,655,152
U.S. Treasury	1,121,492	+ 7,301	+ 28,307	1,121,356
Federal agency	532,085	+ 1,478	+ 170,126	533,796
Securities lent to dealers	2,576	+ 88	- 1,796	3,806

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
Assets, liabilities, and capital	Eliminations from consolidation	Wednesday Aug 2, 2006	Wednesday Jul 26, 2006	Wednesday Aug 3, 2005
Assets
Gold certificate account		11,037	0	0
Special drawing rights certificate account		2,200	0	0
Coin		757	+ 7	+ 132
Securities, repurchase agreements, and loans		793,816	+ 7,682	+ 33,786
Securities held outright		764,815	+ 52	+ 40,115
U.S. Treasury (1)		764,815	+ 52	+ 40,115
Bills (2)		277,019	0	+ 12,004
Notes and bonds, nominal (2)		457,826	- 1,235	+ 20,452
Notes and bonds, inflation-indexed (2)		26,019	+ 1,236	+ 6,486
Inflation compensation (3)		3,952	+ 52	+ 1,174
Federal agency (2)		0	0	0
Repurchase agreements (4)		27,750	+ 6,750	- 4,250
Loans		1,251	+ 880	- 2,079
Items in process of collection	(1,401)	4,880	+ 850	- 1,170
Bank premises		1,866	+ 2	+ 41
Other assets (5)		39,376	+ 290	+ 233
Total assets	(1,401)	853,933	+ 8,832	+ 33,023

Liabilities
Federal Reserve notes net of FR Bank holdings		757,416	+ 777	+ 27,815
Reverse repurchase agreements (6)		28,798	+ 330	+ 6,223
Deposits	(0)	26,912	+ 6,791	- 4,461
Depository institutions		20,965	+ 6,091	- 5,165
U.S. Treasury, general account		5,471	+ 647	+ 658
Foreign official		91	- 49	+ 7
Other	(0)	386	+ 103	+ 40
Deferred availability cash items	(1,401)	5,696	+ 574	- 1,293
Other liabilities and accrued dividends (7)		4,972	+ 106	+ 1,640
Total liabilities	(1,401)	823,794	+ 8,577	+ 29,924

Capital Accounts
Capital paid in		14,997	+ 4	+ 1,607
Surplus		12,901	0	+ 1,334
Other capital accounts		2,240	+ 250	+ 157
Total capital		30,139	+ 255	+ 3,099

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,     August 2, 2006
Millions of dollars

Maturity	Loans	U.S. Treasury securities (1)		Federal agency securities		Repurchase agreements(2)	Reverse repurchase agreements(2)
Maturity	Loans	Holding	Weekly changes	Holdings	Week change	Repurchase agreements(2)	Reverse repurchase agreements(2)
Within 15 days	937	59,407	- 2,659	0	0	27,750	28,798
16 days to 90 days	313	169,631	+ 328	0	0	0	0
91 days to 1 year	0	176,154	+ 457	0	0	------	------
Over 1 to 5 years	------	218,566	+ 648	0	0	------	------
Over 5 to 10 years	------	61,352	+ 5	0	0	------	------
Over 10 years	------	79,704	+ 1,271	0	0	------	------

All	1,251	764,815	+ 52	0	0	27,750	28,798

 
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     August 2, 2006
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	486	4,139	463	446	853	1,023	947	328	211	324	575	1,242
Special drawing rights certificate acct.	2,200	115	874	83	104	147	166	212	71	30	66	98	234
Coin	757	28	38	32	73	69	105	90	39	29	58	80	116
Securities, repurchase agreements,
and loans	793,816	37,406	310,829	33,205	33,024	63,533	64,042	70,315	24,357	15,670	22,431	34,330	84,674
Securities held outright	764,815	36,496	283,079	33,205	33,024	63,533	64,028	70,225	24,300	15,548	22,395	34,324	84,658
U.S. Treasury (1)	764,815	36,496	283,079	33,205	33,024	63,533	64,028	70,225	24,300	15,548	22,395	34,324	84,658
Bills (2)	277,019	13,219	102,532	12,027	11,962	23,012	23,191	25,436	8,801	5,632	8,112	12,432	30,663
Notes and bonds(3)	487,796	23,277	180,547	21,178	21,063	40,521	40,837	44,789	15,498	9,917	14,284	21,892	53,994
Federal agency (2)	0	0	0	0	0	0	0	0	0	0	0	0	0
Repurchase agreements(4)	27,750	0	27,750	0	0	0	0	0	0	0	0	0	0
Loans	1,251	910	0	0	0	0	14	89	57	122	35	6	17
Items in process of collection	6,281	301	534	314	529	451	625	293	277	257	638	565	1,497
Bank premises	1,866	113	206	57	157	156	230	208	71	117	122	258	172
Other assets(5)	39,376	1,264	14,241	1,864	2,311	7,020	2,795	2,815	783	721	745	987	3,832
Interdistrict settlement account	0	- 1,679	+ 1,159	+ 2,135	+ 570	+ 8	+ 4,329	- 8,490	- 666	- 160	+ 1,744	- 1,195	+ 2,246
Total Assets	855,334	38,033	332,019	38,153	37,214	72,237	73,315	66,388	25,260	16,875	26,127	35,699	94,012

 
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     August 2, 2006
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	930,825	38,034	348,313	39,677	36,970	72,925	93,098	73,770	27,118	17,170	27,296	50,068	106,387
Less: notes held by F.R. Banks	173,409	3,754	50,798	7,638	6,245	13,657	27,297	13,884	4,012	2,297	3,848	17,568	22,410
Federal Reserve notes, net	757,416	34,279	297,515	32,039	30,725	59,268	65,801	59,886	23,106	14,873	23,449	32,500	83,978
Reverse repurchase agreements (1)	28,798	1,374	10,659	1,250	1,243	2,392	2,411	2,644	915	585	843	1,292	3,188
Deposits	26,912	867	13,866	1,305	2,065	1,347	1,624	1,310	564	430	649	668	2,217
Depository institutions	20,965	862	8,056	1,303	2,061	1,236	1,621	1,307	563	429	647	667	2,213
U.S. Treasury, general account	5,471	0	5,471	0	0	0	0	0	0	0	0	0	0
Foreign official	91	1	62	2	3	11	3	3	0	1	1	0	4
Other	386	4	278	0	1	100	0	0	1	0	1	0	0
Deferred availability cash items	7,096	459	609	589	714	586	840	314	165	350	647	548	1,275
Other liabilities and accrued
dividends (2)	4,972	250	1,676	230	240	478	425	451	184	128	170	239	501

Total liabilities	825,195	37,230	324,325	35,413	34,988	64,071	71,101	64,605	24,934	16,366	25,757	35,246	91,158

Capital
Capital paid in	14,997	382	3,676	1,745	1,122	4,015	1,073	822	155	243	174	212	1,379
Surplus	12,901	317	3,685	744	1,013	3,307	892	876	144	245	175	153	1,349
Other capital	2,240	104	332	251	91	844	249	85	27	21	21	88	127
Total liabilities and capital	855,334	38,033	332,019	38,153	37,214	72,237	73,315	66,388	25,260	16,875	26,127	35,699	94,012

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 Aug 2, 2006
Federal Reserve notes outstanding	930,825
Less: Notes held by F.R. Banks
not subject to collateralization	173,409
Federal Reserve Notes to be
collateralized	757,416
Collateral held against Federal Reserve
notes	757,416
Gold certificate account	11,037
Special drawing rights
certificate account	2,200
U.S. Treasury and agency securities
pledged (1)	744,180
Other assets pledged	0

Memo:
Total U.S. Treasury and agency
securities (1)	792,565
Less:face value of securities under
reverse repurchase agreements	28,842
U.S. Treasury and agency securities
eligible to be pledged	763,723

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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