Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 07, 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
September 7, 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
Sep 6, 2006
Week ended
Sep 6, 2006
Change from week ended
Aug 30, 2006 Sep 7, 2005
                                                              
Reserve Bank Credit                                         832,105     +   3,233     +  32,828       832,153 
 Securities held outright                                   766,751     +   1,353     +  36,340       766,757 
    U.S. Treasury (1)                                       766,751     +   1,353     +  36,340       766,757 
       Bills (2)                                            277,019             0     +   9,239       277,019 
       Notes and bonds, nominal (2)                         459,695     +   1,335     +  19,403       459,695 
       Notes and bonds, inflation-indexed (2)                26,019             0     +   6,486        26,019 
       Inflation compensation (3)                             4,019     +      18     +   1,214         4,025 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    26,357     +   1,964     -   3,893        19,750 
 Loans to depository institutions                               345     -      67     +      24           348 
    Primary credit                                                3     -      49     -      17             7 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             341     -      20     +      40           341 
 Float                                                         -156     +      70     +     296         6,372 
 Other Federal Reserve assets                               38,808    -      88    +      61       38,926 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,096     +      14     +   1,667        38,096 
                                                              
Total factors supplying reserve funds                       883,442     +   3,247     +  34,495       883,489 
                                                                          
Currency in circulation(5)                                  798,573     +   4,979     +  29,616       799,340 
Reverse repurchase agreements (6)                            27,051     +   1,283     +   1,836        26,878 
   Foreign official and international accounts               27,051     +   1,283     +   1,836        26,878 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          172     +       2     -      89           177 
Deposits with F.R.Banks, other than reserve balances         11,925     -     505     -   2,185        11,545 
  U.S. Treasury, general account                              4,531     -     564     -     255         4,373 
  Foreign official                                               92     +       2     -      50           104 
  Service-related                                             6,791     -     190     -   2,093         6,791 
     Required clearing balances                               6,791     -     190     -   2,093         6,791 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         512     +     249     +     214           277 
Other liabilities and capital                                35,852     +     210     +   4,495        35,454 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  873,574     +   5,970     +  33,675       873,394 
                                                              
Reserve balances with Federal Reserve Banks                   9,868     -   2,723     +     821        10,095 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,680,372     +   1,492     + 213,850     1,684,992 
     U.S. Treasury                                        1,144,647     +     829     +  47,360     1,149,942 
     Federal agency                                         535,725     +     663     + 166,490       535,050 
  Securities lent to dealers                                  3,299     -     970     +     352         1,911 
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 6, 2006
Wednesday
Aug 30, 2006
Wednesday
Sep 7, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                780         -       1         +     125 
Securities, repurchase agreements, and loans                    786,855         -  10,825         +  24,606 
   Securities held outright                                     766,757         +      19         +  36,339 
      U.S. Treasury (1)                                         766,757         +      19         +  36,339 
         Bills (2)                                              277,019                 0         +   9,239 
         Notes and bonds, nominal (2)                           459,695                 0         +  19,403 
         Notes and bonds, inflation-indexed (2)                    26,019                 0         +   6,486 
         Inflation compensation (3)                               4,025         +      19         +   1,212 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     19,750         -  10,500         -  11,750 
   Loans                                                            348         -     345         +      17 
Items in process of collection                    (2,927)        12,790         +   8,730         +   3,015 
Bank premises                                                     1,882         +       5         +      50 
Other assets (5)                                                 36,969         -     202         -      49 
      Total assets                                (2,927)       852,512         -   2,294         +  27,746 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  762,197         +   2,191         +  26,996 
Reverse repurchase agreements (6)                                26,878         +     794         +   1,724 
Deposits                                              (0)        21,565         -   7,266         -   3,281 
  Depository institutions                                        16,811         -   6,757         -   3,194 
  U.S. Treasury, general account                                  4,373         -     546         -      72 
  Foreign official                                                  104         +      15         +      22 
  Other                                               (0)           277         +      22         -      37 
Deferred availability cash items                  (2,927)         6,418         +   1,956         -   2,131 
Other liabilities and accrued dividends (7)                       5,339         +       9         +   1,694 
      Total liabilities                           (2,927)       822,397         -   2,317         +  25,002 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,064         +       4         +   1,661 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,151         +      20         -     187 
      Total capital                                              30,116         +      24         +   2,745 
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 6, 2006
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              50        55,397    -   8,371             0            0        19,750        26,878
16 days to 90 days         298       171,654    +   6,755             0            0             0             0
91 days to 1 year            0       185,406    +     910             0            0      ------       ------   
Over 1 to 5 years     ------         213,289    +     713             0            0      ------       ------   
Over 5 to 10 years    ------          59,717    +       4             0            0      ------       ------   
Over 10 years         ------          81,294    +       9             0            0      ------       ------   
           
All                        348       766,757    +      19             0            0        19,750       26,878 
 
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 6, 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                                             780          25          47          41          69          69         104          98          39          32          64          77         115 
Securities, repurchase agreements,                                 
      and loans                              786,855      36,588     303,548      33,289      33,108      63,695      64,204      70,494      24,432      15,699      22,499      34,418      84,880 
   Securities held outright                  766,757      36,588     283,798      33,289      33,108      63,695      64,190      70,404      24,361      15,588      22,452      34,411      84,872 
      U.S. Treasury (1)                      766,757      36,588     283,798      33,289      33,108      63,695      64,190      70,404      24,361      15,588      22,452      34,411      84,872 
         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)                  489,738      23,370     181,266      21,262      21,147      40,683      40,999      44,968      15,560       9,956      14,341      21,979      54,209 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                19,750           0      19,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      348           0           0           0           0           0          14          90          71         112          47           7           7 
Items in process of collection                15,716         732         900       1,697       3,297         950       1,346         873         398         431         871         894       3,326 
Bank premises                                  1,882         112         207          57         157         159         230         209          72         117         129         258         174 
Other assets(5)                               36,969       1,147      13,333       1,849       2,192       6,780       2,596       2,594         691         669         676         880       3,561 
Interdistrict settlement account                   0     - 1,270     + 2,621     +   300     - 2,608     + 5,793     + 6,676     - 9,626     -   607     -   342     + 1,087     - 1,767     -   258 
          Total Assets                       855,439      37,936     325,670      37,779      36,765      78,446      76,345      65,802      25,424      16,847      25,716      35,434      93,275 
 
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 6, 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             931,851      38,194     348,573      39,183      37,125      74,238      93,746      73,192      27,211      17,189      27,258      50,017     105,926 
  Less: notes held by F.R. Banks              169,654       3,841      49,943       7,363       5,996      12,821      24,639      14,178       3,872       2,303       3,941      17,817      22,942 
    Federal Reserve notes, net                762,197      34,353     298,630      31,820      31,128      61,417      69,107      59,014      23,339      14,886      23,318      32,200      82,985 
Reverse repurchase agreements (1)              26,878       1,283       9,948       1,167       1,161       2,233       2,250       2,468         854         546         787       1,206       2,975 
Deposits                                       21,565         594       7,300         517         999       5,281       1,422       1,242         475         334         484         662       2,254 
  Depository institutions                      16,811         592       2,653         514         996       5,198       1,420       1,239         471         333         482         662       2,250 
  U.S. Treasury, general account                4,373           0       4,373           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                104           1          75           2           3          11           3           3           0           1           1           0           4 
  Other                                           277           0         199           0           0          72           0           0           3           0           1           0           0 
Deferred availability cash items                9,345         652         352       1,164         946         909         893         818         232         442         588         666       1,683 
Other liabilities and accrued                                                 
  dividends (2)                                 5,339         262       1,793         253         258         527         457         483         196         138         176         253         542 
                                                                    
    Total liabilities                         825,323      37,143     318,023      34,921      34,493      70,366      74,129      64,025      25,096      16,347      25,352      34,988      90,439 
                                                                    
Capital                                                             
Capital paid in                                15,064         383       3,691       1,748       1,126       4,019       1,084         841         156         243         174         211       1,387 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,151          94         270         367         132         753         239          59          28          12          15          82          99 
     Total liabilities and capital            855,439      37,936     325,670      37,779      36,765      78,446      76,345      65,802      25,424      16,847      25,716      35,434      93,275 
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 6, 2006
Federal Reserve notes outstanding          931,851  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   169,654  
      Federal Reserve Notes to be         
         collateralized                    762,197  
Collateral held against Federal Reserve             
   notes                                   762,197  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           748,960  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      786,507  
   Less:face value of securities under    
         reverse repurchase agreements      26,917  
      U.S. Treasury and agency securities  
             eligible to be pledged        759,590  
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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