Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 25, 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
November 25, 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
Nov 23, 2005
Week ended
Nov 23, 2005
Change from week ended
Nov 16, 2005 Nov 24, 2004
                                                              
Reserve Bank Credit                                         806,510     -   2,363     +  26,640       815,172 
 Securities held outright                                   743,500     +   1,425     +  32,236       744,301 
    U.S. Treasury (1)                                       743,500     +   1,425     +  32,236       744,301 
       Bills (2)                                            271,128     +     110     +  10,264       271,270 
       Notes and bonds, nominal (2)                         449,158     +   1,252     +  16,632       449,784 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   4,300        19,983 
       Inflation compensation (3)                             3,231     +      63     +   1,040         3,263 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    24,571     -   1,036     -   4,036        32,500 
 Loans to depository institutions                               118     -      34     +      42           108 
    Primary credit                                               23     -      23     +      18            11 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              94     -      12     +      23            97 
 Float                                                        1,097     -     599     +     589           770 
 Other Federal Reserve assets                               37,224    -   2,119    -   2,190       37,494 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,527     +      14     +     110        36,527 
                                                              
Total factors supplying reserve funds                       856,277     -   2,350     +  26,747       864,940 
                                                                          
Currency in circulation(5)                                  776,978     +     707     +  27,155       781,203 
Reverse repurchase agreements (6)                            24,928     -     629     -   2,727        24,487 
   Foreign official and international accounts               24,928     -     629     -   2,727        24,487 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          210     -       9     -      83           204 
Deposits with F.R.Banks, other than reserve balances         14,334     +     621     -     423        13,335 
  U.S. Treasury, general account                              5,107     +     585     +     688         4,162 
  Foreign official                                               81     -       7     -       1            80 
  Service-related                                             8,823     -      18     -   1,138         8,823 
     Required clearing balances                               8,823     -       2     -   1,138         8,823 
     Adjustments to compensate for float                          0     -      16             0             0 
  Other                                                         323     +      61     +      29           270 
Other liabilities and capital                                32,111     +     370     +   6,744        32,097 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  848,561     +   1,059     +  30,665       851,326 
                                                              
Reserve balances with Federal Reserve Banks                   7,717     -   3,408     -   3,917        13,614 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,499,649     +  11,590     + 182,902     1,503,176 
     U.S. Treasury                                        1,098,431     +   7,586     +  37,220     1,100,887 
     Federal agency                                         401,218     +   4,004     + 145,683       402,289 
  Securities lent to dealers                                  3,701     +     712     -     618         9,342 
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
Nov 23, 2005
Wednesday
Nov 16, 2005
Wednesday
Nov 24, 2004
Assets                                               
Gold certificate account                                         11,036                 0         -       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                706         -      22         -      33 
Securities, repurchase agreements, and loans                    776,908         +  13,923         +  26,241 
   Securities held outright                                     744,301         +   1,423         +  32,706 
      U.S. Treasury (1)                                         744,301         +   1,423         +  32,706 
         Bills (2)                                              271,270         +     252         +  10,080 
         Notes and bonds, nominal (2)                           449,784         +   1,096         +  17,258 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   4,300 
         Inflation compensation (3)                               3,263         +      75         +   1,067 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     32,500         +  12,500         -   6,500 
   Loans                                                            108         +       1         +      36 
Items in process of collection                    (1,033)         7,467         -   4,502         +     420 
Bank premises                                                     1,843         +       2         +      90 
Other assets (5)                                                 35,601         +     475         -   2,357 
      Total assets                                (1,033)       835,761         +   9,876         +  24,358 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  745,582         +   4,291         +  26,686 
Reverse repurchase agreements (6)                                24,487         -     831         -   3,597 
Deposits                                              (0)        26,896         +   7,178         -   5,379 
  Depository institutions                                        22,384         +   7,423         -   4,936 
  U.S. Treasury, general account                                  4,162         -     254         -     413 
  Foreign official                                                   80         -       1         -       4 
  Other                                               (0)           270         +       9         -      26 
Deferred availability cash items                  (1,033)         6,699         -   1,309         -     258 
Other liabilities and accrued dividends (7)                       4,194         +      45         +   1,186 
      Total liabilities                           (1,033)       807,859         +   9,375         +  18,640 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,498         +      40         +   1,927 
Surplus                                                          11,630                 0         +   2,783 
Other capital accounts                                            2,775         +     461         +   1,010 
      Total capital                                              27,903         +     501         +   5,719 
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, November 23, 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             104        55,815    -     282             0            0        32,500        24,487
16 days to 90 days           4       155,572    +   3,542             0            0             0             0
91 days to 1 year            0       188,251    -   3,008             0            0      ------       ------   
Over 1 to 5 years     ------         210,812    +   1,125             0            0      ------       ------   
Over 5 to 10 years    ------          56,681    +   3,241             0            0      ------       ------   
Over 10 years         ------          77,170    -   3,195             0            0      ------       ------   
           
All                        108       744,301    +   1,423             0            0        32,500       24,487 
 
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 November 23, 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                      11,036         510       4,354         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                                             706          30          52          47          55          61          97          72          34          22          59          70         107 
Securities, repurchase agreements,                                 
      and loans                              776,908      38,081     327,641      26,407      31,443      56,802      57,589      67,058      23,115      15,563      21,073      36,661      75,475 
   Securities held outright                  744,301      38,081     295,141      26,404      31,443      56,802      57,583      67,028      23,096      15,545      21,052      36,658      75,467 
      U.S. Treasury (1)                      744,301      38,081     295,141      26,404      31,443      56,802      57,583      67,028      23,096      15,545      21,052      36,658      75,467 
         Bills (2)                           271,270      13,879     107,568       9,623      11,460      20,702      20,987      24,429       8,418       5,666       7,673      13,360      27,505 
         Notes and bonds(3)                  473,030      24,202     187,573      16,781      19,983      36,100      36,596      42,599      14,679       9,880      13,379      23,297      47,962 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                32,500           0      32,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      108           0           0           3           0           0           6          30          19          18          21           3           8 
Items in process of collection                 8,499         453         436         347         274         416       2,277         432         241         350         980         465       1,827 
Bank premises                                  1,843         108         204          53         158         143         272         209          69         120          81         262         165 
Other assets(5)                               35,601       3,101      13,535         982       2,356       4,615       1,965       2,451         868         715         644         919       3,451 
Interdistrict settlement account                   0     - 3,287     -32,323     + 6,894     + 1,585     + 6,800     + 3,215     + 2,347     +   239     -   437     +   458     - 2,936     +17,446 
          Total Assets                       836,794      39,110     314,772      35,246      36,428      69,821      66,526      73,709      24,964      16,576      23,679      36,087      99,877 
 
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 November 23, 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             899,236      39,003     328,896      37,448      36,456      68,930      81,432      76,591      26,379      17,222      26,276      50,149     110,452 
  Less: notes held by F.R. Banks              153,655       4,569      44,739       5,862       5,364      12,533      21,966      10,231       3,483       2,598       5,184      17,023      20,104 
    Federal Reserve notes, net                745,582      34,435     284,157      31,586      31,092      56,398      59,466      66,361      22,896      14,625      21,091      33,126      90,348 
Reverse repurchase agreements (1)              24,487       1,253       9,710         869       1,034       1,869       1,894       2,205         760         511         693       1,206       2,483 
Deposits                                       26,896         862      11,000         664       1,469       3,563       2,013       2,564         579         311         622         709       2,538 
  Depository institutions                      22,384         854       6,613         663       1,465       3,474       2,011       2,561         572         310         621         709       2,531 
  U.S. Treasury, general account                4,162           0       4,162           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 80           5          52           1           4           7           2           3           1           1           1           0           4 
  Other                                           270           3         173           0           1          82           1           0           7           0           1           0           2 
Deferred availability cash items                7,732         623         779         591         501         544         980         384         175         496         775         503       1,380 
Other liabilities and accrued                                                 
  dividends (2)                                 4,194         217       1,449         171         213         434         339         380         151         117         133         208         382 
                                                                    
    Total liabilities                         808,891      37,390     307,095      33,881      34,309      62,808      64,694      71,894      24,562      16,061      23,314      35,753      97,132 
                                                                    
Capital                                                             
Capital paid in                                13,498         315       3,682         746       1,010       3,941         888         874         143         245         174         153       1,328 
Surplus                                        11,630       1,353       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   2,775          52         566         325          44         924         428         177          23          16          39          47         134 
     Total liabilities and capital            836,794      39,110     314,772      35,246      36,428      69,821      66,526      73,709      24,964      16,576      23,679      36,087      99,877 
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
Nov 23, 2005
Federal Reserve notes outstanding          899,236  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   153,655  
      Federal Reserve Notes to be         
         collateralized                    745,582  
Collateral held against Federal Reserve             
   notes                                   745,582  
   Gold certificate account                 11,036  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           732,345  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      776,801  
   Less:face value of securities under    
         reverse repurchase agreements      24,514  
      U.S. Treasury and agency securities  
             eligible to be pledged        752,287  
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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