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Release Date:  December 01, 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
December 1, 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 30, 2005
Week ended
Nov 30, 2005
Change from week ended
Nov 23, 2005 Dec 1, 2004
                                                              
Reserve Bank Credit                                         812,719     +   6,209     +  27,209       817,793 
 Securities held outright                                   744,306     +     806     +  32,338       744,168 
    U.S. Treasury (1)                                       744,306     +     806     +  32,338       744,168 
       Bills (2)                                            271,270     +     142     +   9,712       271,270 
       Notes and bonds, nominal (2)                         449,757     +     599     +  17,231       449,595 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   4,300        19,983 
       Inflation compensation (3)                             3,295     +      64     +   1,095         3,319 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    29,821     +   5,250     -   3,822        35,250 
 Loans to depository institutions                               103     -      15     +      30            86 
    Primary credit                                                6     -      17             0             4 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              97     +       3     +      30            81 
 Float                                                          919     -     178     +   1,030           886 
 Other Federal Reserve assets                               37,569    +     346    -   2,369       37,403 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,541     +      14     +     106        36,541 
                                                              
Total factors supplying reserve funds                       862,500     +   6,223     +  27,311       867,574 
                                                                          
Currency in circulation(5)                                  780,611     +   3,633     +  26,731       780,224 
Reverse repurchase agreements (6)                            25,782     +     854     -   2,304        30,055 
   Foreign official and international accounts               25,782     +     854     -   2,304        30,055 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          204     -       6     -      75           204 
Deposits with F.R.Banks, other than reserve balances         14,212     -     122     -   1,420        13,725 
  U.S. Treasury, general account                              5,090     -      17     -     127         4,634 
  Foreign official                                               83     +       2     -       5            82 
  Service-related                                             8,754     -      69     -   1,270         8,754 
     Required clearing balances                               8,754     -      69     -   1,270         8,754 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         284     -      39     -      19           255 
Other liabilities and capital                                32,315     +     204     +   6,787        31,865 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  853,124     +   4,563     +  29,719       856,073 
                                                              
Reserve balances with Federal Reserve Banks                   9,376     +   1,659     -   2,407        11,501 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,503,955     +   4,306     + 181,321     1,506,953 
     U.S. Treasury                                        1,100,118     +   1,687     +  37,903     1,101,226 
     Federal agency                                         403,837     +   2,619     + 143,418       405,727 
  Securities lent to dealers                                  2,955     -     746     +   1,368         5,052 
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 30, 2005
Wednesday
Nov 23, 2005
Wednesday
Dec 1, 2004
Assets                                               
Gold certificate account                                         11,037         +       1         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                684         -      22         -      19 
Securities, repurchase agreements, and loans                    779,504         +   2,596         +  32,807 
   Securities held outright                                     744,168         -     133         +  31,277 
      U.S. Treasury (1)                                         744,168         -     133         +  31,277 
         Bills (2)                                              271,270                 0         +   8,793 
         Notes and bonds, nominal (2)                           449,595         -     189         +  17,069 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   4,300 
         Inflation compensation (3)                               3,319         +      56         +   1,114 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     35,250         +   2,750         +   1,500 
   Loans                                                             86         -      22         +      30 
Items in process of collection                      (995)         6,976         -     491         -   1,027 
Bank premises                                                     1,846         +       3         +      94 
Other assets (5)                                                 35,505         -      96         -   2,655 
      Total assets                                  (995)       837,752         +   1,991         +  29,199 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  744,567         -   1,015         +  26,340 
Reverse repurchase agreements (6)                                30,055         +   5,568         +   2,516 
Deposits                                              (0)        25,174         -   1,722         -   5,272 
  Depository institutions                                        20,204         -   2,180         -   4,576 
  U.S. Treasury, general account                                  4,634         +     472         -     630 
  Foreign official                                                   82         +       2         -       2 
  Other                                               (0)           255         -      15         -      63 
Deferred availability cash items                    (995)         6,091         -     608         -   1,009 
Other liabilities and accrued dividends (7)                       4,231         +      37         +   1,196 
      Total liabilities                             (995)       810,118         +   2,259         +  23,772 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,501         +       3         +   1,957 
Surplus                                                          11,630                 0         +   2,783 
Other capital accounts                                            2,503         -     272         +     688 
      Total capital                                              27,634         -     269         +   5,428 
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 30, 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              58        48,773    -   7,042             0            0        35,250        30,055
16 days to 90 days          28       163,763    +   8,191             0            0             0             0
91 days to 1 year            0       187,020    -   1,231             0            0      ------       ------   
Over 1 to 5 years     ------         210,726    -      86             0            0      ------       ------   
Over 5 to 10 years    ------          56,690    +       9             0            0      ------       ------   
Over 10 years         ------          77,194    +      24             0            0      ------       ------   
           
All                         86       744,168    -     133             0            0        35,250       30,055 
 
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 30, 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                                             684          30          51          46          52          56          90          74          33          22          60          68         101 
Securities, repurchase agreements,                                 
      and loans                              779,504      38,074     330,339      26,399      31,437      56,793      57,584      67,045      23,100      15,559      21,065      36,651      75,458 
   Securities held outright                  744,168      38,074     295,089      26,399      31,437      56,792      57,573      67,016      23,092      15,542      21,048      36,651      75,454 
      U.S. Treasury (1)                      744,168      38,074     295,089      26,399      31,437      56,792      57,573      67,016      23,092      15,542      21,048      36,651      75,454 
         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)                  472,898      24,195     187,520      16,776      19,978      36,090      36,586      42,587      14,674       9,877      13,376      23,291      47,949 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                35,250           0      35,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                       86           0           0           0           0           0          12          29           8          17          16           0           4 
Items in process of collection                 7,972         372         419         386         403         535       1,703         195         237         372         659         918       1,772 
Bank premises                                  1,846         108         203          53         158         144         271         211          70         119          83         262         165 
Other assets(5)                               35,505       3,089      13,518         977       2,344       4,604       1,966       2,443         864         712         639         915       3,434 
Interdistrict settlement account                   0     - 2,404     -32,899     + 6,799     + 1,354     + 6,800     + 4,169     + 1,782     +   328     -   283     +   597     - 3,864     +17,621 
          Total Assets                       838,747      39,894     316,859      35,176      36,304      69,914      66,895      72,890      25,029      16,743      23,488      35,597      99,958 
 
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 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 30, 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             899,790      39,314     328,762      37,467      36,546      69,052      81,444      76,596      26,355      17,305      26,301      50,064     110,586 
  Less: notes held by F.R. Banks              155,223       4,681      44,437       6,181       5,420      12,329      21,917      10,464       3,481       2,561       5,339      17,595      20,818 
    Federal Reserve notes, net                744,567      34,632     284,325      31,286      31,126      56,723      59,527      66,132      22,874      14,743      20,961      32,469      89,767 
Reverse repurchase agreements (1)              30,055       1,538      11,918       1,066       1,270       2,294       2,325       2,707         933         628         850       1,480       3,047 
Deposits                                       25,174       1,245      10,786         735         990       2,834       1,891       1,547         516         328         653         772       2,877 
  Depository institutions                      20,204       1,237       5,933         734         986       2,752       1,889       1,544         507         327         652         771       2,873 
  U.S. Treasury, general account                4,634           0       4,634           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 82           5          53           1           4           7           2           3           1           1           1           0           4 
  Other                                           255           2         166           0           0          75           0           0           8           0           1           0           0 
Deferred availability cash items                7,086         576         790         539         616         559       1,035         329         169         421         528         338       1,186 
Other liabilities and accrued                                                 
  dividends (2)                                 4,231         218       1,456         172         217         450         339         376         155         115         135         210         389 
                                                                    
    Total liabilities                         811,113      38,209     309,275      33,799      34,218      62,860      65,117      71,090      24,646      16,234      23,127      35,269      97,267 
                                                                    
Capital                                                             
Capital paid in                                13,501         316       3,683         744       1,010       3,942         889         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                                   2,503          17         470         339          11         963         373         162           4           9          34          40          80 
     Total liabilities and capital            838,747      39,894     316,859      35,176      36,304      69,914      66,895      72,890      25,029      16,743      23,488      35,597      99,958 
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 30, 2005
Federal Reserve notes outstanding          899,790  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   155,223  
      Federal Reserve Notes to be         
         collateralized                    744,567  
Collateral held against Federal Reserve             
   notes                                   744,567  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           731,330  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      779,418  
   Less:face value of securities under    
         reverse repurchase agreements      30,092  
      U.S. Treasury and agency securities  
             eligible to be pledged        749,326  
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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