Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  March 30, 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
March 30, 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
Mar 29, 2006
Week ended
Mar 29, 2006
Change from week ended
Mar 22, 2006 Mar 30, 2005
                                                              
Reserve Bank Credit                                         814,099     -   6,726     +  31,786       812,743 
 Securities held outright                                   758,513     +   1,272     +  40,981       758,529 
    U.S. Treasury (1)                                       758,513     +   1,272     +  40,981       758,529 
       Bills (2)                                            275,370     +   1,228     +  12,365       275,370 
       Notes and bonds, nominal (2)                         457,177             0     +  24,081       457,177 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,538        22,646 
       Inflation compensation (3)                             3,320     +      45     +     998         3,336 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    20,750     -   8,143     -   3,893        19,500 
 Loans to depository institutions                                91     -     312     +      32           251 
    Primary credit                                               36     -     314     +      23           192 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              55     +       3     +       9            58 
 Float                                                         -292     +     227     +     237          -695 
 Other Federal Reserve assets                               35,036    +     228    -   5,572       35,158 
Gold stock                                                   11,044             0     +       3        11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,651     +      14     +     106        36,651 
                                                              
Total factors supplying reserve funds                       863,994     -   6,712     +  31,894       862,638 
                                                                          
Currency in circulation(5)                                  787,232     -     482     +  34,196       788,785 
Reverse repurchase agreements (6)                            22,893     -   2,120     -   1,786        22,419 
   Foreign official and international accounts               22,893     -   2,120     -   1,786        22,419 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          204     +       6     -      71           209 
Deposits with F.R.Banks, other than reserve balances         13,684     +     159     +      42        12,903 
  U.S. Treasury, general account                              5,400     +     258     +     808         4,619 
  Foreign official                                               85     -      87     +       2            84 
  Service-related                                             7,981     +       1     -     751         7,981 
     Required clearing balances                               7,981     +       1     -     751         7,981 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         219     -      12     -      16           219 
Other liabilities and capital                                32,895     -     175     +   5,209        32,482 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  856,909     -   2,610     +  37,591       856,797 
                                                              
Reserve balances with Federal Reserve Banks                   7,085     -   4,102     -   5,697         5,841 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,592,189     +   5,240     + 200,509     1,594,287 
     U.S. Treasury                                        1,127,540     +   4,435     +  42,492     1,129,854 
     Federal agency                                         464,649     +     805     + 158,017       464,433 
  Securities lent to dealers                                    925     -     702     -   2,351         1,107 
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
Mar 29, 2006
Wednesday
Mar 22, 2006
Wednesday
Mar 30, 2005
Assets                                               
Gold certificate account                                         11,040                 0         +       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                789         -       6         +      76 
Securities, repurchase agreements, and loans                    778,280         -   4,928         +  28,932 
   Securities held outright                                     758,529         +   1,272         +  40,993 
      U.S. Treasury (1)                                         758,529         +   1,272         +  40,993 
         Bills (2)                                              275,370         +   1,228         +  12,365 
         Notes and bonds, nominal (2)                           457,177                 0         +  24,081 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,538 
         Inflation compensation (3)                               3,336         +      44         +   1,010 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     19,500         -   6,250         -  12,250 
   Loans                                                            251         +      50         +     189 
Items in process of collection                      (960)         5,259         +     361         -     270 
Bank premises                                                     1,824         -       1         +      18 
Other assets (5)                                                 37,471         +     271         -   1,260 
      Total assets                                  (960)       836,862         -   4,303         +  27,497 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  753,127         +     222         +  33,439 
Reverse repurchase agreements (6)                                22,419         -   1,732         -   1,272 
Deposits                                              (0)        22,881         -   2,599         -   8,902 
  Depository institutions                                        17,959         -   2,812         -   8,290 
  U.S. Treasury, general account                                  4,619         +     205         -     579 
  Foreign official                                                   84         +      13         -      18 
  Other                                               (0)           219         -       4         -      16 
Deferred availability cash items                    (960)         5,953         -     139         -     576 
Other liabilities and accrued dividends (7)                       4,647         +      73         +   1,422 
      Total liabilities                             (960)       809,027         -   4,175         +  24,111 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,748         +      17         +   1,189 
Surplus                                                          12,901                 0         +   1,724 
Other capital accounts                                            1,186         -     145         +     472 
      Total capital                                              27,835         -     128         +   3,386 
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, March 29, 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             251        54,045    -     451             0            0        19,500        22,419
16 days to 90 days           0       167,569    +     467             0            0             0             0
91 days to 1 year            0       186,079    +   1,216             0            0      ------       ------   
Over 1 to 5 years     ------         215,479    +      13             0            0      ------       ------   
Over 5 to 10 years    ------          55,375    +       7             0            0      ------       ------   
Over 10 years         ------          79,982    +      20             0            0      ------       ------   
           
All                        251       758,529    +   1,272             0            0        19,500       22,419 
 
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 March 29, 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                      11,040         510       4,358         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                                             789          38          70          51          64          73          83          93          41          35          64          66         111 
Securities, repurchase agreements,                                 
      and loans                              778,280      38,978     320,293      26,908      32,044      57,888      58,684      68,348      23,538      15,850      21,456      37,361      76,932 
   Securities held outright                  758,529      38,809     300,783      26,908      32,044      57,888      58,684      68,309      23,538      15,842      21,454      37,359      76,910 
      U.S. Treasury (1)                      758,529      38,809     300,783      26,908      32,044      57,888      58,684      68,309      23,538      15,842      21,454      37,359      76,910 
         Bills (2)                           275,370      14,089     109,194       9,769      11,633      21,015      21,304      24,798       8,545       5,751       7,789      13,562      27,921 
         Notes and bonds(3)                  483,160      24,720     191,590      17,140      20,411      36,873      37,380      43,511      14,993      10,091      13,666      23,796      48,989 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                19,500           0      19,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      251         169          10           0           0           0           0          38           0           7           1           2          22 
Items in process of collection                 6,218         636         363         345         554         396         877         263         377         155         440         339       1,475 
Bank premises                                  1,824         113         206          55         157         153         232         210          70         119          92         260         159 
Other assets(5)                               37,471       1,245      13,982       1,677       2,177       6,562       2,556       2,644         728         689         694       1,000       3,517 
Interdistrict settlement account                   0     - 4,380     -25,651     + 6,601     +   583     + 6,145     + 8,772     - 3,210     +   337     -   223     + 2,374     - 4,053     +12,705 
          Total Assets                       837,822      37,255     314,495      36,153      36,136      72,201      72,315      69,487      25,489      16,866      25,503      35,619      96,304 
 
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 March 29, 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             912,770      38,700     330,381      39,226      36,830      72,852      87,398      76,315      27,754      17,604      27,418      49,453     108,838 
  Less: notes held by F.R. Banks              159,643       4,811      44,894       6,847       5,589      12,845      22,174      12,871       4,075       2,510       4,225      17,117      21,686 
    Federal Reserve notes, net                753,127      33,889     285,487      32,379      31,241      60,007      65,225      63,444      23,679      15,095      23,193      32,336      87,152 
Reverse repurchase agreements (1)              22,419       1,147       8,890         795         947       1,711       1,734       2,019         696         468         634       1,104       2,273 
Deposits                                       22,881         811      10,115         687       1,196       1,733       1,957       1,425         485         336         610         989       2,536 
  Depository institutions                      17,959         809       5,276         685       1,192       1,672       1,954       1,422         484         335         608         989       2,532 
  U.S. Treasury, general account                4,619           0       4,619           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 84           1          56           2           3          11           3           3           0           1           1           0           4 
  Other                                           219           0         164           0           1          50           0           0           0           0           1           0           0 
Deferred availability cash items                6,913         490         791         587         493         574         893         372         160         345         549         507       1,154 
Other liabilities and accrued                                                 
  dividends (2)                                 4,647         241       1,621         191         229         457         379         425         168         123         146         230         436 
                                                                    
    Total liabilities                         809,987      36,578     306,904      34,640      34,106      64,482      70,188      67,684      25,188      16,367      25,132      35,166      93,551 
                                                                    
Capital                                                             
Capital paid in                                13,748         324       3,670         750       1,000       3,946       1,050         877         145         244         178         212       1,353 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,186          37         235          19          17         465         184          49          11          10          18          88          52 
     Total liabilities and capital            837,822      37,255     314,495      36,153      36,136      72,201      72,315      69,487      25,489      16,866      25,503      35,619      96,304 
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
Mar 29, 2006
Federal Reserve notes outstanding          912,770  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   159,643  
      Federal Reserve Notes to be         
         collateralized                    753,127  
Collateral held against Federal Reserve             
   notes                                   753,127  
   Gold certificate account                 11,040  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           739,888  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      778,029  
   Less:face value of securities under    
         reverse repurchase agreements      22,449  
      U.S. Treasury and agency securities  
             eligible to be pledged        755,580  
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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