Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  May 18, 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
May 18, 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
May 17, 2006
Week ended
May 17, 2006
Change from week ended
May 10, 2006 May 18, 2005
                                                              
Reserve Bank Credit                                         824,687     +       1     +  37,129       821,463 
 Securities held outright                                   760,177     +     452     +  38,566       759,651 
    U.S. Treasury (1)                                       760,177     +     452     +  38,566       759,651 
       Bills (2)                                            275,370             0     +  11,086       275,370 
       Notes and bonds, nominal (2)                         458,693     +     420     +  23,010       458,155 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,538        22,646 
       Inflation compensation (3)                             3,468     +      32     +     933         3,480 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    23,750     +     250     -   2,821        21,500 
 Loans to depository institutions                               168     -       6     +      26           178 
    Primary credit                                               20     -      20     +      18            21 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             149     +      15     +      10           157 
 Float                                                         -237     +      68     +   1,023         1,250 
 Other Federal Reserve assets                               40,828    -     764    +     335       38,884 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            37,963     +      14     +   1,418        37,963 
                                                              
Total factors supplying reserve funds                       875,891     +      15     +  38,547       872,667 
                                                                          
Currency in circulation(5)                                  793,980     +     247     +  39,693       794,985 
Reverse repurchase agreements (6)                            23,657     -   2,319     -   4,397        22,569 
   Foreign official and international accounts               23,657     -   2,319     -   4,397        22,569 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          181     +       3     -      74           185 
Deposits with F.R.Banks, other than reserve balances         12,970     +     727     -     990        12,810 
  U.S. Treasury, general account                              5,192     +      41     -      17         5,055 
  Foreign official                                              105     +       8     +      21            85 
  Service-related                                             7,366     +     670     -     974         7,366 
     Required clearing balances                               7,366     +     670     -     974         7,366 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         308     +       9     -      19           304 
Other liabilities and capital                                33,897     +     118     +   5,077        33,049 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  864,686     -   1,222     +  39,310       863,597 
                                                              
Reserve balances with Federal Reserve Banks                  11,205     +   1,237     -     763         9,070 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,624,415     +   3,409     + 220,331     1,619,910 
     U.S. Treasury                                        1,125,054     +     301     +  50,847     1,120,764 
     Federal agency                                         499,361     +   3,108     + 169,484       499,146 
  Securities lent to dealers                                  1,600     +     592     -   1,703         1,792 
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
May 17, 2006
Wednesday
May 10, 2006
Wednesday
May 18, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                767         -      14         +     111 
Securities, repurchase agreements, and loans                    781,329         +     707         +  35,809 
   Securities held outright                                     759,651         -      86         +  38,022 
      U.S. Treasury (1)                                         759,651         -      86         +  38,022 
         Bills (2)                                              275,370                 0         +  11,082 
         Notes and bonds, nominal (2)                           458,155         -     118         +  22,472 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,538 
         Inflation compensation (3)                               3,480         +      32         +     931 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     21,500         +   1,000         -   2,250 
   Loans                                                            178         -     207         +      37 
Items in process of collection                    (1,496)         7,274         +   2,222         +   1,780 
Bank premises                                                     1,836                 0         +      21 
Other assets (5)                                                 36,925         -   3,093         +     219 
      Total assets                                (1,496)       841,368         -     178         +  37,940 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  757,969         -     497         +  38,695 
Reverse repurchase agreements (6)                                22,569         -   1,966         -   3,610 
Deposits                                              (0)        21,758         +   2,461         -   1,099 
  Depository institutions                                        16,313         +   2,329         -   1,078 
  U.S. Treasury, general account                                  5,055         +     124         -      25 
  Foreign official                                                   85                 0         -      27 
  Other                                               (0)           304         +       8         +      31 
Deferred availability cash items                  (1,496)         6,024         +     204         -     313 
Other liabilities and accrued dividends (7)                       4,740         +      54         +   1,390 
      Total liabilities                           (1,496)       813,059         +     255         +  35,062 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,859         +      11         +     950 
Surplus                                                          12,901                 0         +   1,508 
Other capital accounts                                            1,549         -     443         +     421 
      Total capital                                              28,309         -     433         +   2,878 
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, May 17, 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             164        64,454    -   2,320             0            0        21,500        22,569
16 days to 90 days          14       164,067    -     860             0            0             0             0
91 days to 1 year            0       180,967    +   4,582             0            0      ------       ------   
Over 1 to 5 years     ------         212,424    -   3,802             0            0      ------       ------   
Over 5 to 10 years    ------          55,397    +       5             0            0      ------       ------   
Over 10 years         ------          82,342    +   2,309             0            0      ------       ------   
           
All                        178       759,651    -      86             0            0        21,500       22,569 
 
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 May 17, 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                                             767          37          53          39          76          65          84          85          40          37          62          68         121 
Securities, repurchase agreements,                                 
      and loans                              781,329      36,259     302,669      32,981      32,801      63,104      63,603      69,818      24,155      15,474      22,263      34,093      84,109 
   Securities held outright                  759,651      36,249     281,167      32,981      32,801      63,104      63,596      69,751      24,135      15,443      22,244      34,092      84,086 
      U.S. Treasury (1)                      759,651      36,249     281,167      32,981      32,801      63,104      63,596      69,751      24,135      15,443      22,244      34,092      84,086 
         Bills (2)                           275,370      13,140     101,922      11,955      11,890      22,875      23,053      25,284       8,749       5,598       8,063      12,358      30,481 
         Notes and bonds(3)                  484,281      23,109     179,246      21,025      20,911      40,229      40,542      44,467      15,386       9,845      14,181      21,734      53,605 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                21,500           0      21,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      178           9           1           0           0           0           7          67          20          31          19           1          23 
Items in process of collection                 8,770         442         560         487         688         674       1,875       1,066         261         286         578         424       1,428 
Bank premises                                  1,836         113         206          56         156         153         231         209          70         118         100         258         166 
Other assets(5)                               36,925       1,145      13,298       1,765       2,213       6,859       2,561       2,580         714         674         672         875       3,570 
Interdistrict settlement account                   0     - 1,379     +   330     + 1,086     -   577     + 3,227     + 1,284     - 6,967     -   368     +   227     + 1,758     - 2,326     + 3,705 
          Total Assets                       842,863      37,216     322,128      36,959      35,908      75,083      70,827      67,949      25,271      17,058      25,823      34,066      94,575 
 
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 May 17, 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             920,561      38,436     340,604      39,589      36,836      73,926      86,632      75,253      27,541      17,472      27,457      49,063     107,753 
  Less: notes held by F.R. Banks              162,593       4,443      44,922       7,002       5,748      12,668      23,087      13,667       4,187       2,451       3,982      18,109      22,327 
    Federal Reserve notes, net                757,969      33,994     295,682      32,587      31,088      61,258      63,546      61,585      23,354      15,021      23,475      30,953      85,426 
Reverse repurchase agreements (1)              22,569       1,077       8,353         980         975       1,875       1,889       2,072         717         459         661       1,013       2,498 
Deposits                                       21,758         800       8,112         913         914       2,839       1,944       1,636         516         558         557         739       2,230 
  Depository institutions                      16,313         794       2,829         910         910       2,705       1,941       1,633         513         557         556         739       2,226 
  U.S. Treasury, general account                5,055           0       5,055           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 85           1          56           2           3          11           3           3           0           1           1           0           4 
  Other                                           304           5         171           0           1         123           0           0           2           0           1           0           0 
Deferred availability cash items                7,520         438         816         761         646         567         874         372         195         399         613         698       1,140 
Other liabilities and accrued                                                 
  dividends (2)                                 4,740         232       1,571         224         236         499         402         431         173         124         153         220         475 
                                                                    
    Total liabilities                         814,555      36,541     314,534      35,464      33,858      67,037      68,655      66,097      24,956      16,561      25,459      33,624      91,770 
                                                                    
Capital                                                             
Capital paid in                                13,859         324       3,671         729       1,015       4,011       1,061         901         149         242         174         209       1,373 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,549          34         239          22          22         727         219          75          22          10          15          81          83 
     Total liabilities and capital            842,863      37,216     322,128      36,959      35,908      75,083      70,827      67,949      25,271      17,058      25,823      34,066      94,575 
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
May 17, 2006
Federal Reserve notes outstanding          920,561  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   162,593  
      Federal Reserve Notes to be         
         collateralized                    757,969  
Collateral held against Federal Reserve             
   notes                                   757,969  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           744,732  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      781,151  
   Less:face value of securities under    
         reverse repurchase agreements      22,594  
      U.S. Treasury and agency securities  
             eligible to be pledged        758,557  
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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