Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  May 25, 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 25, 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 24, 2006
Week ended
May 24, 2006
Change from week ended
May 17, 2006 May 25, 2005
                                                              
Reserve Bank Credit                                         822,842     -   1,833     +  36,247       824,241 
 Securities held outright                                   760,449     +     272     +  38,261       762,378 
    U.S. Treasury (1)                                       760,449     +     272     +  38,261       762,378 
       Bills (2)                                            275,370             0     +  11,017       275,370 
       Notes and bonds, nominal (2)                         458,932     +     239     +  22,778       460,850 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,538        22,646 
       Inflation compensation (3)                             3,501     +      33     +     928         3,513 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,857     -     893     -   3,500        22,500 
 Loans to depository institutions                               174     +       6     +      24           179 
    Primary credit                                               21     +       1     +      13            18 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             152     +       3     +      10           161 
 Float                                                          225     +     473     +   1,011           -27 
 Other Federal Reserve assets                               39,137    -   1,691    +     452       39,210 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            37,977     +      14     +   1,432        37,977 
                                                              
Total factors supplying reserve funds                       874,060     -   1,819     +  37,679       875,459 
                                                                          
Currency in circulation(5)                                  793,851     -     129     +  39,585       796,331 
Reverse repurchase agreements (6)                            23,218     -     439     -   2,562        22,803 
   Foreign official and international accounts               23,218     -     439     -   2,562        22,803 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          185     +       4     -      77           187 
Deposits with F.R.Banks, other than reserve balances         13,218     +     248     -     426        12,891 
  U.S. Treasury, general account                              5,476     +     284     +     540         5,188 
  Foreign official                                               88     -      17     +       6            85 
  Service-related                                             7,365     -       1     -     975         7,366 
     Required clearing balances                               7,365     -       1     -     975         7,366 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         288     -      20     +       2           252 
Other liabilities and capital                                33,506     -     391     +   4,528        33,148 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  863,977     -     709     +  41,049       865,359 
                                                              
Reserve balances with Federal Reserve Banks                  10,082     -   1,112     -   3,371        10,100 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,616,566     -   7,849     + 205,723     1,612,233 
     U.S. Treasury                                        1,117,100     -   7,954     +  36,781     1,112,531 
     Federal agency                                         499,465     +     104     + 168,941       499,702 
  Securities lent to dealers                                  1,336     -     264     -   2,088         1,228 
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 24, 2006
Wednesday
May 17, 2006
Wednesday
May 25, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                743         -      24         +     110 
Securities, repurchase agreements, and loans                    785,057         +   3,728         +  30,916 
   Securities held outright                                     762,378         +   2,727         +  39,386 
      U.S. Treasury (1)                                         762,378         +   2,727         +  39,386 
         Bills (2)                                              275,370                 0         +  10,855 
         Notes and bonds, nominal (2)                           460,850         +   2,695         +  24,069 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,538 
         Inflation compensation (3)                               3,513         +      33         +     926 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     22,500         +   1,000         -   8,500 
   Loans                                                            179         +       1         +      30 
Items in process of collection                    (1,716)         5,410         -   1,864         +     200 
Bank premises                                                     1,836                 0         +      18 
Other assets (5)                                                 37,254         +     329         +     233 
      Total assets                                (1,716)       843,537         +   2,169         +  31,477 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  759,280         +   1,311         +  37,536 
Reverse repurchase agreements (6)                                22,803         +     234         -   2,383 
Deposits                                              (0)        22,880         +   1,122         -   6,877 
  Depository institutions                                        17,354         +   1,041         -   6,527 
  U.S. Treasury, general account                                  5,188         +     133         -     330 
  Foreign official                                                   85                 0         +       6 
  Other                                               (0)           252         -      52         -      26 
Deferred availability cash items                  (1,716)         5,427         -     597         -     907 
Other liabilities and accrued dividends (7)                       4,889         +     149         +   1,465 
      Total liabilities                           (1,716)       815,279         +   2,220         +  28,834 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,866         +       7         +   1,007 
Surplus                                                          12,901                 0         +   1,484 
Other capital accounts                                            1,491         -      58         +     151 
      Total capital                                              28,258         -      51         +   2,643 
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 24, 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        65,840    +   1,386             0            0        22,500        22,803
16 days to 90 days          15       163,279    -     788             0            0             0             0
91 days to 1 year            0       181,747    +     780             0            0      ------       ------   
Over 1 to 5 years     ------         213,652    +   1,228             0            0      ------       ------   
Over 5 to 10 years    ------          59,595    +   4,198             0            0      ------       ------   
Over 10 years         ------          78,265    -   4,077             0            0      ------       ------   
           
All                        179       762,378    +   2,727             0            0        22,500       22,803 
 
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 24, 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                                             743          35          51          36          75          63          83          81          38          36          60          65         121 
Securities, repurchase agreements,                                 
      and loans                              785,057      36,389     304,677      33,099      32,919      63,335      63,835      70,071      24,237      15,533      22,345      34,215      84,400 
   Securities held outright                  762,378      36,379     282,177      33,099      32,919      63,331      63,824      70,001      24,222      15,499      22,324      34,215      84,388 
      U.S. Treasury (1)                      762,378      36,379     282,177      33,099      32,919      63,331      63,824      70,001      24,222      15,499      22,324      34,215      84,388 
         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)                  487,009      23,239     180,255      21,144      21,029      40,456      40,771      44,717      15,473       9,901      14,261      21,856      53,907 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                22,500           0      22,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      179          10           0           0           0           5          12          69          15          35          21           1          12 
Items in process of collection                 7,126         493         586         461         796         455         910         407         251         317         608         661       1,180 
Bank premises                                  1,836         113         206          56         157         153         231         209          70         118         100         258         166 
Other assets(5)                               37,254       1,157      13,410       1,873       2,209       6,839       2,599       2,619         698         674         681         890       3,605 
Interdistrict settlement account                   0     - 1,369     +   594     +   765     -   645     + 3,239     + 2,714     - 6,857     -   415     -   195     + 1,600     - 2,602     + 3,170 
          Total Assets                       845,253      37,419     324,537      36,835      36,060      75,084      71,563      67,690      25,278      16,725      25,784      34,161      94,118 
 
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 24, 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             922,069      38,302     342,035      39,597      36,827      73,846      87,320      74,932      27,493      17,407      27,390      49,191     107,727 
  Less: notes held by F.R. Banks              162,789       4,324      45,662       6,801       5,876      12,526      23,251      13,520       4,127       2,407       3,877      18,080      22,338 
    Federal Reserve notes, net                759,280      33,978     296,374      32,797      30,952      61,320      64,068      61,412      23,366      15,000      23,513      31,111      85,389 
Reverse repurchase agreements (1)              22,803       1,088       8,440         990         985       1,894       1,909       2,094         724         464         668       1,023       2,524 
Deposits                                       22,880         966       9,769         729       1,030       2,736       2,114       1,543         550         289         560         688       1,905 
  Depository institutions                      17,354         964       4,357         727       1,026       2,647       2,111       1,540         547         288         559         688       1,901 
  U.S. Treasury, general account                5,188           0       5,188           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                                           252           1         167           0           1          79           0           0           2           0           1           0           0 
Deferred availability cash items                7,143         476         771         575         805         583         891         343         152         350         521         671       1,006 
Other liabilities and accrued                                                 
  dividends (2)                                 4,889         239       1,606         252         241         525         413         446         175         125         155         224         488 
                                                                    
    Total liabilities                         816,995      36,747     316,960      35,343      34,012      67,059      69,394      65,837      24,967      16,228      25,418      33,718      91,312 
                                                                    
Capital                                                             
Capital paid in                                13,866         324       3,670         729       1,017       4,010       1,063         902         149         242         174         209       1,378 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,491          31         222          19          18         708         214          75          18           9          17          81          79 
     Total liabilities and capital            845,253      37,419     324,537      36,835      36,060      75,084      71,563      67,690      25,278      16,725      25,784      34,161      94,118 
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 24, 2006
Federal Reserve notes outstanding          922,069  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   162,789  
      Federal Reserve Notes to be         
         collateralized                    759,280  
Collateral held against Federal Reserve             
   notes                                   759,280  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           746,043  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      784,878  
   Less:face value of securities under    
         reverse repurchase agreements      22,829  
      U.S. Treasury and agency securities  
             eligible to be pledged        762,049  
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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