Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 02, 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
November 2, 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
Nov 1, 2006
Week ended
Nov 1, 2006
Change from week ended
Oct 25, 2006 Nov 2, 2005
                                                              
Reserve Bank Credit                                         833,424     +   2,624     +  31,539       840,647 
 Securities held outright                                   768,651     +   1,238     +  28,126       769,918 
    U.S. Treasury (1)                                       768,651     +   1,238     +  28,126       769,918 
       Bills (2)                                            277,019             0     +   6,308       277,019 
       Notes and bonds, nominal (2)                         459,397     +     586     +  12,605       459,065 
       Notes and bonds, inflation-indexed (2)                28,053     +     623     +   8,070        29,611 
       Inflation compensation (3)                             4,182     +      30     +   1,144         4,223 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,429     -     464     +   1,893        25,000 
 Loans to depository institutions                               172     -       2     +      18           197 
    Primary credit                                               21     +      12     +      16            58 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             152     -      13     +       4           139 
 Float                                                        1,232     +   1,640     +     863         4,795 
 Other Federal Reserve assets                               40,940    +     212    +     638       40,738 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,140     +      14     +   1,711        38,140 
                                                              
Total factors supplying reserve funds                       884,805     +   2,638     +  33,250       892,029 
                                                                          
Currency in circulation(5)                                  794,745     +     593     +  26,344       797,209 
Reverse repurchase agreements (6)                            31,958     +   1,237     +   6,611        31,186 
   Foreign official and international accounts               31,958     +   1,237     +   6,611        31,186 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          181     +       1     -      32           191 
Deposits with F.R.Banks, other than reserve balances         12,304     -     167     -   1,872        12,353 
  U.S. Treasury, general account                              4,982     -     196     +       1         5,007 
  Foreign official                                               89             0     -      16            91 
  Service-related                                             6,932     +      18     -   1,849         6,932 
     Required clearing balances                               6,932     +      18     -   1,849         6,932 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         300     +      10     -       8           323 
Other liabilities and capital                                36,688     +     271     +   4,816        36,261 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  875,877     +   1,937     +  35,869       877,200 
                                                              
Reserve balances with Federal Reserve Banks                   8,928     +     701     -   2,619        14,829 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,693,958     +   8,328     + 216,132     1,694,425 
     U.S. Treasury                                        1,145,474     +   3,938     +  58,997     1,144,760 
     Federal agency                                         548,485     +   4,391     + 157,135       549,666 
  Securities lent to dealers                                  1,060     -     603     -   2,063         1,859 
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 1, 2006
Wednesday
Oct 25, 2006
Wednesday
Nov 2, 2005
Assets                                               
Gold certificate account                                         11,037                 0         +       1 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                834         +       3         +     107 
Securities, repurchase agreements, and loans                    795,114         -   3,479         +  39,872 
   Securities held outright                                     769,918         +   1,496         +  29,304 
      U.S. Treasury (1)                                         769,918         +   1,496         +  29,304 
         Bills (2)                                              277,019                 0         +   6,238 
         Notes and bonds, nominal (2)                           459,065         -     750         +  12,273 
         Notes and bonds, inflation-indexed (2)                    29,611         +   2,181         +   9,628 
         Inflation compensation (3)                               4,223         +      66         +   1,166 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     25,000         -   5,000         +  10,500 
   Loans                                                            197         +      25         +      68 
Items in process of collection                    (1,656)         9,615         +   6,239         +   1,765 
Bank premises                                                     1,912         +      10         +      69 
Other assets (5)                                                 38,836         +     155         +     632 
      Total assets                                (1,656)       859,548         +   2,928         +  42,446 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  760,089         +   1,620         +  25,566 
Reverse repurchase agreements (6)                                31,186         +      35         +   6,247 
Deposits                                              (0)        27,192         +     456         +   8,458 
  Depository institutions                                        21,771         +     765         +   7,958 
  U.S. Treasury, general account                                  5,007         -     339         +     508 
  Foreign official                                                   91         +       1         -      15 
  Other                                               (0)           323         +      30         +       7 
Deferred availability cash items                  (1,656)         4,820         +     585         -   2,649 
Other liabilities and accrued dividends (7)                       5,561         +      31         +   1,530 
      Total liabilities                           (1,656)       828,849         +   2,728         +  39,153 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,113         +      14         +   1,658 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,686         +     187         +     364 
      Total capital                                              30,700         +     200         +   3,294 
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 1, 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              66        60,074    +   2,329             0            0        25,000        31,186
16 days to 90 days         131       154,842    -   9,154             0            0             0             0
91 days to 1 year            0       193,350    +   7,165             0            0      ------       ------   
Over 1 to 5 years     ------         218,327    +   1,151             0            0      ------       ------   
Over 5 to 10 years    ------          61,746    +       1             0            0      ------       ------   
Over 10 years         ------          81,578    +       3             0            0      ------       ------   
           
All                        197       769,918    +   1,496             0            0        25,000       31,186 
 
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 1, 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                                             834          23          46          61          77          80         106          96          38          30          62          81         134 
Securities, repurchase agreements,                                 
      and loans                              795,114      36,739     309,967      33,427      33,245      63,957      64,462      70,763      24,463      15,689      22,587      34,556      85,260 
   Securities held outright                  769,918      36,739     284,967      33,427      33,245      63,957      64,455      70,694      24,462      15,652      22,545      34,553      85,222 
      U.S. Treasury (1)                      769,918      36,739     284,967      33,427      33,245      63,957      64,455      70,694      24,462      15,652      22,545      34,553      85,222 
         Bills (2)                           277,019      13,219     102,532      12,027      11,962      23,012      23,191      25,436       8,801       5,632       8,112      12,432      30,663 
         Notes and bonds(3)                  492,899      23,520     182,435      21,400      21,283      40,945      41,264      45,258      15,660      10,020      14,433      22,121      54,559 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                25,000           0      25,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      197           0           0           0           0           0           7          69           1          38          42           3          37 
Items in process of collection                11,271         368         180         848       4,524         445       1,471         609         292         242         731         509       1,052 
Bank premises                                  1,912         115         207          57         157         162         231         209          75         116         146         259         177 
Other assets(5)                               38,836       1,239      14,028       1,837       2,302       6,961       2,746       2,767         766         710         733         964       3,782 
Interdistrict settlement account                   0     - 1,436     - 3,050     +   811     - 5,817     + 6,048     + 6,835     - 6,617     -   344     +   230     + 2,253     - 2,376     + 3,464 
          Total Assets                       861,204      37,648     326,391      37,588      35,038      78,652      77,041      68,985      25,690      17,259      26,901      34,666      95,344 
 
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 1, 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             941,405      37,866     345,580      38,848      36,917      75,288      95,404      77,510      27,339      17,504      28,435      50,642     110,071 
  Less: notes held by F.R. Banks              181,315       4,017      53,449       7,634       7,097      12,685      25,995      15,772       3,795       2,535       4,161      19,160      25,013 
    Federal Reserve notes, net                760,089      33,849     292,131      31,214      29,820      62,602      69,409      61,738      23,544      14,969      24,274      31,482      85,058 
Reverse repurchase agreements (1)              31,186       1,488      11,543       1,354       1,347       2,591       2,611       2,863         991         634         913       1,400       3,452 
Deposits                                       27,192         815      12,934         526         859       3,932       1,645       1,590         481         562         564         701       2,584 
  Depository institutions                      21,771         813       7,649         523         856       3,818       1,642       1,587         480         561         562         700       2,579 
  U.S. Treasury, general account                5,007           0       5,007           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 91           1          62           2           3          11           3           3           0           1           1           0           4 
  Other                                           323           0         216           0           0         104           0           0           1           0           1           0           1 
Deferred availability cash items                6,476         417         145       1,096         499         659         662         498         140         385         592         382       1,001 
Other liabilities and accrued                                                 
  dividends (2)                                 5,561         267       1,857         275         273         574         469         495         197         143         193         258         560 
                                                                    
    Total liabilities                         830,504      36,835     318,608      34,465      32,798      70,358      74,796      67,185      25,353      16,692      26,537      34,222      92,655 
                                                                    
Capital                                                             
Capital paid in                                15,113         390       3,722       1,811       1,099       4,082       1,089         848         165         276         175         209       1,248 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,686         106         376         568         127         905         263          76          28          46          15          83          93 
     Total liabilities and capital            861,204      37,648     326,391      37,588      35,038      78,652      77,041      68,985      25,690      17,259      26,901      34,666      95,344 
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 1, 2006
Federal Reserve notes outstanding          941,405  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   181,315  
      Federal Reserve Notes to be         
         collateralized                    760,089  
Collateral held against Federal Reserve             
   notes                                   760,089  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           746,852  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      794,918  
   Less:face value of securities under    
         reverse repurchase agreements      31,487  
      U.S. Treasury and agency securities  
             eligible to be pledged        763,430  
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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