Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 16, 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 16, 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 15, 2006
Week ended
Nov 15, 2006
Change from week ended
Nov 8, 2006 Nov 16, 2005
                                                              
Reserve Bank Credit                                         834,832     -     405     +  25,961       841,179 
 Securities held outright                                   770,352     +     381     +  28,277       770,050 
    U.S. Treasury (1)                                       770,352     +     381     +  28,277       770,050 
       Bills (2)                                            277,019             0     +   6,001       277,019 
       Notes and bonds, nominal (2)                         459,017     -      48     +  11,111       458,730 
       Notes and bonds, inflation-indexed (2)                30,105     +     424     +  10,122        30,105 
       Inflation compensation (3)                             4,211     +       5     +   1,043         4,197 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    25,786     +   2,250     +     179        35,250 
 Loans to depository institutions                               122     -      47     -      30           118 
    Primary credit                                                3     -      42     -      43             1 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             118     -       6     +      12           117 
 Float                                                         -466     -   1,097     -   2,161          -482 
 Other Federal Reserve assets                               39,039    -   1,892    -     304       36,243 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,168     +      14     +   1,684        38,168 
                                                              
Total factors supplying reserve funds                       886,241     -     392     +  27,645       892,588 
                                                                          
Currency in circulation(5)                                  799,936     +   2,584     +  23,693       802,118 
Reverse repurchase agreements (6)                            32,475     +     310     +   6,918        32,764 
   Foreign official and international accounts               32,475     +     310     +   6,918        32,764 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          182     -       8     -      37           177 
Deposits with F.R.Banks, other than reserve balances         12,186     -     151     -   1,527        12,033 
  U.S. Treasury, general account                              4,960     -      74     +     438         4,820 
  Foreign official                                               91     -       9     +       3            92 
  Service-related                                             6,827     -     104     -   2,014         6,827 
     Required clearing balances                               6,807     -     124     -   2,018         6,807 
     Adjustments to compensate for float                         20     +      20     +       4            20 
  Other                                                         308     +      36     +      46           294 
Other liabilities and capital                                34,737     -   1,900     +   2,996        34,616 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  879,516     +     835     +  32,043       881,707 
                                                              
Reserve balances with Federal Reserve Banks                   6,725     -   1,227     -   4,398        10,882 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,703,724     +   7,660     + 215,665     1,705,897 
     U.S. Treasury                                        1,149,584     +   4,950     +  58,739     1,149,474 
     Federal agency                                         554,140     +   2,710     + 156,926       556,423 
  Securities lent to dealers                                    614     -   1,036     -   2,375         2,454 
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 15, 2006
Wednesday
Nov 8, 2006
Wednesday
Nov 16, 2005
Assets                                               
Gold certificate account                                         11,037                 0         +       1 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                833         -      14         +     105 
Securities, repurchase agreements, and loans                    805,418         +   3,175         +  42,433 
   Securities held outright                                     770,050         -     375         +  27,172 
      U.S. Treasury (1)                                         770,050         -     375         +  27,172 
         Bills (2)                                              277,019                 0         +   6,001 
         Notes and bonds, nominal (2)                           458,730         -     335         +  10,042 
         Notes and bonds, inflation-indexed (2)                    30,105                 0         +  10,122 
         Inflation compensation (3)                               4,197         -      39         +   1,009 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     35,250         +   3,750         +  15,250 
   Loans                                                            118         -     200         +      11 
Items in process of collection                    (1,010)         3,876         -   1,288         -   8,093 
Bank premises                                                     1,909         +       5         +      68 
Other assets (5)                                                 34,289         -   4,955         -     837 
      Total assets                                (1,010)       859,562         -   3,077         +  33,677 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  764,955         +   1,772         +  23,664 
Reverse repurchase agreements (6)                                32,764         +   1,277         +   7,446 
Deposits                                              (0)        22,869         -   4,437         +   3,151 
  Depository institutions                                        17,664         -   4,588         +   2,703 
  U.S. Treasury, general account                                  4,820         +     196         +     404 
  Foreign official                                                   92         -      63         +      11 
  Other                                               (0)           294         +      19         +      33 
Deferred availability cash items                  (1,010)         4,358         -      92         -   3,650 
Other liabilities and accrued dividends (7)                       5,937         +     327         +   1,788 
      Total liabilities                           (1,010)       830,884         -   1,152         +  32,400 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,289         -       7         +   1,831 
Surplus                                                          10,554         -   2,347         -   1,076 
Other capital accounts                                            2,835         +     429         +     521 
      Total capital                                              28,678         -   1,925         +   1,276 
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 15, 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              32        57,985    +  15,091             0            0        35,250        32,764
16 days to 90 days          86       155,219    -  22,976             0            0             0             0
91 days to 1 year            0       193,265    +   6,091             0            0      ------       ------   
Over 1 to 5 years     ------         217,679    -     851             0            0      ------       ------   
Over 5 to 10 years    ------          62,048    -       9             0            0      ------       ------   
Over 10 years         ------          83,853    +   2,278             0            0      ------       ------   
           
All                        118       770,050    -     375             0            0        35,250       32,764 
 
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 15, 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                                             833          25          44          60          74          81         103          98          39          30          64          78         136 
Securities, repurchase agreements,                                 
      and loans                              805,418      36,748     320,267      33,432      33,251      63,968      64,474      70,757      24,466      15,689      22,568      34,561      85,238 
   Securities held outright                  770,050      36,746     285,017      33,432      33,251      63,968      64,466      70,706      24,466      15,655      22,549      34,559      85,237 
      U.S. Treasury (1)                      770,050      36,746     285,017      33,432      33,251      63,968      64,466      70,706      24,466      15,655      22,549      34,559      85,237 
         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)                  493,032      23,527     182,484      21,405      21,289      40,956      41,275      45,270      15,664      10,023      14,437      22,127      54,574 
         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                                      118           2           0           0           0           0           8          51           1          34          19           3           1 
Items in process of collection                 4,885         156         168         676         357         356         564         185         171         253         544         372       1,085 
Bank premises                                  1,909         115         207          58         157         164         231         209          75         116         137         259         179 
Other assets(5)                               34,289       1,122      11,095       1,731       2,181       6,754       2,501       2,534         696         659         661         854       3,500 
Interdistrict settlement account                   0     -   487     -15,629     + 1,039     - 1,480     + 7,030     + 8,416     - 5,335     +    20     +   168     + 2,577     -    89     + 3,769 
          Total Assets                       860,571      38,279     321,166      37,542      35,090      79,353      77,478      69,607      25,867      17,157      26,941      36,709      95,383 
 
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 15, 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             945,589      38,439     344,971      39,084      36,779      75,242      95,481      78,252      27,330      17,578      28,747      52,962     110,725 
  Less: notes held by F.R. Banks              180,634       3,854      53,853       7,756       7,028      12,261      25,631      15,487       3,643       2,421       4,335      19,391      24,973 
    Federal Reserve notes, net                764,955      34,584     291,118      31,328      29,751      62,981      69,850      62,765      23,687      15,157      24,412      33,571      85,753 
Reverse repurchase agreements (1)              32,764       1,563      12,127       1,422       1,415       2,722       2,743       3,008       1,041         666         959       1,470       3,627 
Deposits                                       22,869         754       9,946         465         925       4,286       1,399       1,294         447         293         523         661       1,876 
  Depository institutions                      17,664         743       4,898         463         887       4,177       1,396       1,291         430         292         522         694       1,871 
  U.S. Treasury, general account                4,820           0       4,820           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 92           1          64           2           3          11           3           3           0           1           1           0           4 
  Other                                           294          10         165           0          35          98           0           0          17           0           1         -33           0 
Deferred availability cash items                5,367         298         184         880         505         544         551         261         121         333         495         291         904 
Other liabilities and accrued                                                 
  dividends (2)                                 5,937         279       1,940         297         294         642         494         541         220         154         192         295         589 
                                                                    
    Total liabilities                         831,893      37,478     315,314      34,392      32,889      71,174      75,037      67,869      25,516      16,604      26,582      36,290      92,748 
                                                                    
Capital                                                             
Capital paid in                                15,289         390       3,727       1,811       1,086       4,084       1,274         846         166         276         175         210       1,243 
Surplus                                        10,554         309       1,604         723         996       3,238         872         838         124         235         166         121       1,328 
Other capital                                   2,835         102         520         615         119         857         295          54          60          42          18          88          65 
     Total liabilities and capital            860,571      38,279     321,166      37,542      35,090      79,353      77,478      69,607      25,867      17,157      26,941      36,709      95,383 
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 15, 2006
Federal Reserve notes outstanding          945,589  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   180,634  
      Federal Reserve Notes to be         
         collateralized                    764,955  
Collateral held against Federal Reserve             
   notes                                   764,955  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           751,719  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      805,300  
   Less:face value of securities under    
         reverse repurchase agreements      32,821  
      U.S. Treasury and agency securities  
             eligible to be pledged        772,480  
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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