Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  January 18, 2007
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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
January 18, 2007
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
Jan 17, 2007
Week ended
Jan 17, 2007
Change from week ended
Jan 10, 2007 Jan 18, 2006
                                                              
Reserve Bank Credit                                         846,037     +   1,484     +  29,605       842,725 
 Securities held outright                                   778,891     -      11     +  33,372       778,887 
    U.S. Treasury (1)                                       778,891     -      11     +  33,372       778,887 
       Bills (2)                                            277,019             0     +   4,364       277,019 
       Notes and bonds, nominal (2)                         467,864             0     +  18,746       467,864 
       Notes and bonds, inflation-indexed (2)                30,243     +     138     +   9,812        30,587 
       Inflation compensation (3)                             3,765     -     150     +     450         3,417 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    27,500     +     929     -   2,071        19,750 
 Loans to depository institutions                               284     +     245     -      37         1,756 
    Primary credit                                              265     +     243     -      27         1,735 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              19     +       3     -      10            21 
 Float                                                         -201     +      68     -   1,041         2,943 
 Other Federal Reserve assets                               39,564    +     255    -     617       39,390 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,261     +      14     +   1,721        38,261 
                                                              
Total factors supplying reserve funds                       897,539     +   1,498     +  31,324       894,227 
                                                                          
Currency in circulation(5)                                  807,905     -   4,573     +  23,061       806,794 
Reverse repurchase agreements (6)                            30,486     +     827     +   5,917        31,055 
   Foreign official and international accounts               30,486     +     827     +   5,917        31,055 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          242     -      19     +      32           221 
Deposits with F.R.Banks, other than reserve balances         12,001     -      67     -   2,548        12,845 
  U.S. Treasury, general account                              4,686     -     111     -     124         5,533 
  Foreign official                                               90             0     +       2            90 
  Service-related                                             6,916     -      21     -   2,457         6,916 
     Required clearing balances                               6,916     -       2     -   2,457         6,916 
     Adjustments to compensate for float                          0     -      19             0             0 
  Other                                                         310     +      65     +      32           307 
Other liabilities and capital                                36,703     +     237     +   5,283        36,475 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  887,337     -   3,595     +  31,745       887,391 
                                                              
Reserve balances with Federal Reserve Banks                  10,202     +   5,093     -     420         6,836 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,772,451     +   2,189     + 239,740     1,773,496 
     U.S. Treasury                                        1,167,812     -      38     +  66,488     1,166,296 
     Federal agency                                         604,639     +   2,227     + 173,253       607,199 
  Securities lent to dealers                                  1,183     -   1,924     -     515         2,223 
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
Jan 17, 2007
Wednesday
Jan 10, 2007
Wednesday
Jan 18, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                908         +      43         +     179 
Securities, repurchase agreements, and loans                    800,393         -      26         +  29,402 
   Securities held outright                                     778,887         -      11         +  33,202 
      U.S. Treasury (1)                                         778,887         -      11         +  33,202 
         Bills (2)                                              277,019                 0         +   4,185 
         Notes and bonds, nominal (2)                           467,864                 0         +  18,746 
         Notes and bonds, inflation-indexed (2)                    30,587         +     482         +  10,156 
         Inflation compensation (3)                               3,417         -     494         +     115 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     19,750         -   1,750         -   3,500 
   Loans                                                          1,756         +   1,735         -     300 
Items in process of collection                    (1,438)         9,332         +   4,528         -   4,614 
Bank premises                                                     1,944                 0         +     122 
Other assets (5)                                                 37,406         -      13         -     642 
      Total assets                                (1,438)       863,219         +   4,530         +  24,444 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  769,658         -   3,288         +  20,486 
Reverse repurchase agreements (6)                                31,055         +   2,134         +   6,326 
Deposits                                              (0)        19,642         +   4,216         -   4,993 
  Depository institutions                                        13,713         +   3,606         -   5,118 
  U.S. Treasury, general account                                  5,533         +     534         +     104 
  Foreign official                                                   90         -       1         +      12 
  Other                                               (0)           307         +      77         +       9 
Deferred availability cash items                  (1,438)         6,388         +   1,338         -   2,943 
Other liabilities and accrued dividends (7)                       5,502         -      16         +   1,551 
      Total liabilities                           (1,438)       832,246         +   4,385         +  20,428 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,332         +       1         +   1,784 
Surplus                                                          15,066         +      35         +   2,150 
Other capital accounts                                              575         +     109         +      82 
      Total capital                                              30,973         +     145         +   4,016 
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, January 17, 2007
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           1,756        56,939    +   5,064             0            0        19,750        31,055
16 days to 90 days           0       163,558    -   6,627             0            0             0             0
91 days to 1 year            0       185,391    +   1,635             0            0      ------       ------   
Over 1 to 5 years     ------         222,745    -   2,223             0            0      ------       ------   
Over 5 to 10 years    ------          67,537    -     105             0            0      ------       ------   
Over 10 years         ------          82,717    +   2,244             0            0      ------       ------   
           
All                      1,756       778,887    -      11             0            0        19,750       31,055 
 
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 January 17, 2007
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                                             908          35          61          60          88          88         100         108          40          35          70          91         130 
Securities, repurchase agreements,                                 
      and loans                              800,393      37,398     308,409      33,817      33,668      65,807      65,206      71,521      24,747      15,837      22,811      34,956      86,215 
   Securities held outright                  778,887      37,167     288,287      33,816      33,632      64,702      65,206      71,517      24,747      15,834      22,807      34,956      86,215 
      U.S. Treasury (1)                      778,887      37,167     288,287      33,816      33,632      64,702      65,206      71,517      24,747      15,834      22,807      34,956      86,215 
         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)                  501,868      23,948     185,755      21,789      21,671      41,690      42,015      46,081      15,945      10,203      14,696      22,523      55,552 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                19,750           0      19,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                    1,756         231         372           1          36       1,105           1           4           0           3           4           0           0 
Items in process of collection                10,770         441         292       1,749       1,062         751       1,224         906         313         572         836         759       1,865 
Bank premises                                  1,944         117         211          58         157         168         232         206          79         116         159         260         182 
Other assets(5)                               37,406       1,273      12,210       1,895       2,310       7,047       2,767       2,820         774         728         748         988       3,845 
Interdistrict settlement account                   0     -   812     -13,477     -   812     - 3,449     + 1,250     + 9,456     - 3,710     + 1,511     -   637     + 4,185     + 2,707     + 3,789 
          Total Assets                       864,657      39,054     312,719      37,313      34,387      76,111      80,174      73,010      27,862      16,891      29,200      40,433      97,502 
 
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 January 17, 2007
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             959,451      39,067     341,831      38,429      36,403      75,063      98,622      81,357      29,106      17,447      30,841      56,830     114,456 
  Less: notes held by F.R. Banks              189,793       3,745      60,520       7,541       7,322      12,442      26,220      15,061       3,456       2,677       4,268      20,106      26,436 
    Federal Reserve notes, net                769,658      35,322     281,311      30,888      29,081      62,621      72,402      66,296      25,650      14,770      26,573      36,724      88,021 
Reverse repurchase agreements (1)              31,055       1,482      11,494       1,348       1,341       2,580       2,600       2,852         987         631         909       1,394       3,438 
Deposits                                       19,642         654      10,169         471         921       1,221       1,320       1,010         468         278         479       1,018       1,632 
  Depository institutions                      13,713         635       4,417         469         917       1,094       1,317       1,007         457         278         478       1,017       1,628 
  U.S. Treasury, general account                5,533           0       5,533           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 90           1          61           2           3          11           3           3           0           1           1           0           4 
  Other                                           307          18         158           0           1         117           0           0          10           0           1           0           0 
Deferred availability cash items                7,826         514         235         994         588         933         767         580         196         502         683         561       1,273 
Other liabilities and accrued                                                 
  dividends (2)                                 5,502         259       1,806         250         264         553         487         502         208         146         182         281         563 
                                                                    
    Total liabilities                         833,684      38,230     305,016      33,951      32,194      67,908      77,576      71,240      27,509      16,329      28,826      39,978      94,927 
                                                                    
Capital                                                             
Capital paid in                                15,332         396       3,725       1,810       1,087       4,093       1,274         859         166         276         178         215       1,253 
Surplus                                        15,066         396       3,727       1,552       1,087       4,093       1,276         858         166         276         176         212       1,247 
Other capital                                     575          31         251           0          20          17          48          53          21          11          19          29          75 
     Total liabilities and capital            864,657      39,054     312,719      37,313      34,387      76,111      80,174      73,010      27,862      16,891      29,200      40,433      97,502 
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
Jan 17, 2007
Federal Reserve notes outstanding          959,451  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   189,793  
      Federal Reserve Notes to be         
         collateralized                    769,658  
Collateral held against Federal Reserve             
   notes                                   769,658  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           756,421  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      798,637  
   Less:face value of securities under    
         reverse repurchase agreements      31,103  
      U.S. Treasury and agency securities  
             eligible to be pledged        767,533  
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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