Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 12, 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
July 12, 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
Jul 11, 2007
Week ended
Jul 11, 2007
Change from week ended
Jul 4, 2007 Jul 12, 2006
                                                              
Reserve Bank Credit                                         854,278     -   3,016     +  24,176       851,809 
 Securities held outright                                   790,587     +      56     +  24,183       790,606 
    U.S. Treasury (1)                                       790,587     +      56     +  24,183       790,606 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         474,672             0     +  10,092       474,672 
       Notes and bonds, inflation-indexed (2)                34,459             0     +  11,813        34,459 
       Inflation compensation (3)                             4,437     +      56     +     629         4,457 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,893     -   4,286     +   1,750        20,500 
 Loans to depository institutions                               238     +      42     -      61           208 
    Primary credit                                               43     +      25     +      32             2 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             195     +      17     -      94           205 
 Float                                                            1     +     960     -     979          -410 
 Other Federal Reserve assets                               40,559    +     211    -     717       40,905 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,554     +      14     +     555        38,554 
                                                              
Total factors supplying reserve funds                       906,073     -   3,003     +  24,731       903,604 
                                                                          
Currency in circulation(5)                                  817,354     +   2,528     +  19,065       817,166 
Reverse repurchase agreements (6)                            31,724     -     470     +   3,405        31,296 
   Foreign official and international accounts               31,724     -     470     +   3,405        31,296 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          313     +       4     +     146           356 
Deposits with F.R.Banks, other than reserve balances         11,699     +     322     -   1,051        11,719 
  U.S. Treasury, general account                              4,912     +     305     -     274         4,914 
  Foreign official                                               95     -      45             0            95 
  Service-related                                             6,433     +      39     -     784         6,433 
     Required clearing balances                               6,433     +      39     -     784         6,433 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         259     +      22     +       8           277 
Other liabilities and capital                                39,439     -      67     +   4,220        38,888 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  900,529     +   2,317     +  25,785       899,426 
                                                              
Reserve balances with Federal Reserve Banks                   5,543     -   5,321     -   1,055         4,178 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,988,983     +   6,815     + 356,428     1,997,056 
     U.S. Treasury                                        1,245,021     +   4,359     + 131,730     1,252,058 
     Federal agency                                         743,962     +   2,455     + 224,698       744,998 
  Securities lent to dealers                                  3,213     -   6,928     +     213         2,007 
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
Jul 11, 2007
Wednesday
Jul 4, 2007
Wednesday
Jul 12, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                927         +       3         +     216 
Securities, repurchase agreements, and loans                    811,314         -   9,675         +  23,794 
   Securities held outright                                     790,606         +      53         +  24,192 
      U.S. Treasury (1)                                         790,606         +      53         +  24,192 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           474,672                 0         +  10,092 
         Notes and bonds, inflation-indexed (2)                    34,459                 0         +  11,813 
         Inflation compensation (3)                               4,457         +      54         +     638 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     20,500         -   9,750         -     250 
   Loans                                                            208         +      22         -     147 
Items in process of collection                    (3,654)         6,703         +   1,787         +   1,144 
Bank premises                                                     2,046         +       1         +     188 
Other assets (5)                                                 38,971         +     683         -      30 
      Total assets                                (3,654)       873,198         -   7,201         +  25,312 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  779,891         -   1,485         +  19,239 
Reverse repurchase agreements (6)                                31,296         -     913         +   2,758 
Deposits                                              (0)        16,010         -   5,228         -   2,648 
  Depository institutions                                        10,723         -   6,032         -   2,546 
  U.S. Treasury, general account                                  4,914         +     797         -     110 
  Foreign official                                                   95         -       1         +       6 
  Other                                               (0)           277         +       8                 0 
Deferred availability cash items                  (3,654)         7,113         +   1,291         +   1,641 
Other liabilities and accrued dividends (7)                       5,697         +      32         +     908 
      Total liabilities                           (3,654)       840,007         -   6,304         +  21,897 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,165         +       2         +   1,188 
Surplus                                                          15,399                 0         +   2,498 
Other capital accounts                                            1,627         -     900         -     271 
      Total capital                                              33,191         -     897         +   3,415 
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, July 11, 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              24        53,555    +  15,994             0            0        20,500        31,296
16 days to 90 days         183       179,721    -  16,693             0            0             0             0
91 days to 1 year            0       165,426    +     704             0            0      ------       ------   
Over 1 to 5 years     ------         234,969    +      16             0            0      ------       ------   
Over 5 to 10 years    ------          74,583    +      13             0            0      ------       ------   
Over 10 years         ------          82,354    +      21             0            0      ------       ------   
           
All                        208       790,606    +      53             0            0        20,500       31,296 
 
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 July 11, 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         449       4,053         455         428         869       1,117         903         326         203         335         613       1,286 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             927          25          46          61          95          87         123         113          50          39          72          97         119 
Securities, repurchase agreements,                                 
      and loans                              811,314      37,380     293,700      35,884      33,193      70,276      75,233      68,086      25,974      16,248      26,274      35,646      93,420 
   Securities held outright                  790,606      36,436     286,276      34,977      32,354      68,500      73,327      66,314      25,269      15,774      25,593      34,737      91,051 
      U.S. Treasury (1)                      790,606      36,436     286,276      34,977      32,354      68,500      73,327      66,314      25,269      15,774      25,593      34,737      91,051 
         Bills (2)                           277,019      12,767     100,308      12,255      11,336      24,001      25,693      23,235       8,854       5,527       8,967      12,171      31,903 
         Notes and bonds(3)                  513,588      23,669     185,969      22,721      21,018      44,498      47,634      43,078      16,415      10,247      16,625      22,565      59,148 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                20,500         945       7,423         907         839       1,776       1,901       1,719         655         409         664         901       2,361 
      Loans                                      208           0           0           0           0           0           5          53          50          64          18           9           8 
Items in process of collection                10,357         408         613         943       1,349         623       1,022         883         139         565         504         799       2,510 
Bank premises                                  2,046         118         215          56         156         173         231         207          94         114         224         260         198 
Other assets(5)                               38,971       1,311      12,150       3,243       2,219       7,205       3,356       2,554         790         733         784       1,037       3,589 
Interdistrict settlement account                   0     - 3,623     + 1,165     +   167     - 3,126     +   376     + 5,898     + 1,261     +   298     -   964     + 1,247     -   853     - 1,845 
          Total Assets                       876,852      36,183     312,816      40,891      34,417      79,757      87,145      74,218      27,742      16,967      29,506      37,699      99,510 
 
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 July 11, 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             982,532      37,626     349,122      40,931      36,959      80,341     108,087      80,717      29,271      17,249      30,431      57,584     114,213 
  Less: notes held by F.R. Banks              202,641       4,942      65,992       7,164       8,548      14,666      29,213      13,722       3,596       2,664       3,488      23,686      24,959 
    Federal Reserve notes, net                779,891      32,684     283,130      33,766      28,411      65,676      78,874      66,996      25,675      14,586      26,942      33,898      89,254 
Reverse repurchase agreements (1)              31,296       1,442      11,332       1,385       1,281       2,712       2,903       2,625       1,000         624       1,013       1,375       3,604 
Deposits                                       16,010         398       7,038         550         807       1,345       1,299       1,307         310         272         424         703       1,557 
  Depository institutions                      10,723         394       1,905         544         803       1,220       1,296       1,304         309         271         422         703       1,554 
  U.S. Treasury, general account                4,914           0       4,914           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 95           1          65           5           3          11           3           2           0           1           0           1           3 
  Other                                           277           3         154           1           1         114           0           1           1           0           1           0           0 
Deferred availability cash items               10,767         587         690       1,258       1,416         793         967         978         167         673         520         856       1,862 
Other liabilities and accrued                                                 
  dividends (2)                                 5,697         252       1,760         259         264         751         523         470         222         153         207         274         563 
                                                                    
    Total liabilities                         843,661      35,363     303,950      37,218      32,179      71,277      84,565      72,376      27,374      16,308      29,106      37,106      96,840 
                                                                    
Capital                                                             
Capital paid in                                16,165         388       4,292       1,809       1,101       4,191       1,238         890         173         322         189         279       1,294 
Surplus                                        15,399         396       3,794       1,811       1,087       4,096       1,277         859         166         276         176         213       1,247 
Other capital                                   1,627          36         780          54          51         193          66          93          28          61          35         100         129 
     Total liabilities and capital            876,852      36,183     312,816      40,891      34,417      79,757      87,145      74,218      27,742      16,967      29,506      37,699      99,510 
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
Jul 11, 2007
Federal Reserve notes outstanding          982,532  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   202,641  
      Federal Reserve Notes to be         
         collateralized                    779,891  
Collateral held against Federal Reserve             
   notes                                   779,891  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           766,654  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      811,106  
   Less:face value of securities under    
         reverse repurchase agreements      31,343  
      U.S. Treasury and agency securities  
             eligible to be pledged        779,763  
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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