Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  August 30, 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
August 30, 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
Aug 29, 2007
Week ended
Aug 29, 2007
Change from week ended
Aug 22, 2007 Aug 30, 2006
                                                              
Reserve Bank Credit                                         849,988     -   1,708     +  21,262       859,211 
 Securities held outright                                   784,630     -   4,983     +  19,232       784,637 
    U.S. Treasury (1)                                       784,630     -   4,983     +  19,232       784,637 
       Bills (2)                                            272,019     -   5,000     -   5,000       272,019 
       Notes and bonds, nominal (2)                         472,142             0     +  13,782       472,142 
       Notes and bonds, inflation-indexed (2)                35,753             0     +   9,734        35,753 
       Inflation compensation (3)                             4,717     +      18     +     716         4,723 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    24,571     +   1,964     +     178        33,750 
 Loans to depository institutions                             1,577     +      36     +   1,165         1,357 
    Primary credit                                            1,315     +     115     +   1,263         1,101 
    Secondary credit                                              0     -      85             0             0 
    Seasonal credit                                             262     +       6     -      99           257 
 Float                                                            7     +     762     +     229            33 
 Other Federal Reserve assets                               39,203    +     513    +     457       39,434 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,633     +      14     +     608        38,633 
                                                              
Total factors supplying reserve funds                       901,862     -   1,694     +  21,870       911,086 
                                                                          
Currency in circulation(5)                                  809,918     -   1,166     +  16,380       812,481 
Reverse repurchase agreements (6)                            30,888     -     463     +   5,120        31,210 
   Foreign official and international accounts               30,888     -     463     +   5,120        31,210 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          309     +      29     +     139           329 
Deposits with F.R.Banks, other than reserve balances         12,289     +      55     -     140        12,122 
  U.S. Treasury, general account                              5,089     +     247     -       6         4,924 
  Foreign official                                               95     -       4     +       5            95 
  Service-related                                             6,853     -       5     -     127         6,853 
     Required clearing balances                               6,853     -       2     -     127         6,853 
     Adjustments to compensate for float                          0     -       3             0             0 
  Other                                                         252     -     182     -      11           250 
Other liabilities and capital                                40,717     +     274     +   5,075        40,291 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  894,122     -   1,270     +  26,575       896,434 
                                                              
Reserve balances with Federal Reserve Banks                   7,741     -     423     -   4,704        14,652 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,979,353     -   7,058     + 300,473     1,982,579 
     U.S. Treasury                                        1,205,372     -  13,458     +  61,554     1,206,794 
     Federal agency                                         773,981     +   6,399     + 238,919       775,785 
  Securities lent to dealers                                  5,268     +     187     +     999         8,567 
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
Aug 29, 2007
Wednesday
Aug 22, 2007
Wednesday
Aug 30, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,014         -       3         +     233 
Securities, repurchase agreements, and loans                    819,744         +   8,863         +  22,064 
   Securities held outright                                     784,637         -   4,982         +  17,899 
      U.S. Treasury (1)                                         784,637         -   4,982         +  17,899 
         Bills (2)                                              272,019         -   5,000         -   5,000 
         Notes and bonds, nominal (2)                           472,142                 0         +  12,447 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,723         +      17         +     717 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     33,750         +  14,750         +   3,500 
   Loans                                                          1,357         -     905         +     664 
Items in process of collection                      (716)         3,255         +     600         -     805 
Bank premises                                                     2,071         +       3         +     194 
Other assets (5)                                                 37,450         +     555         +     279 
      Total assets                                  (716)       876,771         +  10,018         +  21,965 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  775,186         +     646         +  15,180 
Reverse repurchase agreements (6)                                31,210         +   1,254         +   5,126 
Deposits                                              (0)        26,861         +   8,092         -   1,970 
  Depository institutions                                        21,592         +   8,510         -   1,976 
  U.S. Treasury, general account                                  4,924         -     405         +       5 
  Foreign official                                                   95                 0         +       6 
  Other                                               (0)           250         -      13         -       5 
Deferred availability cash items                    (716)         3,222         +      34         -   1,240 
Other liabilities and accrued dividends (7)                       6,006         -      24         +     676 
      Total liabilities                             (716)       842,486         +  10,003         +  17,772 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,847         +       6         +   1,787 
Surplus                                                          15,423         +      11         +   2,522 
Other capital accounts                                            2,015         -       1         -     116 
      Total capital                                              34,285         +      15         +   4,193 
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, August 29, 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             257        57,974    -     686             0            0        33,750        31,210
16 days to 90 days       1,100       156,116    -   5,490             0            0             0             0
91 days to 1 year            0       174,430    +   1,176             0            0      ------       ------   
Over 1 to 5 years     ------         234,428    +       7             0            0      ------       ------   
Over 5 to 10 years    ------          75,489    +       3             0            0      ------       ------   
Over 10 years         ------          86,200    +       8             0            0      ------       ------   
           
All                      1,357       784,637    -   4,982             0            0        33,750       31,210 
 
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 August 29, 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                                           1,014          26          56          67          95         108         138         120          46          37          76         111         134 
Securities, repurchase agreements,                                 
      and loans                              819,744      37,716     296,886      36,214      33,491      71,457      75,909      68,689      26,220      16,400      26,532      35,968      94,262 
   Securities held outright                  784,637      36,161     284,115      34,713      32,110      67,983      72,773      65,813      25,078      15,655      25,399      34,474      90,364 
      U.S. Treasury (1)                      784,637      36,161     284,115      34,713      32,110      67,983      72,773      65,813      25,078      15,655      25,399      34,474      90,364 
         Bills (2)                           272,019      12,536      98,497      12,034      11,132      23,568      25,229      22,816       8,694       5,427       8,805      11,952      31,327 
         Notes and bonds(3)                  512,618      23,624     185,618      22,678      20,978      44,414      47,544      42,997      16,384      10,228      16,594      22,523      59,036 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                33,750       1,555      12,221       1,493       1,381       2,924       3,130       2,831       1,079         673       1,093       1,483       3,887 
      Loans                                    1,357           0         550           8           0         550           5          46          64          72          40          11          12 
Items in process of collection                 3,971         153          64         416         341         208         318         848          92         221         291         232         788 
Bank premises                                  2,071         119         218          57         155         175         230         207         100         114         234         260         203 
Other assets(5)                               37,450       1,233      11,527       3,309       2,170       7,129       3,179       2,410         718         699         726         955       3,393 
Interdistrict settlement account                   0     - 4,589     + 7,993     -   888     - 1,510     + 2,131     + 5,023     - 1,307     -   236     - 1,659     +   642     - 2,716     - 2,885 
          Total Assets                       877,487      35,222     321,671      39,713      35,274      82,223      86,079      72,082      27,336      16,046      28,903      35,522      97,416 
 
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 August 29, 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             994,749      37,329     356,820      41,156      38,189      81,475     110,818      80,201      29,326      17,304      30,293      57,858     113,980 
  Less: notes held by F.R. Banks              219,562       5,656      71,216       7,813       8,978      15,137      32,606      14,664       3,991       3,234       3,713      25,681      26,874 
    Federal Reserve notes, net                775,186      31,673     285,603      33,343      29,211      66,337      78,212      65,536      25,335      14,070      26,581      32,177      87,107 
Reverse repurchase agreements (1)              31,210       1,438      11,301       1,381       1,277       2,704       2,895       2,618         998         623       1,010       1,371       3,594 
Deposits                                       26,861         828      13,761         489       1,608       2,872       1,467       1,241         331         240         481         737       2,807 
  Depository institutions                      21,592         825       8,603         484       1,604       2,786       1,463       1,238         330         239         479         737       2,804 
  U.S. Treasury, general account                4,924           0       4,924           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                                           250           2         169           0           1          76           0           1           1           0           1           0           0 
Deferred availability cash items                3,938         204          82         563         596         254         366         347          80         252         225         348         621 
Other liabilities and accrued                                                 
  dividends (2)                                 6,006         262       1,834         278         276         854         562         483         221         157         207         284         587 
                                                                    
    Total liabilities                         843,201      34,405     312,580      36,053      32,970      73,021      83,501      70,226      26,965      15,341      28,504      34,917      94,717 
                                                                    
Capital                                                             
Capital paid in                                16,847         388       4,406       1,808       1,136       4,676       1,229         897         176         350         189         287       1,306 
Surplus                                        15,423         396       3,816       1,811       1,087       4,097       1,277         860         167         276         176         214       1,248 
Other capital                                   2,015          34         869          41          82         429          71          99          29          78          34         103         145 
     Total liabilities and capital            877,487      35,222     321,671      39,713      35,274      82,223      86,079      72,082      27,336      16,046      28,903      35,522      97,416 
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
Aug 29, 2007
Federal Reserve notes outstanding          994,749  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   219,562  
      Federal Reserve Notes to be         
         collateralized                    775,186  
Collateral held against Federal Reserve             
   notes                                   775,186  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           761,949  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      818,387  
   Less:face value of securities under    
         reverse repurchase agreements      31,249  
      U.S. Treasury and agency securities  
             eligible to be pledged        787,137  
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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