Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 06, 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
September 6, 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
Sep 5, 2007
Week ended
Sep 5, 2007
Change from week ended
Aug 29, 2007 Sep 6, 2006
                                                              
Reserve Bank Credit                                         856,617     +   6,632     +  24,448       855,927 
 Securities held outright                                   779,641     -   4,989     +  12,890       779,640 
    U.S. Treasury (1)                                       779,641     -   4,989     +  12,890       779,640 
       Bills (2)                                            267,019     -   5,000     -  10,000       267,019 
       Notes and bonds, nominal (2)                         472,142             0     +  12,447       472,142 
       Notes and bonds, inflation-indexed (2)                35,753             0     +   9,734        35,753 
       Inflation compensation (3)                             4,728     +      11     +     709         4,727 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    37,000     +  12,429     +  10,643        35,000 
 Loans to depository institutions                             1,341     -     236     +     996         1,338 
    Primary credit                                            1,103     -     212     +   1,100         1,106 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             238     -      24     -     103           232 
 Float                                                         -351     -     355     -     194           726 
 Other Federal Reserve assets                               38,985    -     218    +     112       39,222 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,611     +      14     +     586        38,611 
                                                              
Total factors supplying reserve funds                       908,469     +   6,646     +  25,033       907,779 
                                                                          
Currency in circulation(5)                                  814,941     +   5,059     +  16,438       815,917 
Reverse repurchase agreements (6)                            34,931     +   4,043     +   7,880        35,098 
   Foreign official and international accounts               34,931     +   4,043     +   7,880        35,098 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          331     +      22     +     159           343 
Deposits with F.R.Banks, other than reserve balances         11,697     -     592     -     228        11,440 
  U.S. Treasury, general account                              4,685     -     404     +     154         4,489 
  Foreign official                                               95             0     +       3            97 
  Service-related                                             6,614     -     239     -     177         6,614 
     Required clearing balances                               6,614     -     239     -     177         6,614 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         303     +      51     -     209           241 
Other liabilities and capital                                40,610     -     107     +   4,758        40,411 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  902,510     +   8,425     +  29,006       903,208 
                                                              
Reserve balances with Federal Reserve Banks                   5,959     -   1,778     -   3,973         4,571 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,980,195     +     842     + 299,823     1,981,271 
     U.S. Treasury                                        1,207,179     +   1,807     +  62,532     1,210,459 
     Federal agency                                         773,016     -     965     + 237,291       770,811 
  Securities lent to dealers                                  5,886     +     618     +   2,587         7,170 
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
Sep 5, 2007
Wednesday
Aug 29, 2007
Wednesday
Sep 6, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,017         +       3         +     237 
Securities, repurchase agreements, and loans                    815,979         -   3,765         +  29,124 
   Securities held outright                                     779,640         -   4,997         +  12,883 
      U.S. Treasury (1)                                         779,640         -   4,997         +  12,883 
         Bills (2)                                              267,019         -   5,000         -  10,000 
         Notes and bonds, nominal (2)                           472,142                 0         +  12,447 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,727         +       4         +     702 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     35,000         +   1,250         +  15,250 
   Loans                                                          1,338         -      19         +     990 
Items in process of collection                    (1,739)         5,496         +   2,241         -   7,294 
Bank premises                                                     2,079         +       8         +     197 
Other assets (5)                                                 37,244         -     206         +     275 
      Total assets                                (1,739)       875,052         -   1,719         +  22,540 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  778,661         +   3,475         +  16,464 
Reverse repurchase agreements (6)                                35,098         +   3,888         +   8,220 
Deposits                                              (0)        16,112         -  10,749         -   5,453 
  Depository institutions                                        11,286         -  10,306         -   5,525 
  U.S. Treasury, general account                                  4,489         -     435         +     116 
  Foreign official                                                   97         +       2         -       7 
  Other                                               (0)           241         -       9         -      36 
Deferred availability cash items                  (1,739)         4,770         +   1,548         -   1,648 
Other liabilities and accrued dividends (7)                       6,066         +      60         +     727 
      Total liabilities                           (1,739)       840,707         -   1,779         +  18,310 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,974         +     127         +   1,910 
Surplus                                                          15,424         +       1         +   2,523 
Other capital accounts                                            1,947         -      68         -     204 
      Total capital                                              34,345         +      60         +   4,229 
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, September 5, 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             543        48,105    -   9,869             0            0        35,000        35,098
16 days to 90 days         796       160,127    +   4,011             0            0             0             0
91 days to 1 year            0       172,421    -   2,009             0            0      ------       ------   
Over 1 to 5 years     ------         237,297    +   2,869             0            0      ------       ------   
Over 5 to 10 years    ------          75,489            0             0            0      ------       ------   
Over 10 years         ------          86,201    +       1             0            0      ------       ------   
           
All                      1,338       779,640    -   4,997             0            0        35,000       35,098 
 
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 September 5, 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                                           1,017          26          57          67          95         110         142         118          45          37          76         108         135 
Securities, repurchase agreements,                                 
      and loans                              815,979      37,544     295,534      36,049      33,338      71,132      75,560      68,377      26,093      16,311      26,413      35,804      93,824 
   Securities held outright                  779,640      35,930     282,306      34,492      31,905      67,550      72,310      65,394      24,918      15,556      25,238      34,255      89,788 
      U.S. Treasury (1)                      779,640      35,930     282,306      34,492      31,905      67,550      72,310      65,394      24,918      15,556      25,238      34,255      89,788 
         Bills (2)                           267,019      12,306      96,687      11,813      10,927      23,135      24,765      22,397       8,534       5,328       8,644      11,732      30,752 
         Notes and bonds(3)                  512,621      23,625     185,619      22,679      20,978      44,415      47,545      42,997      16,384      10,228      16,594      22,523      59,037 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                35,000       1,613      12,673       1,548       1,432       3,032       3,246       2,936       1,119         698       1,133       1,538       4,031 
      Loans                                    1,338           0         555           9           0         550           4          47          56          58          42          11           5 
Items in process of collection                 7,235         357         159         771         831         402         731         693         518         588         479         602       1,105 
Bank premises                                  2,079         119         217          57         155         176         230         206          99         114         244         259         204 
Other assets(5)                               37,244       1,222      11,435       3,298       2,159       7,120       3,171       2,393         719         694         722         945       3,367 
Interdistrict settlement account                   0     - 3,975     + 4,429     -   205     - 2,151     + 2,962     + 4,991     -   110     -   198     - 1,650     +   935     - 2,510     - 2,518 
          Total Assets                       876,791      35,858     316,757      40,575      34,958      82,918      86,108      72,791      27,674      16,327      29,270      35,919      97,637 
 
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 September 5, 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             996,109      37,287     358,610      41,136      38,241      81,516     110,628      80,161      29,287      17,288      30,268      57,794     113,893 
  Less: notes held by F.R. Banks              217,447       5,426      71,666       7,736       8,715      14,598      32,921      14,387       3,812       3,175       3,555      25,491      25,966 
    Federal Reserve notes, net                778,661      31,861     286,945      33,400      29,526      66,918      77,708      65,774      25,475      14,112      26,712      32,303      87,927 
Reverse repurchase agreements (1)              35,098       1,618      12,709       1,553       1,436       3,041       3,255       2,944       1,122         700       1,136       1,542       4,042 
Deposits                                       16,112         466       6,086         830         813       2,400       1,329       1,091         308         227         396         633       1,534 
  Depository institutions                      11,286         458       1,365         825         810       2,325       1,326       1,088         307         226         394         632       1,531 
  U.S. Treasury, general account                4,489           0       4,489           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 97           1          66           5           3          11           3           2           0           1           0           1           3 
  Other                                           241           7         166           0           0          65           0           0           1           0           1           0           0 
Deferred availability cash items                6,509         375         247         868         835         441         678         649         170         417         409         556         865 
Other liabilities and accrued                                                 
  dividends (2)                                 6,066         271       1,842         279         274         865         578         485         225         154         219         284         590 
                                                                    
    Total liabilities                         842,446      34,590     307,828      36,930      32,884      73,666      83,547      70,943      27,300      15,610      28,872      35,318      94,957 
                                                                    
Capital                                                             
Capital paid in                                16,974         847       4,288       1,808         917       4,676       1,230         897         176         353         189         287       1,306 
Surplus                                        15,424         396       3,816       1,811       1,087       4,098       1,277         860         167         276         176         214       1,248 
Other capital                                   1,947          25         825          25          70         480          54          91          32          87          33          99         126 
     Total liabilities and capital            876,791      35,858     316,757      40,575      34,958      82,918      86,108      72,791      27,674      16,327      29,270      35,919      97,637 
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
Sep 5, 2007
Federal Reserve notes outstanding          996,109  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   217,447  
      Federal Reserve Notes to be         
         collateralized                    778,661  
Collateral held against Federal Reserve             
   notes                                   778,661  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           765,425  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      814,640  
   Less:face value of securities under    
         reverse repurchase agreements      35,153  
      U.S. Treasury and agency securities  
             eligible to be pledged        779,488  
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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