Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 20, 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 20, 2007
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Federal Reserve Banks
Reserve Bank credit, related items, and
reserve balances of depository institutions at
Averages of daily figures Sep 19, 2007
Wednesday
Week ended
Sep 19, 2007
Change from week ended
Sep 12, 2007 Sep 20, 2006
                                                              
Reserve Bank Credit                                         852,998     -   4,235     +  23,986       853,783 
 Securities held outright                                   779,636     -       3     +  10,749       779,635 
    U.S. Treasury (1)                                       779,636     -       3     +  10,749       779,635 
       Bills (2)                                            267,019             0     -  10,000       267,019 
       Notes and bonds, nominal (2)                         472,142             0     +  10,351       472,142 
       Notes and bonds, inflation-indexed (2)                35,753             0     +   9,734        35,753 
       Inflation compensation (3)                             4,723     -       2     +     664         4,722 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    30,179     -   3,178     +  10,750        32,750 
 Loans to depository institutions                             2,421     -     737     +   2,066         1,359 
    Primary credit                                            2,179     -     753     +   2,168         1,115 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             241     +      15     -     104           244 
 Float                                                          622     -     716     -     218          -133 
 Other Federal Reserve assets                               40,140    +     399    +     638       40,172 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,639     +      14     +     584        38,639 
                                                              
Total factors supplying reserve funds                       904,878     -   4,221     +  24,570       905,663 
                                                                          
Currency in circulation(5)                                  809,915     -   3,036     +  17,420       810,587 
Reverse repurchase agreements (6)                            35,735     +   1,444     +   8,238        36,225 
   Foreign official and international accounts               35,735     +   1,444     +   8,238        36,225 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          339     -       3     +     174           333 
Deposits with F.R.Banks, other than reserve balances         12,432     +     702     -   1,034        11,419 
  U.S. Treasury, general account                              5,416     +     661     -     697         4,455 
  Foreign official                                              105     +       8     +      16            98 
  Service-related                                             6,653     +      41     -     316         6,653 
     Required clearing balances                               6,653     +      41     -     316         6,653 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         258     -       7     -      36           213 
Other liabilities and capital                                40,897     -     167     +   4,958        40,362 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  899,317     -   1,061     +  29,755       898,925 
                                                              
Reserve balances with Federal Reserve Banks                   5,561     -   3,160     -   5,185         6,738 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,987,499     +   6,178     + 314,060     1,995,252 
     U.S. Treasury                                        1,210,997     +   3,855     +  78,514     1,216,199 
     Federal agency                                         776,502     +   2,322     + 235,546       779,052 
  Securities lent to dealers                                  2,177     -   3,342     +   1,646         2,613 
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 19, 2007
Wednesday
Sep 12, 2007
Wednesday
Sep 20, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,090         +      41         +     253 
Securities, repurchase agreements, and loans                    813,744         -  18,279         +  29,486 
   Securities held outright                                     779,635         -       3         +  10,740 
      U.S. Treasury (1)                                         779,635         -       3         +  10,740 
         Bills (2)                                              267,019                 0         -  10,000 
         Notes and bonds, nominal (2)                           472,142                 0         +  10,351 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,722         -       2         +     655 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     32,750         -  12,250         +  17,750 
   Loans                                                          1,359         -   6,027         +     996 
Items in process of collection                      (883)         3,282         -     462         -   1,035 
Bank premises                                                     2,086         +       4         +     198 
Other assets (5)                                                 38,146         +      75         +     491 
      Total assets                                  (883)       871,586         -  18,620         +  29,395 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  773,367         -   2,040         +  17,697 
Reverse repurchase agreements (6)                                36,225         +   2,735         +   7,726 
Deposits                                              (0)        18,218         -  19,002         +     563 
  Depository institutions                                        13,452         -  18,229         +   1,375 
  U.S. Treasury, general account                                  4,455         -     733         -     761 
  Foreign official                                                   98         +       1         +      13 
  Other                                               (0)           213         -      41         -      63 
Deferred availability cash items                    (883)         3,414         +      18         -   1,287 
Other liabilities and accrued dividends (7)                       6,033         -      55         +     588 
      Total liabilities                             (883)       837,257         -  18,344         +  25,287 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,968         -       6         +   1,911 
Surplus                                                          15,425         +       1         +   2,524 
Other capital accounts                                            1,936         -     271         -     326 
      Total capital                                              34,329         -     276         +   4,109 
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 19, 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           1,353        50,839    +   5,769             0            0        32,750        36,225
16 days to 90 days           6       157,527    -   5,360             0            0             0             0
91 days to 1 year            0       173,753    +   1,057             0            0      ------       ------   
Over 1 to 5 years     ------         235,828    -   1,468             0            0      ------       ------   
Over 5 to 10 years    ------          75,489            0             0            0      ------       ------   
Over 10 years         ------          86,199    -       1             0            0      ------       ------   
           
All                      1,359       779,635    -       3             0            0        32,750       36,225 
 
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 19, 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                                           1,090          29          63          73         100         116         156         120          46          40          82         122         143 
Securities, repurchase agreements,                                 
      and loans                              813,744      37,439     294,712      35,949      33,245      70,937      75,349      68,188      26,018      16,278      26,351      35,702      93,574 
   Securities held outright                  779,635      35,930     282,304      34,491      31,905      67,549      72,309      65,393      24,918      15,555      25,237      34,255      89,788 
      U.S. Treasury (1)                      779,635      35,930     282,304      34,491      31,905      67,549      72,309      65,393      24,918      15,555      25,237      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)                  512,617      23,624     185,617      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)                32,750       1,509      11,859       1,449       1,340       2,838       3,037       2,747       1,047         653       1,060       1,439       3,772 
      Loans                                    1,359           0         550           9           0         550           2          47          53          70          54           9          15 
Items in process of collection                 4,165         151        -123         384         455         279         961         302         504         238         260         254         499 
Bank premises                                  2,086         119         217          57         155         176         230         206         102         114         244         259         207 
Other assets(5)                               38,146       1,264      11,787       3,252       2,207       7,252       3,230       2,466         771         712         748         983       3,475 
Interdistrict settlement account                   0     - 4,331     + 7,824     -   980     - 1,501     + 2,519     + 3,667     +     1     -   521     - 1,515     +   742     - 2,770     - 3,133 
          Total Assets                       872,469      35,236     319,406      39,273      35,193      82,295      84,876      72,398      27,317      16,102      28,828      35,260      96,286 
 
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 19, 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             998,826      37,080     361,844      40,896      38,171      81,466     111,271      79,945      29,196      17,203      30,109      57,842     113,801 
  Less: notes held by F.R. Banks              225,459       5,901      73,349       8,149       8,914      15,077      34,660      14,936       4,162       3,213       3,840      25,870      27,389 
    Federal Reserve notes, net                773,367      31,179     288,494      32,747      29,257      66,390      76,612      65,009      25,034      13,990      26,270      31,972      86,413 
Reverse repurchase agreements (1)              36,225       1,669      13,117       1,603       1,482       3,139       3,360       3,038       1,158         723       1,173       1,592       4,172 
Deposits                                       18,218         520       7,072         490       1,635       2,229       1,353       1,661         277         237         406         594       1,744 
  Depository institutions                      13,452         518       2,394         486       1,630       2,165       1,349       1,659         276         236         404         593       1,741 
  U.S. Treasury, general account                4,455           0       4,455           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 98           1          68           5           3          11           3           2           0           1           0           1           3 
  Other                                           213           1         155           0           1          53           0           0           1           0           1           0           0 
Deferred availability cash items                4,297         261          99         513         519         302         439         354         253         278         373         217         689 
Other liabilities and accrued                                                 
  dividends (2)                                 6,033         268       1,830         281         275         877         554         485         224         156         210         284         587 
                                                                    
    Total liabilities                         838,140      33,898     310,611      35,634      33,168      72,937      82,316      70,549      26,947      15,384      28,431      34,658      93,606 
                                                                    
Capital                                                             
Capital paid in                                16,968         847       4,289       1,809         917       4,661       1,229         904         176         353         190         287       1,307 
Surplus                                        15,425         396       3,816       1,811       1,087       4,098       1,277         860         167         276         176         214       1,248 
Other capital                                   1,936          94         690          18          21         600          53          85          28          88          31         100         125 
     Total liabilities and capital            872,469      35,236     319,406      39,273      35,193      82,295      84,876      72,398      27,317      16,102      28,828      35,260      96,286 
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 19, 2007
Federal Reserve notes outstanding          998,826  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   225,459  
      Federal Reserve Notes to be         
         collateralized                    773,367  
Collateral held against Federal Reserve             
   notes                                   773,367  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           760,130  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      812,385  
   Less:face value of securities under    
         reverse repurchase agreements      36,276  
      U.S. Treasury and agency securities  
             eligible to be pledged        776,110  
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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