Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 15, 2005
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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
December 15, 2005
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
Dec 14, 2005
Week ended
Dec 14, 2005
Change from week ended
Dec 7, 2005 Dec 15, 2004
                                                              
Reserve Bank Credit                                         811,624     -   2,020     +  28,964       813,567 
 Securities held outright                                   744,185     +      10     +  26,596       744,189 
    U.S. Treasury (1)                                       744,185     +      10     +  26,596       744,189 
       Bills (2)                                            271,270             0     +   8,472       271,270 
       Notes and bonds, nominal (2)                         449,595             0     +  13,166       449,595 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   3,875        19,983 
       Inflation compensation (3)                             3,337     +      11     +   1,083         3,341 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    27,179     -   3,714     +   2,358        28,250 
 Loans to depository institutions                                81     -       5     +      20            89 
    Primary credit                                               11     -       6     +       6            12 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              70     +       1     +      14            77 
 Float                                                        2,046     +   1,080     +   2,292         2,361 
 Other Federal Reserve assets                               38,133    +     609    -   2,302       38,678 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,513     +      14     +      78        36,513 
                                                              
Total factors supplying reserve funds                       861,378     -   2,006     +  29,040       863,321 
                                                                          
Currency in circulation(5)                                  779,342     +   1,276     +  28,194       782,179 
Reverse repurchase agreements (6)                            25,172     -   3,628     -   2,290        26,575 
   Foreign official and international accounts               25,172     -   3,628     -   2,290        26,575 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          199     -       5     -      78           198 
Deposits with F.R.Banks, other than reserve balances         14,563     +     523     -     603        14,122 
  U.S. Treasury, general account                              5,396     +     464     +     349         4,990 
  Foreign official                                               99     +      17     +      12            84 
  Service-related                                             8,804     +      70     -     968         8,804 
     Required clearing balances                               8,804     +      70     -     958         8,804 
     Adjustments to compensate for float                          0             0     -      11             0 
  Other                                                         265     -      28     +       6           244 
Other liabilities and capital                                33,108     +     983     +   7,425        32,791 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  852,384     -     851     +  32,648       855,865 
                                                              
Reserve balances with Federal Reserve Banks                   8,994     -   1,155     -   3,608         7,456 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,510,484     -     890     + 184,395     1,510,793 
     U.S. Treasury                                        1,103,050     -   2,318     +  45,913     1,102,760 
     Federal agency                                         407,433     +   1,427     + 138,481       408,033 
  Securities lent to dealers                                  3,820     +     484     +     848         2,115 
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
Dec 14, 2005
Wednesday
Dec 7, 2005
Wednesday
Dec 15, 2004
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                711         +      16         -      12 
Securities, repurchase agreements, and loans                    772,528         -   3,770         +  26,061 
   Securities held outright                                     744,189         +      10         +  26,528 
      U.S. Treasury (1)                                         744,189         +      10         +  26,528 
         Bills (2)                                              271,270                 0         +   8,409 
         Notes and bonds, nominal (2)                           449,595                 0         +  13,166 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   3,875 
         Inflation compensation (3)                               3,341         +      11         +   1,079 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     28,250         -   3,750         -     500 
   Loans                                                             89         -      30         +      33 
Items in process of collection                    (1,058)         8,528         +     425         +   1,093 
Bank premises                                                     1,848         -       1         +      86 
Other assets (5)                                                 36,810         +   1,042         -   2,122 
      Total assets                                (1,058)       833,661         -   2,290         +  25,103 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  746,571         +   3,075         +  29,060 
Reverse repurchase agreements (6)                                26,575         -   1,217         -   1,271 
Deposits                                              (0)        21,546         -   4,080         -   8,955 
  Depository institutions                                        16,228         -   3,960         -   8,876 
  U.S. Treasury, general account                                  4,990         -      86         -      29 
  Foreign official                                                   84         +       3         -      31 
  Other                                               (0)           244         -      37         -      18 
Deferred availability cash items                  (1,058)         6,179         -     926         -     580 
Other liabilities and accrued dividends (7)                       4,381         +      46         +   1,272 
      Total liabilities                           (1,058)       805,252         -   3,100         +  19,526 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,530         +       7         +   1,890 
Surplus                                                          11,630                 0         +   2,783 
Other capital accounts                                            3,250         +     804         +     905 
      Total capital                                              28,409         +     810         +   5,577 
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, December 14, 2005
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              25        48,464    +      33             0            0        23,250        26,575
16 days to 90 days          64       164,480    +     138             0            0         5,000             0
91 days to 1 year            0       186,613    -     171             0            0      ------       ------   
Over 1 to 5 years     ------         210,735    +       5             0            0      ------       ------   
Over 5 to 10 years    ------          56,694    +       2             0            0      ------       ------   
Over 10 years         ------          77,204    +       5             0            0      ------       ------   
           
All                         89       744,189    +      10             0            0        28,250       26,575 
 
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 December 14, 2005
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         510       4,355         432         453         836         945         928         327         212         318         549       1,172 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             711          31          47          40          59          66          96          77          36          22          64          70         103 
Securities, repurchase agreements,                                 
      and loans                              772,528      38,075     323,354      26,401      31,438      56,797      57,585      67,046      23,101      15,555      21,068      36,652      75,456 
   Securities held outright                  744,189      38,075     295,097      26,400      31,438      56,794      57,574      67,018      23,093      15,543      21,049      36,652      75,456 
      U.S. Treasury (1)                      744,189      38,075     295,097      26,400      31,438      56,794      57,574      67,018      23,093      15,543      21,049      36,652      75,456 
         Bills (2)                           271,270      13,879     107,568       9,623      11,460      20,702      20,987      24,429       8,418       5,666       7,673      13,360      27,505 
         Notes and bonds(3)                  472,919      24,196     187,529      16,777      19,978      36,092      36,588      42,589      14,675       9,877      13,376      23,292      47,951 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                28,250           0      28,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                       89           0           7           1           0           3          10          28           8          13          19           0           0 
Items in process of collection                 9,586         438         669         446         760         584       1,533         646         231         393         956       1,318       1,612 
Bank premises                                  1,848         109         204          53         158         144         272         209          69         119          86         261         165 
Other assets(5)                               36,810       3,181      13,933       1,110       2,405       4,753       2,076       2,550         884         733         665         959       3,559 
Interdistrict settlement account                   0     - 3,161     -28,486     + 6,122     +   287     + 5,407     + 6,016     +   402     + 1,177     -   253     + 1,173     - 4,376     +15,693 
          Total Assets                       834,720      39,298     314,950      34,687      35,664      68,734      68,687      72,069      25,897      16,813      24,396      35,531      97,994 
 
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 December 14, 2005
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             905,201      39,191     328,439      37,540      36,539      69,743      82,647      76,577      27,392      17,912      27,498      50,551     111,170 
  Less: notes held by F.R. Banks              158,630       4,998      44,130       6,633       5,656      12,743      20,952      11,113       3,698       2,967       5,406      18,068      22,268 
    Federal Reserve notes, net                746,571      34,193     284,310      30,907      30,883      57,000      61,696      65,465      23,695      14,945      22,093      32,484      88,901 
Reverse repurchase agreements (1)              26,575       1,360      10,538         943       1,123       2,028       2,056       2,393         825         555         752       1,309       2,695 
Deposits                                       21,546       1,103      10,044         610         762       1,545       1,785       1,625         644         315         556         736       1,821 
  Depository institutions                      16,228       1,096       4,824         609         757       1,478       1,783       1,622         640         314         554         736       1,817 
  U.S. Treasury, general account                4,990           0       4,990           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 84           5          56           1           4           7           2           3           1           1           1           0           4 
  Other                                           244           2         174           0           1          60           0           1           4           0           1           0           0 
Deferred availability cash items                7,237         650         791         626         522         503         956         359         165         355         488         449       1,372 
Other liabilities and accrued                                                 
  dividends (2)                                 4,381         221       1,493         179         222         507         346         391         155         121         135         212         398 
                                                                    
    Total liabilities                         806,310      37,526     307,176      33,265      33,512      61,584      66,839      70,234      25,483      16,291      24,023      35,190      95,187 
                                                                    
Capital                                                             
Capital paid in                                13,530         316       3,684         744       1,013       3,942         892         876         143         245         175         153       1,346 
Surplus                                        11,630       1,353       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   3,250         102         661         385          74       1,060         441         195          35          22          45          53         179 
     Total liabilities and capital            834,720      39,298     314,950      34,687      35,664      68,734      68,687      72,069      25,897      16,813      24,396      35,531      97,994 
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
Dec 14, 2005
Federal Reserve notes outstanding          905,201  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   158,630  
      Federal Reserve Notes to be         
         collateralized                    746,571  
Collateral held against Federal Reserve             
   notes                                   746,571  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           733,334  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      772,439  
   Less:face value of securities under    
         reverse repurchase agreements      26,640  
      U.S. Treasury and agency securities  
             eligible to be pledged        745,800  
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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