Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  February 02, 2006
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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
February 2, 2006
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
Feb 1, 2006
Week ended
Feb 1, 2006
Change from week ended
Jan 25, 2006 Feb 2, 2005
                                                              
Reserve Bank Credit                                         814,350     +   2,389     +  30,123       813,158 
 Securities held outright                                   748,672     +   2,744     +  30,817       748,840 
    U.S. Treasury (1)                                       748,672     +   2,744     +  30,817       748,840 
       Bills (2)                                            272,837     +       3     +   9,857       272,854 
       Notes and bonds, nominal (2)                         451,671     +   2,282     +  16,528       450,580 
       Notes and bonds, inflation-indexed (2)                20,936     +     505     +   3,542        22,196 
       Inflation compensation (3)                             3,229     -      45     +     892         3,210 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    25,393     -     250     -     928        23,000 
 Loans to depository institutions                                40     +       1     -      21            55 
    Primary credit                                               11     +       1     -      31            30 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              29     +       1     +      10            25 
 Float                                                         -177     -     290     -     241         1,054 
 Other Federal Reserve assets                               40,423    +     184    +     496       40,208 
Gold stock                                                   11,043             0             0        11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,666     +      14     +     232        36,666 
                                                              
Total factors supplying reserve funds                       864,259     +   2,403     +  30,355       863,068 
                                                                          
Currency in circulation(5)                                  781,146     -   1,029     +  34,135       783,830 
Reverse repurchase agreements (6)                            23,811     +     235     -   2,994        23,180 
   Foreign official and international accounts               23,811     +     235     -   2,994        23,180 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          215     +       6     -      57           208 
Deposits with F.R.Banks, other than reserve balances         14,169     -     295     -     260        14,194 
  U.S. Treasury, general account                              5,117     -     197     +      47         5,095 
  Foreign official                                               83     +       1     -      14            83 
  Service-related                                             8,695             0     -     251         8,695 
     Required clearing balances                               8,695             0     -     251         8,695 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         274     -      98     -      42           321 
Other liabilities and capital                                31,486     +      57     +   4,871        30,948 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  850,827     -   1,027     +  35,695       852,360 
                                                              
Reserve balances with Federal Reserve Banks                  13,432     +   3,429     -   5,340        10,708 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,540,038     +   3,168     + 193,543     1,542,207 
     U.S. Treasury                                        1,101,638     -   2,686     +  39,838     1,103,969 
     Federal agency                                         438,400     +   5,854     + 153,705       438,238 
  Securities lent to dealers                                  3,713     +   1,442     +      74         4,448 
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
Feb 1, 2006
Wednesday
Jan 25, 2006
Wednesday
Feb 2, 2005
Assets                                               
Gold certificate account                                         11,040         +       1         +       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                810         +      40         +       4 
Securities, repurchase agreements, and loans                    771,896         +     278         +  29,665 
   Securities held outright                                     748,840         +   2,252         +  30,942 
      U.S. Treasury (1)                                         748,840         +   2,252         +  30,942 
         Bills (2)                                              272,854         +      20         +   9,849 
         Notes and bonds, nominal (2)                           450,580         +     515         +  17,151 
         Notes and bonds, inflation-indexed (2)                    22,196         +   1,765         +   3,088 
         Inflation compensation (3)                               3,210         -      48         +     854 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     23,000         -   2,000         -   1,250 
   Loans                                                             55         +      25         -      28 
Items in process of collection                    (1,482)         8,508         +   2,922         +     562 
Bank premises                                                     1,824         +       1         +      43 
Other assets (5)                                                 38,386         -     236         -   1,980 
      Total assets                                (1,482)       834,663         +   3,004         +  28,295 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  748,178         +   1,725         +  33,929 
Reverse repurchase agreements (6)                                23,180         +   1,489         -   4,692 
Deposits                                              (0)        24,905         -     940         -   4,836 
  Depository institutions                                        19,406         -     717         -   4,773 
  U.S. Treasury, general account                                  5,095         -     171         -       2 
  Foreign official                                                   83         +       2         -      73 
  Other                                               (0)           321         -      53         +      12 
Deferred availability cash items                  (1,482)         7,453         +   1,055         -     503 
Other liabilities and accrued dividends (7)                       4,102         +      66         +   1,268 
      Total liabilities                           (1,482)       807,818         +   3,394         +  25,166 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,558         +       7         +   1,121 
Surplus                                                          12,879         -      22         +   1,883 
Other capital accounts                                              408         -     375         +     125 
      Total capital                                              26,845         -     390         +   3,129 
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, February 1, 2006
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              35        54,102    -   5,245             0            0        23,000        23,180
16 days to 90 days          20       162,842    +   6,692             0            0             0             0
91 days to 1 year            0       186,158    -   2,706             0            0      ------       ------   
Over 1 to 5 years     ------         209,981    +   1,702             0            0      ------       ------   
Over 5 to 10 years    ------          56,647    +      70             0            0      ------       ------   
Over 10 years         ------          79,111    +   1,740             0            0      ------       ------   
           
All                         55       748,840    +   2,252             0            0        23,000       23,180 
 
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 February 1, 2006
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                      11,040         510       4,358         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                                             810          33          56          42          62          89         110          93          46          30          68          75         105 
Securities, repurchase agreements,                                 
      and loans                              771,896      38,318     319,941      26,565      31,635      57,149      57,934      67,452      23,267      15,641      21,184      36,882      75,928 
   Securities held outright                  748,840      38,313     296,941      26,565      31,635      57,149      57,934      67,437      23,237      15,640      21,180      36,882      75,928 
      U.S. Treasury (1)                      748,840      38,313     296,941      26,565      31,635      57,149      57,934      67,437      23,237      15,640      21,180      36,882      75,928 
         Bills (2)                           272,854      13,960     108,196       9,679      11,527      20,823      21,109      24,572       8,467       5,699       7,717      13,438      27,666 
         Notes and bonds(3)                  475,986      24,353     188,745      16,885      20,108      36,326      36,825      42,865      14,770       9,941      13,463      23,443      48,262 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                23,000           0      23,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                       55           5           0           0           0           0           0          16          29           1           4           0           0 
Items in process of collection                 9,989         498         742         537       1,180         518       1,718         360         569         484         731         883       1,770 
Bank premises                                  1,824         112         205          54         157         153         232         210          69         119          88         260         165 
Other assets(5)                               38,386       3,269      14,563       1,145       2,482       4,883       2,178       2,690         943         758         712       1,041       3,724 
Interdistrict settlement account                   0     - 5,178     -31,693     + 4,794     -    54     + 7,406     +11,668     -    51     +   944     -   588     + 1,665     - 3,905     +14,992 
          Total Assets                       836,145      37,678     309,046      33,651      36,019      71,180      74,951      71,894      26,236      16,686      24,832      35,883      98,090 
 
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 February 1, 2006
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             909,157      39,165     326,185      37,272      36,228      71,005      88,380      77,399      27,948      17,775      27,718      49,908     110,171 
  Less: notes held by F.R. Banks              160,979       5,171      47,170       7,405       5,557      12,449      20,861      12,154       3,667       2,894       5,370      17,013      21,268 
    Federal Reserve notes, net                748,178      33,994     279,015      29,868      30,671      58,556      67,519      65,245      24,281      14,880      22,348      32,895      88,904 
Reverse repurchase agreements (1)              23,180       1,186       9,192         822         979       1,769       1,793       2,087         719         484         656       1,142       2,350 
Deposits                                       24,905         980      10,800         563       1,357       2,354       2,162       1,879         561         339         727         798       2,385 
  Depository institutions                      19,406         973       5,476         561       1,353       2,211       2,160       1,876         555         338         726         796       2,381 
  U.S. Treasury, general account                5,095           0       5,095           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 83           5          55           1           4           7           2           3           1           1           1           0           4 
  Other                                           321           1         173           2           0         136           0           1           5           0           1           1           0 
Deferred availability cash items                8,935         667       1,091         738         792         715       1,327         512         221         382         609         517       1,364 
Other liabilities and accrued                                                 
  dividends (2)                                 4,102         223       1,442         166         202         379         335         375         153         111         130         207         380 
                                                                    
    Total liabilities                         809,300      37,050     301,540      32,157      34,001      63,773      73,136      70,099      25,936      16,197      24,471      35,558      95,384 
                                                                    
Capital                                                             
Capital paid in                                13,558         323       3,688         744       1,014       3,944         893         884         144         243         175         153       1,352 
Surplus                                        12,879         304       3,685         744       1,004       3,307         892         876         144         245         175         153       1,349 
Other capital                                     408           0         132           6           0         156          30          35          12           1          11          20           5 
     Total liabilities and capital            836,145      37,678     309,046      33,651      36,019      71,180      74,951      71,894      26,236      16,686      24,832      35,883      98,090 
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
Feb 1, 2006
Federal Reserve notes outstanding          909,157  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   160,979  
      Federal Reserve Notes to be         
         collateralized                    748,178  
Collateral held against Federal Reserve             
   notes                                   748,178  
   Gold certificate account                 11,040  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           734,938  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      771,840  
   Less:face value of securities under    
         reverse repurchase agreements      23,206  
      U.S. Treasury and agency securities  
             eligible to be pledged        748,635  
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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