Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  March 09, 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
March 9, 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
Mar 8, 2006
Week ended
Mar 8, 2006
Change from week ended
Mar 1, 2006 Mar 9, 2005
                                                              
Reserve Bank Credit                                         815,376     -   5,382     +  37,845       817,148 
 Securities held outright                                   754,952     +   1,262     +  37,450       755,576 
    U.S. Treasury (1)                                       754,952     +   1,262     +  37,450       755,576 
       Bills (2)                                            274,142             0     +  11,137       274,142 
       Notes and bonds, nominal (2)                         455,470     +   1,235     +  22,374       456,077 
       Notes and bonds, inflation-indexed (2)                22,196             0     +   3,088        22,196 
       Inflation compensation (3)                             3,144     +      26     +     852         3,160 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    25,679     -   3,357     +   4,786        26,500 
 Loans to depository institutions                                62     +      28     +      29            43 
    Primary credit                                               20     +      14     +      15             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              42     +      14     +      13            43 
 Float                                                          848     +     637     +   1,610         1,139 
 Other Federal Reserve assets                               33,835    -   3,952    -   6,031       33,889 
Gold stock                                                   11,044             0     +       2        11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,609     +      14     +      63        36,609 
                                                              
Total factors supplying reserve funds                       865,230     -   5,367     +  37,912       867,001 
                                                                          
Currency in circulation(5)                                  787,851     +     683     +  36,281       789,388 
Reverse repurchase agreements (6)                            24,217     -     430     -   1,414        23,810 
   Foreign official and international accounts               24,217     -     430     -   1,414        23,810 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          187     +       2     -      70           193 
Deposits with F.R.Banks, other than reserve balances         13,527     +      85     -     693        13,311 
  U.S. Treasury, general account                              5,028     -      52     +     724         4,851 
  Foreign official                                               85     +       2     +       2            86 
  Service-related                                             8,144     +     130     -   1,410         8,144 
     Required clearing balances                               8,144     +     130     -   1,410         8,144 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         269     +       4     -      10           230 
Other liabilities and capital                                32,514     +     198     +   4,781        32,117 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  858,296     +     538     +  38,884       858,819 
                                                              
Reserve balances with Federal Reserve Banks                   6,934     -   5,905     -     973         8,182 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,591,706     +  11,870     + 211,377     1,598,592 
     U.S. Treasury                                        1,136,601     +   9,982     +  56,249     1,141,697 
     Federal agency                                         455,106     +   1,889     + 155,129       456,896 
  Securities lent to dealers                                  1,820     -   1,789     +     120         2,539 
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
Mar 8, 2006
Wednesday
Mar 1, 2006
Wednesday
Mar 9, 2005
Assets                                               
Gold certificate account                                         11,040                 0         +       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                820         -       6         +      47 
Securities, repurchase agreements, and loans                    782,119         -     352         +  42,581 
   Securities held outright                                     755,576         +     894         +  38,071 
      U.S. Treasury (1)                                         755,576         +     894         +  38,071 
         Bills (2)                                              274,142                 0         +  11,137 
         Notes and bonds, nominal (2)                           456,077         +     850         +  22,981 
         Notes and bonds, inflation-indexed (2)                    22,196                 0         +   3,088 
         Inflation compensation (3)                               3,160         +      43         +     864 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     26,500         -   1,250         +   4,500 
   Loans                                                             43         +       5         +      11 
Items in process of collection                    (1,294)         8,111         -      14         +     812 
Bank premises                                                     1,821                 0         +      28 
Other assets (5)                                                 36,207         +     286         -   2,158 
      Total assets                                (1,294)       842,319         -      84         +  41,314 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  753,788         +     760         +  36,382 
Reverse repurchase agreements (6)                                23,810         -     862         -   1,620 
Deposits                                              (0)        25,722         -     177         +   2,583 
  Depository institutions                                        20,556         +     459         +   2,383 
  U.S. Treasury, general account                                  4,851         -     576         +     252 
  Foreign official                                                   86         +       1         +       4 
  Other                                               (0)           230         -      60         -      56 
Deferred availability cash items                  (1,294)         6,882         +      89         -     313 
Other liabilities and accrued dividends (7)                       4,466         +     102         +   1,357 
      Total liabilities                           (1,294)       814,668         -      88         +  38,389 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,730         -       9         +   1,195 
Surplus                                                          12,901                 0         +   1,685 
Other capital accounts                                            1,019         +      13         +      44 
      Total capital                                              27,650         +       4         +   2,923 
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, March 8, 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              11        48,007    -     403             0            0        26,500        23,810
16 days to 90 days          32       174,298    +   6,936             0            0             0             0
91 days to 1 year            0       184,149    -   6,529             0            0      ------       ------   
Over 1 to 5 years     ------         213,951    +     468             0            0      ------       ------   
Over 5 to 10 years    ------          55,355    +     402             0            0      ------       ------   
Over 10 years         ------          79,816    +      20             0            0      ------       ------   
           
All                         43       755,576    +     894             0            0        26,500       23,810 
 
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 March 8, 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                                             820          40          67          49          65          79          98          97          50          32          67          72         104 
Securities, repurchase agreements,                                 
      and loans                              782,119      38,667     326,112      26,804      31,919      57,663      58,455      68,070      23,446      15,785      21,372      37,214      76,611 
   Securities held outright                  755,576      38,658     299,612      26,804      31,919      57,663      58,455      68,043      23,446      15,781      21,371      37,213      76,611 
      U.S. Treasury (1)                      755,576      38,658     299,612      26,804      31,919      57,663      58,455      68,043      23,446      15,781      21,371      37,213      76,611 
         Bills (2)                           274,142      14,026     108,707       9,725      11,581      20,922      21,209      24,688       8,507       5,726       7,754      13,502      27,796 
         Notes and bonds(3)                  481,434      24,632     190,905      17,079      20,338      36,741      37,246      43,355      14,939      10,055      13,617      23,711      48,814 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                26,500           0      26,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                       43          10           0           0           0           0           0          27           0           5           1           1           0 
Items in process of collection                 9,405       1,151         637         431         638         535       2,408         378         273         340         646         484       1,484 
Bank premises                                  1,821         113         206          54         157         152         232         210          70         119          91         260         158 
Other assets(5)                               36,207       1,181      13,486       1,600       2,128       6,451       2,474       2,524         722         665         657         940       3,380 
Interdistrict settlement account                   0     - 4,281     -30,517     + 6,245     +   908     + 8,465     + 8,242     - 1,982     +   637     -   289     + 2,027     - 3,728     +14,274 
          Total Assets                       843,612      37,496     315,221      35,696      36,373      74,328      73,020      70,438      25,595      16,894      25,245      35,888      97,417 
 
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 March 8, 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             912,160      38,842     327,875      39,012      36,987      72,952      87,676      76,810      27,788      17,672      27,551      49,614     109,381 
  Less: notes held by F.R. Banks              158,372       4,867      45,456       7,152       5,341      12,304      21,872      12,711       4,076       2,593       4,631      16,604      20,766 
    Federal Reserve notes, net                753,788      33,976     282,419      31,860      31,646      60,648      65,804      64,099      23,712      15,079      22,921      33,009      88,615 
Reverse repurchase agreements (1)              23,810       1,218       9,442         845       1,006       1,817       1,842       2,144         739         497         673       1,173       2,414 
Deposits                                       25,722         817      13,159         504         867       3,179       1,785       1,544         497         318         555         706       1,791 
  Depository institutions                      20,556         810       8,089         501         864       3,111       1,782       1,541         496         317         554         705       1,787 
  U.S. Treasury, general account                4,851           0       4,851           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 86           1          57           2           3          11           3           3           0           1           1           0           4 
  Other                                           230           7         163           0           0          57           0           1           1           0           1           0           0 
Deferred availability cash items                8,175         573       1,003         792         600         695       1,119         439         178         383         583         384       1,428 
Other liabilities and accrued                                                 
  dividends (2)                                 4,466         237       1,566         183         217         429         366         407         163         119         140         224         415 
                                                                    
    Total liabilities                         815,962      36,822     307,589      34,183      34,336      66,768      70,916      68,632      25,289      16,396      24,872      35,496      94,663 
                                                                    
Capital                                                             
Capital paid in                                13,730         323       3,695         750         999       3,945       1,035         877         144         244         178         188       1,352 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,019          34         253          20          23         307         177          53          18          10          19          52          53 
     Total liabilities and capital            843,612      37,496     315,221      35,696      36,373      74,328      73,020      70,438      25,595      16,894      25,245      35,888      97,417 
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
Mar 8, 2006
Federal Reserve notes outstanding          912,160  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   158,372  
      Federal Reserve Notes to be         
         collateralized                    753,788  
Collateral held against Federal Reserve             
   notes                                   753,788  
   Gold certificate account                 11,040  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           740,548  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      782,076  
   Less:face value of securities under    
         reverse repurchase agreements      23,840  
      U.S. Treasury and agency securities  
             eligible to be pledged        758,235  
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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