Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  August 24, 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
August 24, 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
Aug 23, 2006
Week ended
Aug 23, 2006
Change from week ended
Aug 16, 2006 Aug 24, 2005
                                                              
Reserve Bank Credit                                         825,027     -   4,209     +  33,601       823,337 
 Securities held outright                                   764,850     +      13     +  36,297       764,855 
    U.S. Treasury (1)                                       764,850     +      13     +  36,297       764,855 
       Bills (2)                                            277,019             0     +   9,690       277,019 
       Notes and bonds, nominal (2)                         457,826             0     +  18,921       457,826 
       Notes and bonds, inflation-indexed (2)                26,019             0     +   6,486        26,019 
       Inflation compensation (3)                             3,987     +      13     +   1,202         3,992 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    21,536     -   1,893     -   3,571        19,750 
 Loans to depository institutions                               348     +       1     +      15           367 
    Primary credit                                                7     -       1     -       9            10 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             341     +       2     +      24           357 
 Float                                                         -274     +      82     +     261          -320 
 Other Federal Reserve assets                               38,567    -   2,413    +     598       38,685 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,088     +      14     +   1,659        38,088 
                                                              
Total factors supplying reserve funds                       876,356     -   4,195     +  35,260       874,666 
                                                                          
Currency in circulation(5)                                  793,326     -   1,140     +  30,569       793,914 
Reverse repurchase agreements (6)                            27,503     -   1,390     +   3,466        26,553 
   Foreign official and international accounts               27,503     -   1,390     +   3,466        26,553 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          159     -       1     -      94           170 
Deposits with F.R.Banks, other than reserve balances         12,708     +     387     -   1,597        12,333 
  U.S. Treasury, general account                              4,997     +     250     -     184         4,943 
  Foreign official                                               89             0     +       2            90 
  Service-related                                             6,982     -     219     -   1,739         6,982 
     Required clearing balances                               6,982     -     219     -   1,739         6,982 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         640     +     355     +     324           318 
Other liabilities and capital                                35,597     +     216     +   4,810        35,210 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  869,294     -   1,926     +  37,156       868,181 
                                                              
Reserve balances with Federal Reserve Banks                   7,062     -   2,269     -   1,896         6,485 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,670,373     +   3,165     + 204,571     1,676,125 
     U.S. Treasury                                        1,139,087     +   1,223     +  42,910     1,142,527 
     Federal agency                                         531,286     +   1,942     + 161,661       533,598 
  Securities lent to dealers                                  1,228     -   1,250     -     589         1,465 
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
Aug 23, 2006
Wednesday
Aug 16, 2006
Wednesday
Aug 24, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                776         +       7         +     126 
Securities, repurchase agreements, and loans                    784,972         -   5,481         +  29,047 
   Securities held outright                                     764,855         +      13         +  35,276 
      U.S. Treasury (1)                                         764,855         +      13         +  35,276 
         Bills (2)                                              277,019                 0         +   9,511 
         Notes and bonds, nominal (2)                           457,826                 0         +  18,074 
         Notes and bonds, inflation-indexed (2)                    26,019                 0         +   6,486 
         Inflation compensation (3)                               3,992         +      13         +   1,206 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     19,750         -   5,500         -   6,250 
   Loans                                                            367         +       6         +      21 
Items in process of collection                      (970)         4,260         +     247         -   1,228 
Bank premises                                                     1,877         +       7         +      45 
Other assets (5)                                                 36,714         +     343         +     319 
      Total assets                                  (970)       841,837         -   4,876         +  28,310 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  756,769         -   1,558         +  28,839 
Reverse repurchase agreements (6)                                26,553         -     956         +   2,439 
Deposits                                              (0)        18,725         -   2,197         -   6,323 
  Depository institutions                                        13,373         -   2,740         -   6,696 
  U.S. Treasury, general account                                  4,943         +     500         +     340 
  Foreign official                                                   90         +       2         +      10 
  Other                                               (0)           318         +      41         +      22 
Deferred availability cash items                    (970)         4,580         -     225         -   1,246 
Other liabilities and accrued dividends (7)                       5,252         +      72         +   1,684 
      Total liabilities                             (970)       811,878         -   4,865         +  25,391 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,047         +      17         +   1,606 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,011         -      28         +      42 
      Total capital                                              29,959         -      11         +   2,919 
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, August 23, 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             325        63,576    +     673             0            0        19,750        26,553
16 days to 90 days          42       165,659    +   6,656             0            0             0             0
91 days to 1 year            0       183,512    -   7,327             0            0      ------       ------   
Over 1 to 5 years     ------         211,118    +       3             0            0      ------       ------   
Over 5 to 10 years    ------          59,710    +   1,559             0            0      ------       ------   
Over 10 years         ------          81,279    -   1,551             0            0      ------       ------   
           
All                        367       764,855    +      13             0            0        19,750       26,553 
 
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 August 23, 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                      11,037         486       4,139         463         446         853       1,023         947         328         211         324         575       1,242 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             776          24          45          39          72          73         105          95          39          30          56          80         118 
Securities, repurchase agreements,                                 
      and loans                              784,972      36,498     302,844      33,207      33,026      63,538      64,045      70,318      24,367      15,670      22,445      34,332      84,682 
   Securities held outright                  764,855      36,498     283,094      33,207      33,026      63,537      64,031      70,229      24,301      15,549      22,397      34,326      84,662 
      U.S. Treasury (1)                      764,855      36,498     283,094      33,207      33,026      63,537      64,031      70,229      24,301      15,549      22,397      34,326      84,662 
         Bills (2)                           277,019      13,219     102,532      12,027      11,962      23,012      23,191      25,436       8,801       5,632       8,112      12,432      30,663 
         Notes and bonds(3)                  487,836      23,279     180,562      21,180      21,065      40,525      40,840      44,793      15,499       9,917      14,285      21,894      53,999 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                19,750           0      19,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      367           0           0           0           0           1          14          89          67         121          48           6          20 
Items in process of collection                 5,230         252         143         931         340         318         578         229         167         254         485         345       1,189 
Bank premises                                  1,877         113         207          57         157         157         231         209          73         117         122         259         175 
Other assets(5)                               36,714       1,141      13,260       1,749       2,199       6,781       2,552       2,569         712         670         670         873       3,538 
Interdistrict settlement account                   0     - 1,075     + 3,799     +   709     -   373     + 2,523     + 5,487     - 9,809     -   816     -   374     + 1,357     - 1,696     +   266 
          Total Assets                       842,807      37,554     325,310      37,238      35,971      74,390      74,187      64,769      24,942      16,607      25,526      34,866      91,444 
 
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 August 23, 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             931,760      38,016     349,122      39,357      37,162      73,354      93,593      73,287      27,142      17,146      27,254      50,170     106,158 
  Less: notes held by F.R. Banks              174,991       3,852      50,028       7,601       6,352      13,361      26,489      14,698       4,161       2,374       4,050      18,259      23,765 
    Federal Reserve notes, net                756,769      34,164     299,094      31,756      30,810      59,993      67,104      58,589      22,981      14,772      23,203      31,911      82,393 
Reverse repurchase agreements (1)              26,553       1,267       9,828       1,153       1,147       2,206       2,223       2,438         844         540         778       1,192       2,939 
Deposits                                       18,725         686       6,914         471         923       3,180       1,518       1,230         475         272         511         767       1,777 
  Depository institutions                      13,373         680       1,734         469         916       3,041       1,514       1,227         472         271         510         767       1,772 
  U.S. Treasury, general account                4,943           0       4,943           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 90           1          61           2           3          11           3           3           0           1           1           0           4 
  Other                                           318           5         176           0           4         129           0           0           2           0           1           0           0 
Deferred availability cash items                5,550         383         100         800         571         459         704         267         124         388         497         289         970 
Other liabilities and accrued                                                 
  dividends (2)                                 5,252         261       1,778         247         253         499         449         482         192         138         172         247         534 
                                                                    
    Total liabilities                         812,848      36,761     317,715      34,427      33,703      66,337      71,997      63,006      24,615      16,109      25,161      34,406      88,612 
                                                                    
Capital                                                             
Capital paid in                                15,047         383       3,688       1,745       1,126       4,017       1,072         841         155         243         174         214       1,387 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,011          94         222         322         128         728         225          46          29          10          16          94          96 
     Total liabilities and capital            842,807      37,554     325,310      37,238      35,971      74,390      74,187      64,769      24,942      16,607      25,526      34,866      91,444 
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
Aug 23, 2006
Federal Reserve notes outstanding          931,760  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   174,991  
      Federal Reserve Notes to be         
         collateralized                    756,769  
Collateral held against Federal Reserve             
   notes                                   756,769  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           743,532  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      784,605  
   Less:face value of securities under    
         reverse repurchase agreements      26,591  
      U.S. Treasury and agency securities  
             eligible to be pledged        758,014  
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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