Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  August 31, 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 31, 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 30, 2006
Week ended
Aug 30, 2006
Change from week ended
Aug 23, 2006 Aug 31, 2005
                                                              
Reserve Bank Credit                                         828,872     +   3,845     +  31,071       836,416 
 Securities held outright                                   765,398     +     548     +  34,698       766,738 
    U.S. Treasury (1)                                       765,398     +     548     +  34,698       766,738 
       Bills (2)                                            277,019             0     +   9,396       277,019 
       Notes and bonds, nominal (2)                         458,360     +     534     +  17,604       459,695 
       Notes and bonds, inflation-indexed (2)                26,019             0     +   6,486        26,019 
       Inflation compensation (3)                             4,001     +      14     +   1,213         4,006 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    24,393     +   2,857     -   4,321        30,250 
 Loans to depository institutions                               412     +      64     +      80           693 
    Primary credit                                               52     +      45     +      46           331 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             361     +      20     +      35           361 
 Float                                                         -226     +      48     +     138          -402 
 Other Federal Reserve assets                               38,896    +     329    +     477       39,138 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,102     +      14     +   1,673        38,102 
                                                              
Total factors supplying reserve funds                       880,215     +   3,859     +  32,744       887,759 
                                                                          
Currency in circulation(5)                                  793,614     +     288     +  30,756       797,161 
Reverse repurchase agreements (6)                            25,768     -   1,735     +     797        26,084 
   Foreign official and international accounts               25,768     -   1,735     +     797        26,084 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          170     +      11     -      96           171 
Deposits with F.R.Banks, other than reserve balances         12,430     -     278     -   1,544        12,244 
  U.S. Treasury, general account                              5,095     +      98     +     186         4,919 
  Foreign official                                               90     +       1     +       3            89 
  Service-related                                             6,981     -       1     -   1,736         6,981 
     Required clearing balances                               6,981     -       1     -   1,736         6,981 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         263     -     377     +       2           255 
Other liabilities and capital                                35,642     +      45     +   4,654        35,422 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  867,624     -   1,670     +  34,567       871,082 
                                                              
Reserve balances with Federal Reserve Banks                  12,591     +   5,529     -   1,823        16,677 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,678,880     +   8,507     + 210,704     1,675,570 
     U.S. Treasury                                        1,143,818     +   4,731     +  44,879     1,140,653 
     Federal agency                                         535,062     +   3,776     + 165,825       534,918 
  Securities lent to dealers                                  4,269     +   3,041     +     964         9,696 
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 30, 2006
Wednesday
Aug 23, 2006
Wednesday
Aug 31, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                781         +       5         +     122 
Securities, repurchase agreements, and loans                    797,680         +  12,708         +  31,464 
   Securities held outright                                     766,738         +   1,883         +  36,358 
      U.S. Treasury (1)                                         766,738         +   1,883         +  36,358 
         Bills (2)                                              277,019                 0         +   9,253 
         Notes and bonds, nominal (2)                           459,695         +   1,869         +  19,403 
         Notes and bonds, inflation-indexed (2)                    26,019                 0         +   6,486 
         Inflation compensation (3)                               4,006         +      14         +   1,217 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     30,250         +  10,500         -   5,250 
   Loans                                                            693         +     326         +     357 
Items in process of collection                    (1,374)         4,060         -     200         -   3,020 
Bank premises                                                     1,877                 0         +      43 
Other assets (5)                                                 37,171         +     457         +     713 
      Total assets                                (1,374)       854,806         +  12,969         +  29,323 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  760,006         +   3,237         +  29,795 
Reverse repurchase agreements (6)                                26,084         -     469         -     403 
Deposits                                              (0)        28,831         +  10,106         -   2,867 
  Depository institutions                                        23,568         +  10,195         -   2,134 
  U.S. Treasury, general account                                  4,919         -      24         -     731 
  Foreign official                                                   89         -       1         +       8 
  Other                                               (0)           255         -      63         -      10 
Deferred availability cash items                  (1,374)         4,462         -     118         -   1,877 
Other liabilities and accrued dividends (7)                       5,330         +      78         +   1,769 
      Total liabilities                           (1,374)       824,714         +  12,836         +  26,417 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,060         +      13         +   1,658 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,131         +     120         -      24 
      Total capital                                              30,092         +     133         +   2,906 
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 30, 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             642        63,768    +     192             0            0        30,250        26,084
16 days to 90 days          51       164,899    -     760             0            0             0             0
91 days to 1 year            0       184,496    +     984             0            0      ------       ------   
Over 1 to 5 years     ------         212,576    +   1,458             0            0      ------       ------   
Over 5 to 10 years    ------          59,713    +       3             0            0      ------       ------   
Over 10 years         ------          81,285    +       6             0            0      ------       ------   
           
All                        693       766,738    +   1,883             0            0        30,250       26,084 
 
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 30, 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                                             781          25          45          41          70          70         104          96          40          33          59          79         118 
Securities, repurchase agreements,                                 
      and loans                              797,680      36,917     314,040      33,289      33,107      63,693      64,203      70,496      24,432      15,705      22,499      34,418      84,879 
   Securities held outright                  766,738      36,587     283,790      33,288      33,107      63,693      64,189      70,402      24,361      15,587      22,452      34,410      84,870 
      U.S. Treasury (1)                      766,738      36,587     283,790      33,288      33,107      63,693      64,189      70,402      24,361      15,587      22,452      34,410      84,870 
         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)                  489,719      23,369     181,258      21,261      21,146      40,681      40,998      44,966      15,559       9,956      14,340      21,978      54,207 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                30,250           0      30,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                      693         330           0           1           0           0          14          95          72         118          47           7           9 
Items in process of collection                 5,434         299         112         718         379         674         819         159         220         237         441         338       1,039 
Bank premises                                  1,877         112         208          58         157         157         230         209          73         117         122         259         175 
Other assets(5)                               37,171       1,155      13,405       1,863       2,204       6,813       2,595       2,614         697         671         681         889       3,585 
Interdistrict settlement account                   0     - 1,227     + 1,077     + 1,428     +    90     + 1,293     + 7,574     - 9,609     -   841     -   239     + 1,309     - 1,790     +   936 
          Total Assets                       856,180      37,882     333,899      37,943      36,558      73,700      76,715      65,124      25,020      16,765      25,502      34,865      92,208 
 
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 30, 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             931,912      38,113     348,813      39,267      37,184      73,841      93,813      73,201      27,118      17,143      27,258      50,094     106,068 
  Less: notes held by F.R. Banks              171,906       3,885      49,672       7,383       6,228      13,023      25,055      14,514       4,033       2,352       4,067      18,107      23,586 
    Federal Reserve notes, net                760,006      34,228     299,140      31,884      30,956      60,818      68,758      58,687      23,085      14,791      23,191      31,987      82,482 
Reverse repurchase agreements (1)              26,084       1,245       9,655       1,132       1,126       2,167       2,184       2,395         829         530         764       1,171       2,887 
Deposits                                       28,831         904      15,561       1,207       1,349       1,441       2,351       1,455         464         448         524         690       2,439 
  Depository institutions                      23,568         901      10,414       1,204       1,345       1,350       2,348       1,451         462         447         522         689       2,434 
  U.S. Treasury, general account                4,919           0       4,919           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 89           1          60           2           3          11           3           3           0           1           1           0           4 
  Other                                           255           1         168           1           1          80           0           1           2           0           1           0           0 
Deferred availability cash items                5,836         450         109         630         590         675         762         323         125         359         482         318       1,014 
Other liabilities and accrued                                                 
  dividends (2)                                 5,330         260       1,801         251         257         524         450         488         193         137         175         252         542 
                                                                    
    Total liabilities                         826,088      37,086     326,266      35,104      34,279      65,625      74,505      63,348      24,695      16,264      25,135      34,417      89,364 
                                                                    
Capital                                                             
Capital paid in                                15,060         383       3,689       1,748       1,126       4,017       1,084         841         155         243         174         211       1,387 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,131          96         259         348         139         750         233          59          25          12          18          84         107 
     Total liabilities and capital            856,180      37,882     333,899      37,943      36,558      73,700      76,715      65,124      25,020      16,765      25,502      34,865      92,208 
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 30, 2006
Federal Reserve notes outstanding          931,912  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   171,906  
      Federal Reserve Notes to be         
         collateralized                    760,006  
Collateral held against Federal Reserve             
   notes                                   760,006  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           746,769  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      796,988  
   Less:face value of securities under    
         reverse repurchase agreements      26,122  
      U.S. Treasury and agency securities  
             eligible to be pledged        770,866  
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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