Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 26, 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
October 26, 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
Oct 25, 2006
Week ended
Oct 25, 2006
Change from week ended
Oct 18, 2006 Oct 26, 2005
                                                              
Reserve Bank Credit                                         830,809     -     647     +  32,877       838,510 
 Securities held outright                                   767,413     -   1,164     +  29,131       768,422 
    U.S. Treasury (1)                                       767,413     -   1,164     +  29,131       768,422 
       Bills (2)                                            277,019             0     +   6,763       277,019 
       Notes and bonds, nominal (2)                         458,811     -   1,992     +  13,778       459,815 
       Notes and bonds, inflation-indexed (2)                27,430     +     806     +   7,447        27,430 
       Inflation compensation (3)                             4,152     +      21     +   1,143         4,157 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,893     +     107     +   3,822        30,000 
 Loans to depository institutions                               174     -      56     -      48           172 
    Primary credit                                                9     -      25     -      31             6 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             165     -      32     -      18           166 
 Float                                                         -402     +      58     -     867          -877 
 Other Federal Reserve assets                               40,732    +     409    +     842       40,794 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,123     +      14     +   1,694        38,123 
                                                              
Total factors supplying reserve funds                       882,173     -     633     +  34,572       889,875 
                                                                          
Currency in circulation(5)                                  794,149     -     704     +  26,339       795,587 
Reverse repurchase agreements (6)                            30,721     -     703     +   6,503        31,151 
   Foreign official and international accounts               30,721     -     703     +   6,503        31,151 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          180     +      15     -      40           179 
Deposits with F.R.Banks, other than reserve balances         12,471     +     300     -   1,670        12,643 
  U.S. Treasury, general account                              5,178     +     323     +      29         5,346 
  Foreign official                                               89     -      15     -       7            90 
  Service-related                                             6,914     -       2     -   1,673         6,914 
     Required clearing balances                               6,914     -       2     -   1,673         6,914 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         290     -       7     -      20           293 
Other liabilities and capital                                36,417     +     337     +   4,744        36,030 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  873,937     -     757     +  35,874       875,589 
                                                              
Reserve balances with Federal Reserve Banks                   8,236     +     124     -   1,302        14,285 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,685,630     +     112     + 209,274     1,691,926 
     U.S. Treasury                                        1,141,536     -   3,988     +  53,821     1,142,934 
     Federal agency                                         544,094     +   4,100     + 155,454       548,992 
  Securities lent to dealers                                  1,663     +     663     -   2,843           219 
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
Oct 25, 2006
Wednesday
Oct 18, 2006
Wednesday
Oct 26, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                831         +       1         +     104 
Securities, repurchase agreements, and loans                    798,593         +   8,788         +  37,126 
   Securities held outright                                     768,422         +   1,771         +  28,880 
      U.S. Treasury (1)                                         768,422         +   1,771         +  28,880 
         Bills (2)                                              277,019                 0         +   6,370 
         Notes and bonds, nominal (2)                           459,815         +   1,757         +  13,925 
         Notes and bonds, inflation-indexed (2)                    27,430                 0         +   7,447 
         Inflation compensation (3)                               4,157         +      14         +   1,138 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     30,000         +   7,250         +   8,250 
   Loans                                                            172         -     232         -       4 
Items in process of collection                    (1,033)         3,376         -     881         -   2,810 
Bank premises                                                     1,902         +       3         +      58 
Other assets (5)                                                 38,681         +     531         +     538 
      Total assets                                (1,033)       856,620         +   8,442         +  35,016 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  758,469         -     276         +  24,838 
Reverse repurchase agreements (6)                                31,151         -   1,744         +   7,497 
Deposits                                              (0)        26,736         +  10,740         +      37 
  Depository institutions                                        21,006         +  10,927         -     498 
  U.S. Treasury, general account                                  5,346         -     194         +     619 
  Foreign official                                                   90         -       1         -      75 
  Other                                               (0)           293         +       6         -      10 
Deferred availability cash items                  (1,033)         4,235         -     436         -   1,899 
Other liabilities and accrued dividends (7)                       5,530         +      38         +   1,522 
      Total liabilities                           (1,033)       826,121         +   8,322         +  31,995 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,099         +       3         +   1,648 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,499         +     117         +     102 
      Total capital                                              30,500         +     121         +   3,022 
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, October 25, 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             168        57,745    +   1,075             0            0        30,000        31,151
16 days to 90 days           4       163,996    -   1,320             0            0             0             0
91 days to 1 year            0       186,185    +   2,003             0            0      ------       ------   
Over 1 to 5 years     ------         217,176    +       4             0            0      ------       ------   
Over 5 to 10 years    ------          61,745    +       3             0            0      ------       ------   
Over 10 years         ------          81,575    +       6             0            0      ------       ------   
           
All                        172       768,422    +   1,771             0            0        30,000       31,151 
 
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 October 25, 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                                             831          23          45          60          78          77         107          97          39          30          62          80         134 
Securities, repurchase agreements,                                 
      and loans                              798,593      36,668     314,414      33,362      33,180      63,833      64,337      70,618      24,420      15,683      22,533      34,489      85,057 
   Securities held outright                  768,422      36,668     284,414      33,362      33,180      63,833      64,330      70,556      24,414      15,622      22,501      34,486      85,057 
      U.S. Treasury (1)                      768,422      36,668     284,414      33,362      33,180      63,833      64,330      70,556      24,414      15,622      22,501      34,486      85,057 
         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)                  491,403      23,449     181,882      21,335      21,219      40,821      41,139      45,121      15,613       9,990      14,389      22,054      54,393 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                30,000           0      30,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      172           0           0           0           0           0           7          62           6          61          32           3           0 
Items in process of collection                 4,409         174          93         545         504         301         478         314         122         211         417         265         984 
Bank premises                                  1,902         114         208          57         158         161         231         209          75         117         134         260         178 
Other assets(5)                               38,681       1,242      14,005       1,832       2,269       6,886       2,728       2,768         771         710         734         971       3,764 
Interdistrict settlement account                   0     - 1,472     - 8,874     +   926     -   525     + 7,980     + 7,734     - 7,607     -   557     -   400     + 2,471     - 2,348     + 2,670 
          Total Assets                       857,653      37,350     324,905      37,327      36,214      80,239      76,804      67,558      25,269      16,592      26,743      34,391      94,263 
 
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 October 25, 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             939,010      37,800     345,927      38,637      36,920      75,191      95,427      76,419      27,060      17,119      28,338      50,434     109,738 
  Less: notes held by F.R. Banks              180,541       4,110      53,024       7,562       6,843      12,898      25,793      15,567       3,842       2,560       4,020      19,234      25,086 
    Federal Reserve notes, net                758,469      33,690     292,903      31,075      30,077      62,293      69,634      60,851      23,218      14,560      24,317      31,200      84,652 
Reverse repurchase agreements (1)              31,151       1,486      11,530       1,352       1,345       2,588       2,608       2,860         990         633         912       1,398       3,448 
Deposits                                       26,736         795      10,804         720       1,682       6,118       1,329       1,257         413         373         479         800       1,965 
  Depository institutions                      21,006         793       5,224         718       1,677       5,993       1,327       1,254         412         372         477         799       1,961 
  U.S. Treasury, general account                5,346           0       5,346           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                                           293           1         173           0           2         114           0           0           1           0           1           0           0 
Deferred availability cash items                5,268         296         133         821         577         466         534         298         113         315         484         286         944 
Other liabilities and accrued                                                 
  dividends (2)                                 5,530         267       1,852         274         270         548         468         502         197         146         180         262         563 
                                                                    
    Total liabilities                         827,154      36,535     317,221      34,243      33,952      72,013      74,574      65,768      24,931      16,027      26,372      33,946      91,572 
                                                                    
Capital                                                             
Capital paid in                                15,099         390       3,722       1,810       1,099       4,081       1,087         846         159         276         174         209       1,247 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,499         108         277         530         149         837         251          67          35          44          23          84          95 
     Total liabilities and capital            857,653      37,350     324,905      37,327      36,214      80,239      76,804      67,558      25,269      16,592      26,743      34,391      94,263 
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
Oct 25, 2006
Federal Reserve notes outstanding          939,010  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   180,541  
      Federal Reserve Notes to be         
         collateralized                    758,469  
Collateral held against Federal Reserve             
   notes                                   758,469  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           745,233  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      798,422  
   Less:face value of securities under    
         reverse repurchase agreements      31,486  
      U.S. Treasury and agency securities  
             eligible to be pledged        766,936  
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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