Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 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
November 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
Nov 8, 2006
Week ended
Nov 8, 2006
Change from week ended
Nov 1, 2006 Nov 9, 2005
                                                              
Reserve Bank Credit                                         835,238     +   1,813     +  35,914       844,122 
 Securities held outright                                   769,971     +   1,320     +  28,935       770,425 
    U.S. Treasury (1)                                       769,971     +   1,320     +  28,935       770,425 
       Bills (2)                                            277,019             0     +   6,200       277,019 
       Notes and bonds, nominal (2)                         459,065     -     332     +  11,930       459,065 
       Notes and bonds, inflation-indexed (2)                29,681     +   1,628     +   9,698        30,105 
       Inflation compensation (3)                             4,206     +      24     +   1,108         4,236 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    23,536     +   1,107     +   5,679        31,500 
 Loans to depository institutions                               169     -       3     +      50           318 
    Primary credit                                               45     +      24     +      42           196 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             124     -      28     +       8           122 
 Float                                                          631     -     603     +     396           714 
 Other Federal Reserve assets                               40,931    -       9    +     853       41,165 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,154     +      14     +   1,698        38,154 
                                                              
Total factors supplying reserve funds                       886,633     +   1,827     +  37,612       895,517 
                                                                          
Currency in circulation(5)                                  797,352     +   2,607     +  26,474       800,311 
Reverse repurchase agreements (6)                            32,165     +     207     +   7,206        31,487 
   Foreign official and international accounts               32,165     +     207     +   7,206        31,487 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          190     +       9     -      35           183 
Deposits with F.R.Banks, other than reserve balances         12,337     +      33     -   1,799        11,985 
  U.S. Treasury, general account                              5,034     +      52     +      32         4,624 
  Foreign official                                              100     +      11     +      15           155 
  Service-related                                             6,931     -       1     -   1,849         6,931 
     Required clearing balances                               6,931     -       1     -   1,849         6,931 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         272     -      28     +       2           275 
Other liabilities and capital                                36,637     -      51     +   5,063        36,213 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  878,681     +   2,804     +  36,908       880,180 
                                                              
Reserve balances with Federal Reserve Banks                   7,952     -     978     +     704        15,337 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,696,064     +   2,106     + 218,251     1,700,827 
     U.S. Treasury                                        1,144,634     -     840     +  60,700     1,148,020 
     Federal agency                                         551,430     +   2,945     + 157,551       552,807 
  Securities lent to dealers                                  1,650     +     590     -   2,693         1,628 
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
Nov 8, 2006
Wednesday
Nov 1, 2006
Wednesday
Nov 9, 2005
Assets                                               
Gold certificate account                                         11,037                 0         +       1 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                847         +      13         +     117 
Securities, repurchase agreements, and loans                    802,243         +   7,129         +  35,895 
   Securities held outright                                     770,425         +     507         +  28,708 
      U.S. Treasury (1)                                         770,425         +     507         +  28,708 
         Bills (2)                                              277,019                 0         +   6,001 
         Notes and bonds, nominal (2)                           459,065                 0         +  11,473 
         Notes and bonds, inflation-indexed (2)                    30,105         +     494         +  10,122 
         Inflation compensation (3)                               4,236         +      13         +   1,114 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     31,500         +   6,500         +   7,000 
   Loans                                                            318         +     121         +     187 
Items in process of collection                    (1,404)         5,164         -   4,451         -   1,943 
Bank premises                                                     1,904         -       8         +      62 
Other assets (5)                                                 39,244         +     408         +     956 
      Total assets                                (1,404)       862,639         +   3,091         +  35,087 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  763,183         +   3,094         +  23,573 
Reverse repurchase agreements (6)                                31,487         +     301         +   6,466 
Deposits                                              (0)        27,306         +     114         +   2,129 
  Depository institutions                                        22,252         +     481         +   2,809 
  U.S. Treasury, general account                                  4,624         -     383         -     764 
  Foreign official                                                  155         +      64         +      72 
  Other                                               (0)           275         -      48         +      11 
Deferred availability cash items                  (1,404)         4,450         -     370         -   1,948 
Other liabilities and accrued dividends (7)                       5,610         +      49         +   1,513 
      Total liabilities                           (1,404)       832,036         +   3,187         +  31,732 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,296         +     183         +   1,850 
Surplus                                                          12,901                 0         +   1,276 
Other capital accounts                                            2,406         -     280         +     229 
      Total capital                                              30,603         -      97         +   3,355 
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, November 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             207        42,894    -  17,180             0            0        31,500        31,487
16 days to 90 days         112       178,195    +  23,353             0            0             0             0
91 days to 1 year            0       187,174    -   6,176             0            0      ------       ------   
Over 1 to 5 years     ------         218,530    +     203             0            0      ------       ------   
Over 5 to 10 years    ------          62,057    +     311             0            0      ------       ------   
Over 10 years         ------          81,575    -       3             0            0      ------       ------   
           
All                        318       770,425    +     507             0            0        31,500       31,487 
 
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 November 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                      11,037         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                                             847          23          44          62          77          82         108          97          39          32          63          81         139 
Securities, repurchase agreements,                                 
      and loans                              802,243      36,840     316,767      33,449      33,267      63,999      64,503      70,797      24,478      15,699      22,586      34,578      85,278 
   Securities held outright                  770,425      36,763     285,155      33,449      33,267      63,999      64,497      70,740      24,478      15,662      22,560      34,576      85,278 
      U.S. Treasury (1)                      770,425      36,763     285,155      33,449      33,267      63,999      64,497      70,740      24,478      15,662      22,560      34,576      85,278 
         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)                  493,406      23,545     182,623      21,422      21,305      40,987      41,306      45,304      15,676      10,031      14,448      22,143      54,615 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                31,500           0      31,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      318          77         112           0           0           0           6          57           1          37          26           3           0 
Items in process of collection                 6,569         233          96         890         750         376         881         267         307         256         806         577       1,129 
Bank premises                                  1,904         115         207          57         157         162         231         209          75         116         137         259         177 
Other assets(5)                               39,244       1,259      14,182       1,854       2,305       6,989       2,798       2,806         780         721         745         987       3,819 
Interdistrict settlement account                   0     -   930     - 8,350     +   748     - 1,995     + 4,295     + 8,735     - 6,356     -   306     -    57     + 2,081     - 1,121     + 3,255 
          Total Assets                       864,043      38,142     327,960      37,605      35,110      76,904      78,445      68,980      25,773      17,008      26,808      36,035      95,274 
 
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 November 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             943,413      38,217     345,246      38,961      36,822      75,260      95,394      77,834      27,332      17,525      28,742      51,771     110,309 
  Less: notes held by F.R. Banks              180,230       3,915      53,758       7,459       7,018      12,432      25,495      15,652       3,702       2,474       4,370      18,954      24,999 
    Federal Reserve notes, net                763,183      34,302     291,488      31,502      29,804      62,828      69,899      62,182      23,630      15,050      24,372      32,817      85,310 
Reverse repurchase agreements (1)              31,487       1,503      11,654       1,367       1,360       2,616       2,636       2,891       1,000         640         922       1,413       3,485 
Deposits                                       27,306         909      15,134         384         815       2,156       2,470       1,260         443         294         480         728       2,233 
  Depository institutions                      22,252         908      10,216         382         812       2,041       2,467       1,257         442         293         479         727       2,228 
  U.S. Treasury, general account                4,624           0       4,624           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                155           1         126           2           3          11           3           3           0           1           1           0           4 
  Other                                           275           0         168           0           0         104           0           0           1           0           1           0           1 
Deferred availability cash items                5,855         351         133         934         622         525         550         375         153         315         491         372       1,033 
Other liabilities and accrued                                                 
  dividends (2)                                 5,610         272       1,871         275         276         578         480         501         198         146         185         262         566 
                                                                    
    Total liabilities                         833,441      37,336     320,281      34,461      32,877      68,704      76,034      67,209      25,425      16,444      26,450      35,592      92,627 
                                                                    
Capital                                                             
Capital paid in                                15,296         390       3,722       1,811       1,106       4,084       1,273         845         166         276         175         209       1,238 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,406          99         271         588         113         809         245          50          38          43           8          81          60 
     Total liabilities and capital            864,043      38,142     327,960      37,605      35,110      76,904      78,445      68,980      25,773      17,008      26,808      36,035      95,274 
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
Nov 8, 2006
Federal Reserve notes outstanding          943,413  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   180,230  
      Federal Reserve Notes to be         
         collateralized                    763,183  
Collateral held against Federal Reserve             
   notes                                   763,183  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           749,946  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      801,925  
   Less:face value of securities under    
         reverse repurchase agreements      31,762  
      U.S. Treasury and agency securities  
             eligible to be pledged        770,163  
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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