Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 30, 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 30, 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 29, 2006
Week ended
Nov 29, 2006
Change from week ended
Nov 22, 2006 Nov 30, 2005
                                                              
Reserve Bank Credit                                         844,012     +   5,073     +  31,296       842,782 
 Securities held outright                                   772,074     +   1,516     +  27,768       772,610 
    U.S. Treasury (1)                                       772,074     +   1,516     +  27,768       772,610 
       Bills (2)                                            277,019             0     +   5,749       277,019 
       Notes and bonds, nominal (2)                         460,818     +   1,554     +  11,061       461,368 
       Notes and bonds, inflation-indexed (2)                30,105             0     +  10,122        30,105 
       Inflation compensation (3)                             4,133     -      38     +     838         4,118 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    34,750     +   2,786     +   4,929        33,000 
 Loans to depository institutions                               111     -      88     +       8           128 
    Primary credit                                               11     -      89     +       5            26 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             101     +       2     +       4           102 
 Float                                                         -383     -       2     -   1,299          -786 
 Other Federal Reserve assets                               37,459    +     861    -     111       37,830 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,196     +      14     +   1,656        38,196 
                                                              
Total factors supplying reserve funds                       895,449     +   5,087     +  32,953       894,219 
                                                                          
Currency in circulation(5)                                  807,735     +   4,702     +  27,124       808,317 
Reverse repurchase agreements (6)                            30,476     -     717     +   4,694        30,723 
   Foreign official and international accounts               30,476     -     717     +   4,694        30,723 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          163     -      12     -      41           164 
Deposits with F.R.Banks, other than reserve balances         12,241     +     395     -   1,971        12,046 
  U.S. Treasury, general account                              5,030     +     367     -      60         4,807 
  Foreign official                                               90     -       1     +       7            92 
  Service-related                                             6,832     +      27     -   1,922         6,832 
     Required clearing balances                               6,832     +      27     -   1,922         6,832 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         290     +       2     +       6           316 
Other liabilities and capital                                35,925     +     760     +   3,610        35,746 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  886,540     +   5,128     +  33,417       886,997 
                                                              
Reserve balances with Federal Reserve Banks                   8,910     -      40     -     463         7,223 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,711,312     +   1,706     + 207,357     1,707,124 
     U.S. Treasury                                        1,149,257     -   2,096     +  49,139     1,146,412 
     Federal agency                                         562,054     +   3,802     + 158,217       560,712 
  Securities lent to dealers                                  1,283     +     595     -   1,672         3,585 
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 29, 2006
Wednesday
Nov 22, 2006
Wednesday
Nov 30, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                786         -      19         +     102 
Securities, repurchase agreements, and loans                    805,738         -   9,274         +  26,234 
   Securities held outright                                     772,610         +     737         +  28,442 
      U.S. Treasury (1)                                         772,610         +     737         +  28,442 
         Bills (2)                                              277,019                 0         +   5,749 
         Notes and bonds, nominal (2)                           461,368         +     770         +  11,773 
         Notes and bonds, inflation-indexed (2)                    30,105                 0         +  10,122 
         Inflation compensation (3)                               4,118         -      34         +     799 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     33,000         -  10,000         -   2,250 
   Loans                                                            128         -      11         +      42 
Items in process of collection                      (827)         3,088         +      12         -   3,888 
Bank premises                                                     1,912         +       2         +      66 
Other assets (5)                                                 35,892         +     839         +     387 
      Total assets                                  (827)       860,652         -   8,441         +  22,900 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  771,067         +     434         +  26,500 
Reverse repurchase agreements (6)                                30,723         +   1,388         +     668 
Deposits                                              (0)        19,242         -   9,986         -   5,932 
  Depository institutions                                        14,028         -  10,699         -   6,176 
  U.S. Treasury, general account                                  4,807         +     679         +     173 
  Foreign official                                                   92                 0         +      10 
  Other                                               (0)           316         +      36         +      61 
Deferred availability cash items                    (827)         3,873         -     628         -   2,218 
Other liabilities and accrued dividends (7)                       5,984         +      52         +   1,753 
      Total liabilities                             (827)       830,890         -   8,738         +  20,772 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,305         +      10         +   1,804 
Surplus                                                          10,554                 0         -   1,076 
Other capital accounts                                            3,904         +     288         +   1,401 
      Total capital                                              29,762         +     297         +   2,128 
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 29, 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             124        59,795    +     961             0            0        33,000        30,723
16 days to 90 days           4       158,353    -      44             0            0             0             0
91 days to 1 year            0       188,536    -     919             0            0      ------       ------   
Over 1 to 5 years     ------         219,202    -      11             0            0      ------       ------   
Over 5 to 10 years    ------          67,241    -       8             0            0      ------       ------   
Over 10 years         ------          79,482    +     756             0            0      ------       ------   
           
All                        128       772,610    +     737             0            0        33,000       30,723 
 
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 29, 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                                             786          23          43          57          73          75          92          93          40          31          60          74         126 
Securities, repurchase agreements,                                 
      and loans                              805,738      36,870     318,964      33,544      33,361      64,206      64,687      70,990      24,549      15,729      22,642      34,675      85,520 
   Securities held outright                  772,610      36,868     285,964      33,543      33,361      64,181      64,680      70,941      24,547      15,707      22,624      34,674      85,520 
      U.S. Treasury (1)                      772,610      36,868     285,964      33,543      33,361      64,181      64,680      70,941      24,547      15,707      22,624      34,674      85,520 
         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)                  495,591      23,649     183,432      21,516      21,399      41,169      41,489      45,505      15,746      10,075      14,512      22,242      54,857 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                33,000           0      33,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      128           2           0           0           0          26           7          49           2          22          19           1           0 
Items in process of collection                 3,914         172          63         364         342         465         438         204         119         197         516         292         743 
Bank premises                                  1,912         115         207          58         157         164         231         209          77         116         138         260         179 
Other assets(5)                               35,892       1,182      11,615       1,905       2,252       6,971       2,644       2,668         704         684         698         905       3,664 
Interdistrict settlement account                   0     -   284     -16,576     +   971     - 1,996     + 4,445     + 9,543     - 5,253     -    21     -    59     + 2,388     + 1,596     + 5,245 
          Total Assets                       861,479      38,678     319,329      37,444      34,739      77,327      78,825      70,070      25,867      16,939      26,833      38,475      96,954 
 
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 29, 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             948,145      38,788     343,913      38,969      36,641      75,125      96,126      78,662      27,212      17,550      28,592      54,552     112,016 
  Less: notes held by F.R. Banks              177,078       3,511      53,225       7,632       7,126      11,695      25,164      15,073       3,415       2,498       4,081      19,198      24,460 
    Federal Reserve notes, net                771,067      35,278     290,688      31,337      29,515      63,430      70,962      63,589      23,797      15,052      24,510      35,354      87,555 
Reverse repurchase agreements (1)              30,723       1,466      11,372       1,334       1,327       2,552       2,572       2,821         976         625         900       1,379       3,401 
Deposits                                       19,242         536       8,760         533         950       1,939       1,669       1,094         438         248         437         695       1,943 
  Depository institutions                      14,028         533       3,675         531         945       1,841       1,666       1,091         430         247         435         695       1,939 
  U.S. Treasury, general account                4,807           0       4,807           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 92           1          63           2           3          11           3           3           0           1           1           0           4 
  Other                                           316           2         216           0           1          87           0           0           8           0           1           0           0 
Deferred availability cash items                4,700         303          80         715         440         467         551         236          93         293         421         310         790 
Other liabilities and accrued                                                 
  dividends (2)                                 5,984         279       1,944         303         297         664         500         543         219         155         196         292         591 
                                                                    
    Total liabilities                         831,716      37,862     312,844      34,222      32,528      69,052      76,254      68,283      25,524      16,373      26,464      38,031      94,280 
                                                                    
Capital                                                             
Capital paid in                                15,305         396       3,726       1,812       1,086       4,087       1,278         847         166         276         176         211       1,245 
Surplus                                        10,554         309       1,604         723         996       3,238         872         838         124         235         166         121       1,328 
Other capital                                   3,904         112       1,154         688         128         950         421         103          53          55          27         112         101 
     Total liabilities and capital            861,479      38,678     319,329      37,444      34,739      77,327      78,825      70,070      25,867      16,939      26,833      38,475      96,954 
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 29, 2006
Federal Reserve notes outstanding          948,145  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   177,078  
      Federal Reserve Notes to be         
         collateralized                    771,067  
Collateral held against Federal Reserve             
   notes                                   771,067  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           757,830  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      805,610  
   Less:face value of securities under    
         reverse repurchase agreements      30,897  
      U.S. Treasury and agency securities  
             eligible to be pledged        774,712  
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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