Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  March 15, 2007
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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
March 15, 2007
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
Mar 14, 2007
Week ended
Mar 14, 2007
Change from week ended
Mar 7, 2007 Mar 15, 2006
                                                              
Reserve Bank Credit                                         851,593     -     164     +  31,542       861,824 
 Securities held outright                                   780,833     +      24     +  24,216       780,842 
    U.S. Treasury (1)                                       780,833     +      24     +  24,216       780,842 
       Bills (2)                                            277,019             0     +   2,877       277,019 
       Notes and bonds, nominal (2)                         468,553             0     +  11,533       468,553 
       Notes and bonds, inflation-indexed (2)                31,776             0     +   9,516        31,776 
       Inflation compensation (3)                             3,485     +      24     +     291         3,494 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    32,786     -     571     +   4,250        43,000 
 Loans to depository institutions                                53     +      21     -       6            27 
    Primary credit                                                5     -       3     -       5             0 
    Secondary credit                                             21     +      21     +      21             0 
    Seasonal credit                                              28     +       4     -      21            27 
 Float                                                         -700     -       7     -   1,385          -966 
 Other Federal Reserve assets                               38,621    +     369    +   4,466       38,921 
Gold stock                                                   11,041             0     -       3        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,338     +      14     +     498        38,338 
                                                              
Total factors supplying reserve funds                       903,172     -     150     +  32,038       913,403 
                                                                          
Currency in circulation(5)                                  806,712     -     172     +  16,963       807,904 
Reverse repurchase agreements (6)                            37,338     -   1,291     +  12,739        39,727 
   Foreign official and international accounts               37,338     -   1,291     +  12,739        39,727 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          219     +      14     +      25           231 
Deposits with F.R.Banks, other than reserve balances         12,120     +     342     -     848        12,131 
  U.S. Treasury, general account                              5,038     +     313     +     559         5,113 
  Foreign official                                              116     +      24     +      17            90 
  Service-related                                             6,689             0     -   1,456         6,689 
     Required clearing balances                               6,689             0     -   1,456         6,689 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         278     +       7     +      33           240 
Other liabilities and capital                                38,706     +      51     +   6,109        38,370 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  895,096     -   1,055     +  34,989       898,363 
                                                              
Reserve balances with Federal Reserve Banks                   8,076     +     906     -   2,951        15,040 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,859,773     +  11,369     + 264,807     1,870,905 
     U.S. Treasury                                        1,213,730     +   3,860     +  80,157     1,217,026 
     Federal agency                                         646,043     +   7,509     + 184,650       653,879 
  Securities lent to dealers                                  2,273     +      68     -   1,750         2,357 
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
Mar 14, 2007
Wednesday
Mar 7, 2007
Wednesday
Mar 15, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                952         -      25         +     153 
Securities, repurchase agreements, and loans                    823,869         +  11,758         +  36,846 
   Securities held outright                                     780,842         +      24         +  23,629 
      U.S. Treasury (1)                                         780,842         +      24         +  23,629 
         Bills (2)                                              277,019                 0         +   2,877 
         Notes and bonds, nominal (2)                           468,553                 0         +  11,376 
         Notes and bonds, inflation-indexed (2)                    31,776                 0         +   9,130 
         Inflation compensation (3)                               3,494         +      24         +     247 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     43,000         +  11,750         +  13,250 
   Loans                                                             27         -      16         -      33 
Items in process of collection                      (760)         2,990         -     592         -   3,535 
Bank premises                                                     1,969                 0         +     147 
Other assets (5)                                                 36,969         +     468         +     218 
      Total assets                                  (760)       879,986         +  11,610         +  33,826 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  770,745         -     110         +  16,859 
Reverse repurchase agreements (6)                                39,727         +   1,939         +  15,434 
Deposits                                              (0)        27,188         +  10,383         -   2,113 
  Depository institutions                                        21,746         +   9,736         -   4,300 
  U.S. Treasury, general account                                  5,113         +     664         +   2,269 
  Foreign official                                                   90         -       6         -      60 
  Other                                               (0)           240         -      10         -      21 
Deferred availability cash items                    (760)         3,956         -     666         -   2,282 
Other liabilities and accrued dividends (7)                       5,804         +       3         +   1,296 
      Total liabilities                             (760)       847,420         +  11,550         +  29,195 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,823         -     137         +   2,118 
Surplus                                                          15,339         +      23         +   2,438 
Other capital accounts                                            1,404         +     174         +      76 
      Total capital                                              32,566         +      60         +   4,631 
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, March 14, 2007
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               5        52,120    -   1,149             0            0        43,000        39,727
16 days to 90 days          21       180,565    +   1,072             0            0             0             0
91 days to 1 year            0       174,534    +      79             0            0      ------       ------   
Over 1 to 5 years     ------         224,570    +       6             0            0      ------       ------   
Over 5 to 10 years    ------          66,539    +       6             0            0      ------       ------   
Over 10 years         ------          82,514    +      10             0            0      ------       ------   
           
All                         27       780,842    +      24             0            0        43,000       39,727 
 
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 March 14, 2007
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                                             952          38          61          64          99          92         101         115          39          39          70          91         142 
Securities, repurchase agreements,                                 
      and loans                              823,869      39,318     304,926      35,768      35,573      68,437      68,969      75,656      26,175      16,757      24,126      36,973      91,191 
   Securities held outright                  780,842      37,261     289,011      33,901      33,717      64,865      65,370      71,697      24,809      15,874      22,865      35,043      86,432 
      U.S. Treasury (1)                      780,842      37,261     289,011      33,901      33,717      64,865      65,370      71,697      24,809      15,874      22,865      35,043      86,432 
         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)                  503,823      24,042     186,479      21,874      21,755      41,853      42,178      46,261      16,007      10,242      14,753      22,611      55,768 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                43,000       2,052      15,915       1,867       1,857       3,572       3,600       3,948       1,366         874       1,259       1,930       4,760 
      Loans                                       27           5           0           0           0           0           0          11           0           9           2           0           0 
Items in process of collection                 3,750         149          84         495         293         415         174         269          99         199         482         288         803 
Bank premises                                  1,969         117         210          57         157         170         231         206          81         116         178         259         187 
Other assets(5)                               36,969       1,248      11,543       3,147       2,160       6,936       3,051       2,508         730         694         678         971       3,304 
Interdistrict settlement account                   0     - 3,010     - 4,653     - 2,160     - 4,285     +   312     +13,238     - 5,084     +   532     -   996     + 3,383     + 1,369     + 1,353 
          Total Assets                       880,746      38,461     317,184      37,917      34,548      77,361      86,953      74,829      28,055      17,049      29,307      40,625      98,457 
 
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 March 14, 2007
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             963,864      38,862     340,752      37,944      35,972      74,646     105,853      82,056      29,372      17,322      30,771      56,951     113,362 
  Less: notes held by F.R. Banks              193,118       4,456      63,506       6,778       7,628      13,152      27,321      14,965       3,658       2,495       4,089      20,072      24,998 
    Federal Reserve notes, net                770,745      34,406     277,246      31,166      28,345      61,494      78,533      67,091      25,714      14,827      26,682      36,879      88,364 
Reverse repurchase agreements (1)              39,727       1,896      14,704       1,725       1,715       3,300       3,326       3,648       1,262         808       1,163       1,783       4,397 
Deposits                                       27,188         773      14,554         450       1,607       3,208       1,477       1,473         371         348         443         779       1,704 
  Depository institutions                      21,746         765       9,227         445       1,603       3,135       1,473       1,470         359         347         442         778       1,701 
  U.S. Treasury, general account                5,113           0       5,113           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 90           1          60           5           3          11           3           2           0           1           0           1           3 
  Other                                           240           7         155           0           1          62           0           0          12           0           1           0           0 
Deferred availability cash items                4,716         291          84         659         380         528         479         301         131         262         453         337         811 
Other liabilities and accrued                                                 
  dividends (2)                                 5,804         266       1,862         277         284         675         512         523         217         156         187         282         562 
                                                                    
    Total liabilities                         848,180      37,631     308,451      34,277      32,332      69,206      84,326      73,035      27,695      16,401      28,928      40,059      95,839 
                                                                    
Capital                                                             
Capital paid in                                15,823         395       4,219       1,810       1,090       3,972       1,279         863         168         317         179         266       1,266 
Surplus                                        15,339         396       3,738       1,810       1,087       4,094       1,276         859         166         276         176         212       1,247 
Other capital                                   1,404          38         776          20          40          89          72          72          25          56          24          88         104 
     Total liabilities and capital            880,746      38,461     317,184      37,917      34,548      77,361      86,953      74,829      28,055      17,049      29,307      40,625      98,457 
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
Mar 14, 2007
Federal Reserve notes outstanding          963,864  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   193,118  
      Federal Reserve Notes to be         
         collateralized                    770,745  
Collateral held against Federal Reserve             
   notes                                   770,745  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           757,509  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      823,842  
   Less:face value of securities under    
         reverse repurchase agreements      39,802  
      U.S. Treasury and agency securities  
             eligible to be pledged        784,040  
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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