Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  April 12, 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
April 12, 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
Apr 11, 2007
Week ended
Apr 11, 2007
Change from week ended
Apr 4, 2007 Apr 12, 2006
                                                              
Reserve Bank Credit                                         849,422     -   2,823     +  31,563       851,159 
 Securities held outright                                   781,362     +     454     +  22,803       782,816 
    U.S. Treasury (1)                                       781,362     +     454     +  22,803       782,816 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         468,962     +     409     +  11,785       470,399 
       Notes and bonds, inflation-indexed (2)                31,776             0     +   9,130        31,776 
       Inflation compensation (3)                             3,606     +      46     +     241         3,622 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    28,607     -   3,607     +   9,143        28,750 
 Loans to depository institutions                                44     -      71     -     556            49 
    Primary credit                                                1     -      86     -     525             1 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              43     +      15     -      31            48 
 Float                                                         -471     +     296     -      61          -781 
 Other Federal Reserve assets                               39,879    +     104    +     232       40,324 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,389     +      14     +     496        38,389 
                                                              
Total factors supplying reserve funds                       901,052     -   2,809     +  32,057       902,789 
                                                                          
Currency in circulation(5)                                  808,223     +   1,554     +  17,505       810,129 
Reverse repurchase agreements (6)                            35,442     -   1,191     +  11,796        34,134 
   Foreign official and international accounts               35,442     -   1,191     +  11,796        34,134 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          341     +      34     +     141           318 
Deposits with F.R.Banks, other than reserve balances         12,033     -      85     -   1,200        12,113 
  U.S. Treasury, general account                              4,672     -      97     -     454         4,758 
  Foreign official                                               92     -       6     +       6            93 
  Service-related                                             6,989     +       1     -     742         6,989 
     Required clearing balances                               6,989     +       1     -     742         6,989 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         280     +      18     -      10           274 
Other liabilities and capital                                38,758     -      70     +   5,757        38,468 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  894,796     +     241     +  33,999       895,163 
                                                              
Reserve balances with Federal Reserve Banks                   6,256     -   3,051     -   1,942         7,626 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,911,417     +  18,671     + 319,041     1,914,419 
     U.S. Treasury                                        1,236,121     +  15,762     + 111,459     1,239,174 
     Federal agency                                         675,297     +   2,910     + 207,584       675,246 
  Securities lent to dealers                                  1,026     -     891     -      66           816 
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
Apr 11, 2007
Wednesday
Apr 4, 2007
Wednesday
Apr 12, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                963         +      24         +     165 
Securities, repurchase agreements, and loans                    811,616         +   2,658         +  30,548 
   Securities held outright                                     782,816         +   1,890         +  24,253 
      U.S. Treasury (1)                                         782,816         +   1,890         +  24,253 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           470,399         +   1,846         +  13,222 
         Notes and bonds, inflation-indexed (2)                    31,776                 0         +   9,130 
         Inflation compensation (3)                               3,622         +      44         +     252 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     28,750         +     750         +  10,000 
   Loans                                                             49         +      17         -   3,706 
Items in process of collection                    (1,083)         3,122         -     388         -   1,981 
Bank premises                                                     1,988         +       2         +     155 
Other assets (5)                                                 38,350         +     795         +     380 
      Total assets                                (1,083)       869,275         +   3,090         +  29,264 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  773,017         +   1,237         +  17,383 
Reverse repurchase agreements (6)                                34,134         -   1,341         +  10,118 
Deposits                                              (0)        19,753         +   3,596         -   1,602 
  Depository institutions                                        14,628         +   3,895         -   2,018 
  U.S. Treasury, general account                                  4,758         -     215         +     424 
  Foreign official                                                   93         -      38         +       3 
  Other                                               (0)           274         -      45         -      11 
Deferred availability cash items                  (1,083)         3,903         -     599         -   2,552 
Other liabilities and accrued dividends (7)                       5,859         -      24         +   1,221 
      Total liabilities                           (1,083)       836,666         +   2,869         +  24,568 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,854         +       7         +   2,083 
Surplus                                                          15,362         +       1         +   2,461 
Other capital accounts                                            1,393         +     213         +     152 
      Total capital                                              32,609         +     221         +   4,696 
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 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, April 11, 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        49,653    +     130             0            0        28,750        34,134
16 days to 90 days          44       181,952    -      90             0            0             0             0
91 days to 1 year            0       174,180    -      37             0            0      ------       ------   
Over 1 to 5 years     ------         226,985    +     952             0            0      ------       ------   
Over 5 to 10 years    ------          66,839    +     277             0            0      ------       ------   
Over 10 years         ------          83,207    +     658             0            0      ------       ------   
           
All                         49       782,816    +   1,890             0            0        28,750       34,134 
 
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 April 11, 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                                             963          40          63          64          88          89         106         112          37          42          73          90         157 
Securities, repurchase agreements,                                 
      and loans                              811,616      38,731     300,383      35,235      35,043      67,417      67,942      74,546      25,788      16,506      23,770      36,422      89,834 
   Securities held outright                  782,816      37,355     289,742      33,987      33,802      65,029      65,535      71,878      24,871      15,914      22,923      35,132      86,650 
      U.S. Treasury (1)                      782,816      37,355     289,742      33,987      33,802      65,029      65,535      71,878      24,871      15,914      22,923      35,132      86,650 
         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)                  505,797      24,136     187,209      21,960      21,840      42,017      42,344      46,442      16,070      10,283      14,811      22,700      55,987 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                28,750       1,372      10,641       1,248       1,241       2,388       2,407       2,640         913         584         842       1,290       3,182 
      Loans                                       49           4           0           0           0           0           0          29           3           7           6           0           1 
Items in process of collection                 4,205         152         -10         386         467         217         463         284         354         264         327         203       1,099 
Bank premises                                  1,988         117         211          57         156         171         231         208          84         115         189         260         188 
Other assets(5)                               38,350       1,314      12,064       3,185       2,225       7,047       3,172       2,631         773         724         719       1,031       3,464 
Interdistrict settlement account                   0     - 2,974     -10,300     - 1,284     - 4,881     + 2,827     +13,879     - 4,211     +   434     - 1,054     + 3,877     + 1,177     + 2,511 
          Total Assets                       870,358      37,982     307,424      38,189      33,647      78,769      86,981      74,728      27,870      16,838      29,346      39,856      98,729 
 
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 April 11, 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             965,144      38,568     339,889      38,163      35,897      76,276     107,341      81,465      29,305      17,321      30,691      57,259     112,969 
  Less: notes held by F.R. Banks              192,127       4,401      63,686       6,662       7,860      12,796      28,184      14,018       3,554       2,486       3,866      20,879      23,734 
    Federal Reserve notes, net                773,017      34,167     276,203      31,501      28,036      63,480      79,157      67,447      25,751      14,835      26,825      36,380      89,235 
Reverse repurchase agreements (1)              34,134       1,629      12,634       1,482       1,474       2,836       2,858       3,134       1,085         694       1,000       1,532       3,778 
Deposits                                       19,753         818       7,873         636       1,201       3,172       1,267       1,515         343         250         503         794       1,379 
  Depository institutions                      14,628         816       2,899         631       1,197       3,057       1,263       1,513         331         250         502         793       1,376 
  U.S. Treasury, general account                4,758           0       4,758           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 93           1          63           5           3          11           3           2           0           1           0           1           3 
  Other                                           274           1         153           1           1         105           0           0          11           0           1           0           0 
Deferred availability cash items                4,986         271         122         631         464         442         488         321         113         254         450         284       1,148 
Other liabilities and accrued                                                 
  dividends (2)                                 5,859         266       1,871         283         287         713         517         517         217         158         188         280         564 
                                                                    
    Total liabilities                         837,749      37,151     298,703      34,533      31,462      70,642      84,286      72,934      27,508      16,191      28,966      39,269      96,105 
                                                                    
Capital                                                             
Capital paid in                                15,854         397       4,220       1,810       1,064       3,972       1,316         863         169         316         179         276       1,271 
Surplus                                        15,362         396       3,760       1,810       1,087       4,095       1,276         859         166         276         176         213       1,247 
Other capital                                   1,393          38         741          36          34          60         103          72          26          55          24          98         106 
     Total liabilities and capital            870,358      37,982     307,424      38,189      33,647      78,769      86,981      74,728      27,870      16,838      29,346      39,856      98,729 
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
Apr 11, 2007
Federal Reserve notes outstanding          965,144  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   192,127  
      Federal Reserve Notes to be         
         collateralized                    773,017  
Collateral held against Federal Reserve             
   notes                                   773,017  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           759,780  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      811,566  
   Less:face value of securities under    
         reverse repurchase agreements      34,192  
      U.S. Treasury and agency securities  
             eligible to be pledged        777,374  
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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