Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  June 29, 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
June 29, 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
Jun 28, 2006
Week ended
Jun 28, 2006
Change from week ended
Jun 21, 2006 Jun 29, 2005
                                                              
Reserve Bank Credit                                         824,729     -   1,142     +  36,187       829,080 
 Securities held outright                                   766,330     +      52     +  40,321       766,349 
    U.S. Treasury (1)                                       766,330     +      52     +  40,321       766,349 
       Bills (2)                                            275,370             0     +  10,355       275,370 
       Notes and bonds, nominal (2)                         464,580             0     +  25,902       464,580 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,113        22,646 
       Inflation compensation (3)                             3,734     +      52     +     952         3,753 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    18,429     -     142     -   4,678        22,500 
 Loans to depository institutions                               293     +      25     +      78           300 
    Primary credit                                               16             0     -       3            11 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             277     +      25     +      81           289 
 Float                                                         -622     -   1,439     +     192          -481 
 Other Federal Reserve assets                               40,300    +     364    +     275       40,411 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,048     +      14     +   1,447        38,048 
                                                              
Total factors supplying reserve funds                       876,018     -   1,127     +  37,634       880,369 
                                                                          
Currency in circulation(5)                                  792,937     -     156     +  33,052       795,479 
Reverse repurchase agreements (6)                            27,042     +     523     +   2,731        30,400 
   Foreign official and international accounts               27,042     +     523     +   2,731        30,400 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          193     -      11     -      51           174 
Deposits with F.R.Banks, other than reserve balances         12,412     -     247     -     961        12,366 
  U.S. Treasury, general account                              4,924     -      83     +     198         4,879 
  Foreign official                                               87     -       6     -      16            90 
  Service-related                                             7,166     -     151     -   1,113         7,166 
     Required clearing balances                               7,166     -     151     -   1,113         7,166 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         235     -       7     -      30           231 
Other liabilities and capital                                35,078     +     137     +   5,365        34,641 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  867,662     +     247     +  40,136       873,060 
                                                              
Reserve balances with Federal Reserve Banks                   8,356     -   1,374     -   2,503         7,309 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,638,275     +     830     + 198,056     1,639,280 
     U.S. Treasury                                        1,120,586     -   4,918     +  32,040     1,118,893 
     Federal agency                                         517,689     +   5,748     + 166,016       520,387 
  Securities lent to dealers                                  2,340     +     467     -   1,103         3,869 
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
Jun 28, 2006
Wednesday
Jun 21, 2006
Wednesday
Jun 29, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                720         -       9         +      93 
Securities, repurchase agreements, and loans                    789,149         +     331         +  36,881 
   Securities held outright                                     766,349         +      52         +  40,327 
      U.S. Treasury (1)                                         766,349         +      52         +  40,327 
         Bills (2)                                              275,370                 0         +  10,355 
         Notes and bonds, nominal (2)                           464,580                 0         +  25,902 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,113 
         Inflation compensation (3)                               3,753         +      52         +     958 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     22,500         +     250         -   3,500 
   Loans                                                            300         +      29         +      53 
Items in process of collection                    (1,242)         4,624         -     806         -   1,235 
Bank premises                                                     1,855         +       1         +      24 
Other assets (5)                                                 38,314         +     164         +      73 
      Total assets                                (1,242)       847,898         -     319         +  35,834 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  758,321         +   1,386         +  30,681 
Reverse repurchase agreements (6)                                30,400         +   4,723         +   6,163 
Deposits                                              (0)        19,439         -   5,921         -   5,196 
  Depository institutions                                        14,239         -   5,412         -   5,888 
  U.S. Treasury, general account                                  4,879         -     506         +     706 
  Foreign official                                                   90         +       3         +       7 
  Other                                               (0)           231         -       7         -      21 
Deferred availability cash items                  (1,242)         5,097         -     335         -   1,065 
Other liabilities and accrued dividends (7)                       5,179         +      77         +   1,560 
      Total liabilities                           (1,242)       818,436         -      72         +  32,144 
                                                     
Capital Accounts                                     
Capital paid in                                                  14,968         +       2         +   2,032 
Surplus                                                          12,901                 0         +   1,445 
Other capital accounts                                            1,593         -     250         +     214 
      Total capital                                              29,462         -     248         +   3,691 
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, June 28, 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             276        61,309    -   1,911             0            0        22,500        30,400
16 days to 90 days          25       172,967    +   1,923             0            0             0             0
91 days to 1 year            0       177,003    -       9             0            0      ------       ------   
Over 1 to 5 years     ------         215,982    +      16             0            0      ------       ------   
Over 5 to 10 years    ------          60,712    +       8             0            0      ------       ------   
Over 10 years         ------          78,375    +      23             0            0      ------       ------   
           
All                        300       766,349    +      52             0            0        22,500       30,400 
 
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 June 28, 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                                             720          33          40          33          67          65          90          77          32          33          60          69         121 
Securities, repurchase agreements,                                 
      and loans                              789,149      36,576     306,148      33,272      33,091      63,661      64,166      70,468      24,389      15,668      22,469      34,396      84,846 
   Securities held outright                  766,349      36,569     283,647      33,272      33,091      63,661      64,156      70,366      24,348      15,579      22,440      34,393      84,827 
      U.S. Treasury (1)                      766,349      36,569     283,647      33,272      33,091      63,661      64,156      70,366      24,348      15,579      22,440      34,393      84,827 
         Bills (2)                           275,370      13,140     101,922      11,955      11,890      22,875      23,053      25,284       8,749       5,598       8,063      12,358      30,481 
         Notes and bonds(3)                  490,979      23,429     181,725      21,316      21,200      40,786      41,103      45,082      15,599       9,981      14,377      22,035      54,347 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                22,500           0      22,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      300           8           1           0           0           0          10         102          41          88          29           3          18 
Items in process of collection                 5,866         334         633         310         501         393         796         304         212         244         524         468       1,148 
Bank premises                                  1,855         113         207          57         157         154         230         209          71         118         110         260         169 
Other assets(5)                               38,314       1,224      13,878       1,812       2,252       6,844       2,708       2,731         750         700         724         955       3,736 
Interdistrict settlement account                   0     -   943     -   621     + 1,599     -   654     + 2,572     + 3,048     - 7,556     -   293     -    74     + 1,505     - 2,070     + 3,486 
          Total Assets                       849,141      37,938     325,297      37,628      35,965      74,689      72,228      67,391      25,560      16,930      25,783      34,751      94,982 
 
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 June 28, 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             928,954      38,108     347,723      39,797      37,095      73,442      90,477      74,184      27,422      17,286      27,205      49,068     107,148 
  Less: notes held by F.R. Banks              170,633       3,778      50,793       7,359       6,339      12,956      25,753      13,589       4,001       2,195       3,727      17,777      22,366 
    Federal Reserve notes, net                758,321      34,330     296,930      32,438      30,756      60,486      64,723      60,594      23,421      15,091      23,478      31,291      84,782 
Reverse repurchase agreements (1)              30,400       1,451      11,252       1,320       1,313       2,525       2,545       2,791         966         618         890       1,364       3,365 
Deposits                                       19,439         684       7,235         433         961       2,641       1,648       1,397         534         263         496         672       2,474 
  Depository institutions                      14,239         683       2,123         431         957       2,581       1,645       1,394         527         263         494         671       2,469 
  U.S. Treasury, general account                4,879           0       4,879           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                                           231           0         172           0           1          48           0           0           7           0           1           0           0 
Deferred availability cash items                6,340         433         622         574         621         468         698         290         133         327         386         749       1,039 
Other liabilities and accrued                                                 
  dividends (2)                                 5,179         250       1,699         269         257         561         436         466         183         135         169         236         520 
                                                                    
    Total liabilities                         819,679      37,147     317,739      35,033      33,908      66,681      70,050      65,538      25,237      16,434      25,419      34,312      92,180 
                                                                    
Capital                                                             
Capital paid in                                14,968         382       3,674       1,744       1,024       4,015       1,069         904         155         243         174         207       1,377 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,593          92         199         106          20         685         216          73          24           8          15          79          76 
     Total liabilities and capital            849,141      37,938     325,297      37,628      35,965      74,689      72,228      67,391      25,560      16,930      25,783      34,751      94,982 
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
Jun 28, 2006
Federal Reserve notes outstanding          928,954  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   170,633  
      Federal Reserve Notes to be         
         collateralized                    758,321  
Collateral held against Federal Reserve             
   notes                                   758,321  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           745,084  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      788,849  
   Less:face value of securities under    
         reverse repurchase agreements      30,442  
      U.S. Treasury and agency securities  
             eligible to be pledged        758,407  
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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