Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 05, 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
October 5, 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
Oct 4, 2006
Week ended
Oct 4, 2006
Change from week ended
Sep 27, 2006 Oct 5, 2005
                                                              
Reserve Bank Credit                                         829,644     +   4,405     +  29,468       826,967 
 Securities held outright                                   768,926     +      18     +  32,387       768,932 
    U.S. Treasury (1)                                       768,926     +      18     +  32,387       768,932 
       Bills (2)                                            277,019             0     +   7,258       277,019 
       Notes and bonds, nominal (2)                         461,791             0     +  17,923       461,791 
       Notes and bonds, inflation-indexed (2)                26,019             0     +   6,036        26,019 
       Inflation compensation (3)                             4,098     +      18     +   1,171         4,104 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    21,214     +   4,571     -   2,715        18,250 
 Loans to depository institutions                               343     -      41     -     217           267 
    Primary credit                                               40     +       9     -      68             1 
    Secondary credit                                              0             0     -     152             0 
    Seasonal credit                                             303     -      50     +       3           266 
 Float                                                         -351     +     312     -     435           149 
 Other Federal Reserve assets                               39,512    -     456    +     447       39,370 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,152     +      14     +   1,723        38,152 
                                                              
Total factors supplying reserve funds                       881,037     +   4,419     +  31,191       878,360 
                                                                          
Currency in circulation(5)                                  791,854     +   1,038     +  24,481       794,246 
Reverse repurchase agreements (6)                            30,498     +   2,107     +   4,226        29,212 
   Foreign official and international accounts               30,498     +   2,107     +   4,226        29,212 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          151     -       7     -      83           154 
Deposits with F.R.Banks, other than reserve balances         14,016     +   2,409     -     110        13,640 
  U.S. Treasury, general account                              6,650     +   2,370     +   1,793         6,222 
  Foreign official                                               94     +       4     -       5            92 
  Service-related                                             6,993     +      25     -   1,871         6,993 
     Required clearing balances                               6,993     +      25     -   1,871         6,993 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         280     +      11     -      27           334 
Other liabilities and capital                                36,016     -     196     +   4,962        35,622 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  872,535     +   5,350     +  33,475       872,875 
                                                              
Reserve balances with Federal Reserve Banks                   8,502     -     931     -   2,284         5,485 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,674,664     +  13,255     + 210,897     1,682,645 
     U.S. Treasury                                        1,131,365     +  12,175     +  48,369     1,141,823 
     Federal agency                                         543,298     +   1,079     + 162,526       540,821 
  Securities lent to dealers                                  1,609     +     499     -   4,098           349 
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
Oct 4, 2006
Wednesday
Sep 27, 2006
Wednesday
Oct 5, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                848         -      10         +     136 
Securities, repurchase agreements, and loans                    787,448         -   9,334         +  30,813 
   Securities held outright                                     768,932         +      17         +  31,340 
      U.S. Treasury (1)                                         768,932         +      17         +  31,340 
         Bills (2)                                              277,019                 0         +   7,240 
         Notes and bonds, nominal (2)                           461,791                 0         +  16,901 
         Notes and bonds, inflation-indexed (2)                    26,019                 0         +   6,036 
         Inflation compensation (3)                               4,104         +      17         +   1,164 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     18,250         -   9,250         -     500 
   Loans                                                            267         -      99         -      26 
Items in process of collection                    (1,561)         4,999         +   1,858         -   4,759 
Bank premises                                                     1,901         +      12         +      61 
Other assets (5)                                                 37,867         -     202         +     486 
      Total assets                                (1,561)       846,300         -   7,675         +  26,736 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  757,093         +   1,951         +  23,261 
Reverse repurchase agreements (6)                                29,212         -   2,254         +   3,274 
Deposits                                              (0)        19,523         -   7,540         -   1,250 
  Depository institutions                                        12,875         -   9,276         -   2,656 
  U.S. Treasury, general account                                  6,222         +   1,637         +   1,436 
  Foreign official                                                   92         +       1         -      57 
  Other                                               (0)           334         +      98         +      27 
Deferred availability cash items                  (1,561)         4,851         +     244         -   3,137 
Other liabilities and accrued dividends (7)                       5,402         -     112         +   1,549 
      Total liabilities                           (1,561)       816,080         -   7,712         +  23,696 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,077         +      10         +   1,651 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,242         +      28         +     118 
      Total capital                                              30,220         +      38         +   3,040 
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, October 4, 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              20        54,634    -   3,601             0            0        18,250        29,212
16 days to 90 days         247       170,012    +   3,026             0            0             0             0
91 days to 1 year            0       186,680    -     562             0            0      ------       ------   
Over 1 to 5 years     ------         215,770    +   1,143             0            0      ------       ------   
Over 5 to 10 years    ------          60,279    +       3             0            0      ------       ------   
Over 10 years         ------          81,557    +       7             0            0      ------       ------   
           
All                        267       768,932    +      17             0            0        18,250       29,212 
 
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 October 4, 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                                             848          24          47          57          77          76         113         104          43          31          63          83         129 
Securities, repurchase agreements,                                 
      and loans                              787,448      36,692     302,853      33,384      33,202      63,875      64,384      70,691      24,463      15,713      22,562      34,515      85,115 
   Securities held outright                  768,932      36,692     284,603      33,384      33,202      63,875      64,372      70,603      24,430      15,632      22,516      34,509      85,113 
      U.S. Treasury (1)                      768,932      36,692     284,603      33,384      33,202      63,875      64,372      70,603      24,430      15,632      22,516      34,509      85,113 
         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)                  491,913      23,473     182,070      21,357      21,241      40,863      41,181      45,167      15,629      10,000      14,404      22,076      54,450 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                18,250           0      18,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                      267           0           0           0           0           0          11          88          32          81          46           7           1 
Items in process of collection                 6,561         277         481         964         641         573         553         277         131         285         530         443       1,405 
Bank premises                                  1,901         113         208          57         157         161         230         209          74         117         138         259         176 
Other assets(5)                               37,867       1,199      13,698       1,793       2,230       6,855       2,675       2,688         731         691         705         928       3,673 
Interdistrict settlement account                   0     - 1,704     + 2,584     +   152     -   913     + 2,537     + 8,074     - 9,022     -   789     -   613     + 1,482     - 2,769     +   981 
          Total Assets                       847,862      37,202     324,883      36,954      35,946      75,077      77,218      66,107      25,051      16,464      25,870      34,133      92,955 
 
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 October 4, 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             934,750      37,887     347,314      38,869      36,874      74,213      95,039      74,508      27,030      17,125      27,577      50,107     108,208 
  Less: notes held by F.R. Banks              177,657       4,087      52,550       7,755       6,098      13,051      25,236      14,943       3,899       2,643       4,087      18,984      24,324 
    Federal Reserve notes, net                757,093      33,800     294,763      31,113      30,776      61,162      69,803      59,565      23,131      14,482      23,489      31,123      83,884 
Reverse repurchase agreements (1)              29,212       1,394      10,812       1,268       1,261       2,427       2,446       2,682         928         594         855       1,311       3,234 
Deposits                                       19,523         525       9,650         545         694       2,105       1,543       1,206         403         322         426         639       1,463 
  Depository institutions                      12,875         524       3,161         542         691       1,967       1,540       1,203         402         322         425         638       1,459 
  U.S. Treasury, general account                6,222           0       6,222           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                                           334           0         204           1           0         127           0           0           0           0           1           0           0 
Deferred availability cash items                6,412         415         190         869         677         657         744         382         149         393         552         358       1,028 
Other liabilities and accrued                                                 
  dividends (2)                                 5,402         268       1,841         263         268         551         466         494         108         141         187         258         557 
                                                                    
    Total liabilities                         817,641      36,403     317,256      34,059      33,677      66,902      75,002      64,329      24,719      15,932      25,510      33,688      90,165 
                                                                    
Capital                                                             
Capital paid in                                15,077         390       3,691       1,692       1,129       4,080       1,084         845         158         275         175         208       1,349 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,242          92         250         459         126         788         240          57          30          12          11          85          92 
     Total liabilities and capital            847,862      37,202     324,883      36,954      35,946      75,077      77,218      66,107      25,051      16,464      25,870      34,133      92,955 
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
Oct 4, 2006
Federal Reserve notes outstanding          934,750  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   177,657  
      Federal Reserve Notes to be         
         collateralized                    757,093  
Collateral held against Federal Reserve             
   notes                                   757,093  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           743,856  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      787,182  
   Less:face value of securities under    
         reverse repurchase agreements      29,254  
      U.S. Treasury and agency securities  
             eligible to be pledged        757,928  
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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