Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  August 09, 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
August 9, 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
Aug 8, 2007
Week ended
Aug 8, 2007
Change from week ended
Aug 1, 2007 Aug 9, 2006
                                                              
Reserve Bank Credit                                         850,555     -   7,047     +  25,243       851,160 
 Securities held outright                                   790,814     +      56     +  25,990       790,820 
    U.S. Treasury (1)                                       790,814     +      56     +  25,990       790,820 
       Bills (2)                                            277,019             0             0       277,019 
       Notes and bonds, nominal (2)                         473,378     -     925     +  15,552       473,378 
       Notes and bonds, inflation-indexed (2)                35,753     +     925     +   9,734        35,753 
       Inflation compensation (3)                             4,664     +      55     +     703         4,670 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    18,571     -   7,215     -     358        18,750 
 Loans to depository institutions                               251             0     -      90           255 
    Primary credit                                                1     -       1     -       8             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             249             0     -      82           255 
 Float                                                         -887     -      29     -     170          -622 
 Other Federal Reserve assets                               41,807    +     142    -     129       41,957 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,591     +      14     +     565        38,591 
                                                              
Total factors supplying reserve funds                       902,388     -   7,033     +  25,809       902,993 
                                                                          
Currency in circulation(5)                                  813,051     +     633     +  19,021       814,626 
Reverse repurchase agreements (6)                            31,647     -   1,688     +   3,203        30,132 
   Foreign official and international accounts               31,647     -   1,688     +   3,203        30,132 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          245     -      47     +      88           257 
Deposits with F.R.Banks, other than reserve balances         11,960     +     241     -     265        11,601 
  U.S. Treasury, general account                              4,998     +     124     +     355         4,670 
  Foreign official                                               94     -       2     +       4            94 
  Service-related                                             6,562     +      99     -     644         6,562 
     Required clearing balances                               6,562     +      99     -     641         6,562 
     Adjustments to compensate for float                          0             0     -       3             0 
  Other                                                         306     +      19     +      20           274 
Other liabilities and capital                                40,037     +     558     +   4,438        39,583 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  896,941     -     303     +  26,487       896,199 
                                                              
Reserve balances with Federal Reserve Banks                   5,447     -   6,730     -     677         6,794 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         2,006,426     -   3,524     + 344,108     2,006,849 
     U.S. Treasury                                        1,247,819     -   4,357     + 113,506     1,246,184 
     Federal agency                                         758,607     +     834     + 230,602       760,665 
  Securities lent to dealers                                  3,487     -   2,597     +     591         8,540 
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
Aug 8, 2007
Wednesday
Aug 1, 2007
Wednesday
Aug 9, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,062         -      34         +     298 
Securities, repurchase agreements, and loans                    809,825         -   5,962         +  27,136 
   Securities held outright                                     790,820         +      18         +  25,992 
      U.S. Treasury (1)                                         790,820         +      18         +  25,992 
         Bills (2)                                              277,019                 0                 0 
         Notes and bonds, nominal (2)                           473,378                 0         +  15,552 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,670         +      17         +     704 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     18,750         -   6,000         +   1,250 
   Loans                                                            255         +      20         -     105 
Items in process of collection                      (841)         3,127         +     701         -   2,136 
Bank premises                                                     2,063         +      10         +     196 
Other assets (5)                                                 39,994         +     481         +     132 
      Total assets                                  (841)       869,309         -   4,803         +  25,627 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  777,350         +     397         +  18,627 
Reverse repurchase agreements (6)                                30,132         -   1,414         +   2,272 
Deposits                                              (0)        18,494         -   3,749         +   1,180 
  Depository institutions                                        13,456         -   3,628         -     595 
  U.S. Treasury, general account                                  4,670         -      99         +   1,763 
  Foreign official                                                   94         -       1         +       6 
  Other                                               (0)           274         -      21         +       6 
Deferred availability cash items                    (841)         3,750         -     158         -     993 
Other liabilities and accrued dividends (7)                       5,905         +      81         +     858 
      Total liabilities                             (841)       835,631         -   4,843         +  21,944 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,660         +      11         +   1,644 
Surplus                                                          15,412         +       1         +   2,511 
Other capital accounts                                            1,607         +      29         -     470 
      Total capital                                              33,678         +      40         +   3,683 
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, August 8, 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              29        64,771    +     461             0            0        18,750        30,132
16 days to 90 days         226       162,434    +   5,424             0            0             0             0
91 days to 1 year            0       172,427    -   5,886             0            0      ------       ------   
Over 1 to 5 years     ------         238,079    +       6             0            0      ------       ------   
Over 5 to 10 years    ------          69,353    +       3             0            0      ------       ------   
Over 10 years         ------          83,755    +       7             0            0      ------       ------   
           
All                        255       790,820    +      18             0            0        18,750       30,132 
 
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 August 8, 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         449       4,053         455         428         869       1,117         903         326         203         335         613       1,286 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,062          30          55          68         107         108         144         123          52          39          79         114         142 
Securities, repurchase agreements,                                 
      and loans                              809,825      37,310     293,143      35,820      33,130      70,143      75,091      67,960      25,939      16,236      26,233      35,579      93,243 
   Securities held outright                  790,820      36,446     286,354      34,986      32,363      68,518      73,347      66,331      25,275      15,779      25,600      34,746      91,076 
      U.S. Treasury (1)                      790,820      36,446     286,354      34,986      32,363      68,518      73,347      66,331      25,275      15,779      25,600      34,746      91,076 
         Bills (2)                           277,019      12,767     100,308      12,255      11,336      24,001      25,693      23,235       8,854       5,527       8,967      12,171      31,903 
         Notes and bonds(3)                  513,801      23,679     186,046      22,731      21,026      44,517      47,654      43,096      16,422      10,251      16,632      22,575      59,172 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                18,750         864       6,789         830         767       1,625       1,739       1,573         599         374         607         824       2,159 
      Loans                                      255           0           0           4           0           0           5          55          64          84          26           9           8 
Items in process of collection                 3,968         147         160         399         555         231         358         280         100         196         310         430         801 
Bank premises                                  2,063         119         215          56         155         174         230         206          98         114         234         260         200 
Other assets(5)                               39,994       1,357      12,482       3,304       2,272       7,334       3,437       2,633         825         759         819       1,077       3,694 
Interdistrict settlement account                   0     - 4,261     + 5,896     -   340     - 2,513     + 1,358     + 5,790     -   348     +   100     - 1,305     +   860     - 2,804     - 2,433 
          Total Assets                       870,150      35,266     316,879      39,845      34,238      80,365      86,334      71,970      27,511      16,272      28,936      35,367      97,168 
 
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 August 8, 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             990,878      37,628     353,778      41,098      37,886      80,889     110,180      80,525      29,471      17,374      30,475      57,391     114,184 
  Less: notes held by F.R. Banks              213,529       5,641      67,834       7,582       8,849      15,481      31,354      14,545       3,902       3,136       3,849      25,232      26,123 
    Federal Reserve notes, net                777,350      31,987     285,944      33,516      29,037      65,408      78,825      65,980      25,569      14,239      26,625      32,159      88,061 
Reverse repurchase agreements (1)              30,132       1,389      10,911       1,333       1,233       2,611       2,795       2,527         963         601         975       1,324       3,470 
Deposits                                       18,494         542       9,257         452         765       2,218       1,128         785         293         308         443         695       1,608 
  Depository institutions                      13,456         541       4,345         447         762       2,119       1,125         782         288         308         441         694       1,605 
  U.S. Treasury, general account                4,670           0       4,670           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 94           1          64           5           3          11           3           2           0           1           0           1           3 
  Other                                           274           0         178           0           0          89           0           0           5           0           1           0           0 
Deferred availability cash items                4,591         273         109         620         705         311         438         345          96         311         288         314         780 
Other liabilities and accrued                                                 
  dividends (2)                                 5,905         260       1,807         270         270         813         572         480         218         155         204         279         577 
                                                                    
    Total liabilities                         836,472      34,450     308,028      36,191      32,010      71,361      83,758      70,117      27,140      15,615      28,536      34,771      94,496 
                                                                    
Capital                                                             
Capital paid in                                16,660         388       4,295       1,808       1,101       4,670       1,235         897         176         322         188         285       1,295 
Surplus                                        15,412         396       3,805       1,811       1,087       4,097       1,277         860         167         276         176         214       1,248 
Other capital                                   1,607          32         752          35          40         236          63          96          30          60          35          97         129 
     Total liabilities and capital            870,150      35,266     316,879      39,845      34,238      80,365      86,334      71,970      27,511      16,272      28,936      35,367      97,168 
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
Aug 8, 2007
Federal Reserve notes outstanding          990,878  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   213,529  
      Federal Reserve Notes to be         
         collateralized                    777,350  
Collateral held against Federal Reserve             
   notes                                   777,350  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           764,113  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      809,570  
   Less:face value of securities under    
         reverse repurchase agreements      30,179  
      U.S. Treasury and agency securities  
             eligible to be pledged        779,391  
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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