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Release Date: March 1, 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 1, 2007
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Averages of daily figures
Reserve Bank credit, related items, and Week ended Change from week ended Wednesday
reserve balances of depository institutions at Feb 28, 2007 Feb 21, 2007 Mar 1, 2006 Feb 28, 2007
Federal Reserve Banks
Reserve Bank Credit 853,467 + 1,795 + 32,710 863,042
Securities held outright 779,447 + 549 + 25,757 780,793
U.S. Treasury (1) 779,447 + 549 + 25,757 780,793
Bills (2) 277,019 0 + 2,877 277,019
Notes and bonds, nominal (2) 467,212 + 537 + 12,977 468,553
Notes and bonds, inflation-indexed (2) 31,776 0 + 9,580 31,776
Inflation compensation (3) 3,441 + 13 + 323 3,446
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 36,286 + 1,107 + 7,250 45,250
Loans to depository institutions 33 + 7 - 1 22
Primary credit 11 + 6 + 5 0
Secondary credit 0 0 0 0
Seasonal credit 21 0 - 7 22
Float -439 - 229 - 650 -1,010
Other Federal Reserve assets 38,141 + 362 + 354 37,987
Gold stock 11,041 0 - 3 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,318 + 14 + 505 38,318
Total factors supplying reserve funds 905,026 + 1,809 + 33,212 914,601
Currency in circulation(5) 806,652 - 1,160 + 18,266 808,091
Reverse repurchase agreements (6) 38,712 + 996 + 14,065 39,645
Foreign official and international accounts 38,712 + 996 + 14,065 39,645
Dealers 0 0 0 0
Treasury cash holdings 201 - 9 + 16 204
Deposits with F.R.Banks, other than reserve balances 11,755 - 280 - 1,688 12,297
U.S. Treasury, general account 4,674 - 266 - 406 5,194
Foreign official 91 0 + 8 91
Service-related 6,738 0 - 1,277 6,738
Required clearing balances 6,738 0 - 1,277 6,738
Adjustments to compensate for float 0 0 0 0
Other 252 - 15 - 13 274
Other liabilities and capital 38,069 + 437 + 5,753 38,147
Total factors, other than reserve balances,
absorbing reserve funds 895,390 - 15 + 36,413 898,384
Reserve balances with Federal Reserve Banks 9,636 + 1,824 - 3,202 16,216
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,833,370 + 6,789 + 253,534 1,839,398
U.S. Treasury 1,200,513 + 7,735 + 73,894 1,205,004
Federal agency 632,856 - 946 + 179,639 634,394
Securities lent to dealers 2,382 - 72 - 1,227 6,026
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
Eliminations Change Since
from Wednesday Wednesday Wednesday
Assets, liabilities, and capital consolidation Feb 28, 2007 Feb 21, 2007 Mar 1, 2006
Assets
Gold certificate account 11,037 0 - 3
Special drawing rights certificate account 2,200 0 0
Coin 985 - 16 + 159
Securities, repurchase agreements, and loans 826,065 + 13,121 + 43,594
Securities held outright 780,793 + 1,891 + 26,111
U.S. Treasury (1) 780,793 + 1,891 + 26,111
Bills (2) 277,019 0 + 2,877
Notes and bonds, nominal (2) 468,553 + 1,878 + 13,326
Notes and bonds, inflation-indexed (2) 31,776 0 + 9,580
Inflation compensation (3) 3,446 + 14 + 329
Federal agency (2) 0 0 0
Repurchase agreements (4) 45,250 + 11,250 + 17,500
Loans 22 - 19 - 16
Items in process of collection (795) 3,040 - 5,042 - 5,085
Bank premises 1,974 + 14 + 153
Other assets (5) 35,966 + 134 + 45
Total assets (795) 881,267 + 8,211 + 38,864
Liabilities
Federal Reserve notes net of FR Bank holdings 770,958 - 280 + 17,930
Reverse repurchase agreements (6) 39,645 + 1,501 + 14,973
Deposits (0) 28,464 + 8,090 + 2,565
Depository institutions 22,906 + 8,184 + 2,809
U.S. Treasury, general account 5,194 - 110 - 233
Foreign official 91 0 + 6
Other (0) 274 + 17 - 16
Deferred availability cash items (795) 4,053 - 1,857 - 2,740
Other liabilities and accrued dividends (7) 5,697 + 52 + 1,333
Total liabilities (795) 848,817 + 7,508 + 34,061
Capital Accounts
Capital paid in 15,953 + 94 + 2,214
Surplus 15,282 + 58 + 2,381
Other capital accounts 1,214 + 550 + 208
Total capital 32,450 + 703 + 4,804
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, February 28, 2007
Millions of dollars
U.S. Treasury Federal agency Reverse
Maturity Loans securities (1) securities Repurchase repurchase
Weekly Weekly agreements(2)agreements(2)
Holdings changes Holdings changes
Within 15 days 20 54,261 - 8,873 0 0 45,250 39,645
16 days to 90 days 2 171,003 - 137 0 0 0 0
91 days to 1 year 0 177,267 + 1,156 0 0 ------ ------
Over 1 to 5 years ------ 229,242 + 9,736 0 0 ------ ------
Over 5 to 10 years ------ 66,526 + 3 0 0 ------ ------
Over 10 years ------ 82,494 + 5 0 0 ------ ------
All 22 780,793 + 1,891 0 0 45,250 39,645
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 February 28, 2007
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas 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 985 38 69 68 99 98 108 111 42 40 74 91 146
Securities, repurchase agreements,
and loans 826,065 39,427 305,741 35,863 35,668 68,619 69,154 75,851 26,245 16,800 24,190 37,072 91,435
Securities held outright 780,793 37,258 288,993 33,899 33,714 64,861 65,365 71,692 24,807 15,873 22,863 35,041 86,426
U.S. Treasury (1) 780,793 37,258 288,993 33,899 33,714 64,861 65,365 71,692 24,807 15,873 22,863 35,041 86,426
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) 503,775 24,039 186,461 21,872 21,753 41,849 42,174 46,257 16,006 10,241 14,752 22,609 55,763
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 45,250 2,159 16,748 1,965 1,954 3,759 3,788 4,155 1,438 920 1,325 2,031 5,009
Loans 22 10 0 0 0 0 0 4 0 7 2 0 0
Items in process of collection 3,835 187 67 501 488 404 323 193 121 269 372 217 695
Bank premises 1,974 117 210 57 156 171 231 206 83 116 178 259 189
Other assets(5) 35,966 1,204 11,177 3,171 2,110 6,801 2,932 2,420 694 674 656 931 3,196
Interdistrict settlement account 0 - 2,742 - 4,373 - 2,478 - 4,660 - 350 +12,477 - 5,209 + 413 - 202 + 3,425 + 1,698 + 2,001
Total Assets 882,062 38,832 317,904 37,728 34,411 76,744 86,414 74,732 27,998 17,937 29,285 40,941 99,137
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 February 28, 2007
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco
Liabilities
Federal Reserve notes outstanding 963,357 38,993 340,889 37,956 36,079 74,834 104,022 82,286 29,325 17,313 30,812 57,059 113,789
Less: notes held by F.R. Banks 192,400 4,318 63,009 6,995 7,383 13,229 26,633 14,984 3,631 2,411 4,317 19,929 25,561
Federal Reserve notes, net 770,958 34,675 277,881 30,960 28,696 61,605 77,389 67,303 25,694 14,901 26,495 37,130 88,228
Reverse repurchase agreements (1) 39,645 1,892 14,674 1,721 1,712 3,293 3,319 3,640 1,260 806 1,161 1,779 4,388
Deposits 28,464 833 14,901 515 1,079 2,298 2,007 1,191 359 1,164 597 919 2,602
Depository institutions 22,906 822 9,480 510 1,075 2,209 2,004 1,188 342 1,163 596 918 2,598
U.S. Treasury, general account 5,194 0 5,194 0 0 0 0 0 0 0 0 0 0
Foreign official 91 1 61 5 3 11 3 2 0 1 0 1 3
Other 274 10 166 0 1 79 0 0 16 0 1 0 0
Deferred availability cash items 4,848 341 67 697 427 574 545 283 106 291 454 326 738
Other liabilities and accrued
dividends (2) 5,697 265 1,861 269 278 604 521 510 217 149 193 278 552
Total liabilities 849,612 38,005 309,382 34,163 32,192 68,374 83,782 72,927 27,636 17,312 28,900 40,432 96,507
Capital
Capital paid in 15,953 395 4,218 1,810 1,089 4,110 1,277 861 168 316 179 264 1,266
Surplus 15,282 396 3,738 1,755 1,087 4,094 1,276 859 166 276 176 212 1,247
Other capital 1,214 35 566 0 43 166 79 85 28 33 30 32 117
Total liabilities and capital 882,062 38,832 317,904 37,728 34,411 76,744 86,414 74,732 27,998 17,937 29,285 40,941 99,137
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
Feb 28, 2007
Federal Reserve notes outstanding 963,357
Less: Notes held by F.R. Banks
not subject to collateralization 192,400
Federal Reserve Notes to be
collateralized 770,958
Collateral held against Federal Reserve
notes 770,958
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 757,721
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 826,043
Less:face value of securities under
reverse repurchase agreements 39,718
U.S. Treasury and agency securities
eligible to be pledged 786,326
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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Statistical releases