Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 28, 2004
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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 28, 2004
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 27, 2004
Week ended
Oct 27, 2004
Change from week ended
Oct 20, 2004 Oct 29, 2003
                                                              
Reserve Bank Credit                                         770,604     +      75     +  43,772       772,409 
 Securities held outright                                   705,165     +   2,504     +  47,199       706,730 
    U.S. Treasury (1)                                       705,165     +   2,504     +  47,209       706,730 
       Bills (2)                                            259,117     +      49     +  16,956       259,201 
       Notes and bonds, nominal (2)                         428,645     +   2,454     +  27,886       430,125 
       Notes and bonds, inflation-indexed (2)                15,262             0     +   1,808        15,262 
       Inflation compensation (3)                             2,141     +       2     +     559         2,142 
    Federal agency (2)                                            0             0     -      10             0 
 Repurchase agreements(4)                                    24,000     -   2,964     -   4,071        23,750 
 Loans to depository institutions                               198     +      25     +     108           140 
    Primary credit                                               51     +      46     +      32             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             147     -      21     +      76           140 
 Float                                                          141     -     247     +     259           434 
 Other Federal Reserve assets                               41,100    +     758    +     278       41,356 
Gold stock                                                   11,043             0             0        11,043 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,323     +      14     +   1,018        36,323 
                                                              
Total factors supplying reserve funds                       820,170     +      89     +  44,789       821,976 
                                                                          
Currency in circulation(5)                                  740,688     -     716     +  38,683       742,412 
Reverse repurchase agreements (6)                            26,297     +     866     +   7,123        25,761 
   Foreign official and international accounts               26,297     +     866     +   7,123        25,761 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          301     +       2     -      98           299 
Deposits with F.R.Banks, other than reserve balances         15,814     -     316     -   1,105        15,486 
  U.S. Treasury, general account                              4,948     -     284     -     177         4,582 
  Foreign official                                               86     -      13     +       5           113 
  Service-related                                            10,489     -       2     -     942        10,489 
     Required clearing balances                              10,488     -       3     -     851        10,488 
     Adjustments to compensate for float                          0             0     -      92             0 
  Other                                                         291     -      17     +       8           303 
Other liabilities and capital                                24,102     +     222     +   3,596        23,608 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  807,202     +      57     +  48,199       807,566 
                                                              
Reserve balances with Federal Reserve Banks                  12,968     +      32     -   3,410        14,410 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,299,081     +   4,839     + 303,461     1,298,001 
     U.S. Treasury                                        1,051,206     +   3,583     + 256,551     1,049,867 
     Federal agency                                         247,874     +   1,256     +  46,909       248,134 
  Securities lent to dealers                                  1,553     +   1,180     +     478         2,831 
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 27, 2004
Wednesday
Oct 20, 2004
Wednesday
Oct 29, 2003
Assets                                               
Gold certificate account                                         11,039                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                767         +       9         -      59 
Securities, repurchase agreements, and loans                    730,620         +   6,378         +  43,856 
   Securities held outright                                     706,730         +   3,917         +  48,048 
      U.S. Treasury (1)                                         706,730         +   3,917         +  48,058 
         Bills (2)                                              259,201         +     123         +  16,893 
         Notes and bonds, nominal (2)                           430,125         +   3,792         +  28,803 
         Notes and bonds, inflation-indexed (2)                    15,262                 0         +   1,808 
         Inflation compensation (3)                               2,142         +       2         +     555 
      Federal agency (2)                                              0                 0         -      10 
   Repurchase agreements (4)                                     23,750         +   2,500         -   4,250 
   Loans                                                            140         -      39         +      58 
Items in process of collection                      (839)         6,630         -     782         +     187 
Bank premises                                                     1,748         +      13         +     152 
Other assets (5)                                                 39,657         +     763         +     368 
      Total assets                                  (839)       792,661         +   6,382         +  44,503 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  707,151         +     432         +  37,784 
Reverse repurchase agreements (6)                                25,761         -      82         +   6,475 
Deposits                                              (0)        29,945         +   6,442         -   2,656 
  Depository institutions                                        24,947         +   6,604         -   1,613 
  U.S. Treasury, general account                                  4,582         -     203         -   1,090 
  Foreign official                                                  113         +      37         +      28 
  Other                                               (0)           303         +       4         +      20 
Deferred availability cash items                    (839)         6,196         -     253         -     603 
Other liabilities and accrued dividends (7)                       2,849         +      52         +     546 
      Total liabilities                             (839)       771,902         +   6,591         +  41,547 
                                                     
Capital Accounts                                     
Capital paid in                                                  10,527         +       4         +   1,785 
Surplus                                                           8,847                 0         +     467 
Other capital accounts                                            1,385         -     213         +     704 
      Total capital                                              20,760         -     208         +   2,957 
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 27, 2004
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             127        35,892    -  14,743             0            0        23,750        25,761
16 days to 90 days          14       170,306    +  14,881             0            0             0             0
91 days to 1 year            0       169,363    +   1,578             0            0      ------       ------   
Over 1 to 5 years     ------         203,509    +   1,397             0            0      ------       ------   
Over 5 to 10 years    ------          50,942    +     403             0            0      ------       ------   
Over 10 years         ------          76,718    +     401             0            0      ------       ------   
           
All                        140       706,730    +   3,917             0            0        23,750       25,761 
 
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 27, 2004
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                      11,039         494       4,649         382         452         819         894         924         325         218         302         525       1,055 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             767          19          45          49          43          70          85         108          47          24          47         119         112 
Securities, repurchase agreements,                                 
      and loans                              730,620      33,186     330,197      21,028      30,199      53,715      47,675      63,700      20,769      15,463      18,594      32,226      63,869 
   Securities held outright                  706,730      33,186     306,447      21,020      30,199      53,715      47,660      63,661      20,763      15,415      18,572      32,223      63,869 
      U.S. Treasury (1)                      706,730      33,186     306,447      21,020      30,199      53,715      47,660      63,661      20,763      15,415      18,572      32,223      63,869 
         Bills (2)                           259,201      12,171     112,393       7,709      11,076      19,700      17,480      23,348       7,615       5,653       6,811      11,818      23,425 
         Notes and bonds(3)                  447,529      21,015     194,055      13,311      19,123      34,014      30,180      40,313      13,148       9,761      11,760      20,405      40,445 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                23,750           0      23,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      140           0           0           8           0           0          15          39           6          48          22           3           0 
Items in process of collection                 7,469         351         504         402         496         341         648         798         467         531         606         236       2,090 
Bank premises                                  1,748          98         196          52         155         144         278         145          60         123          78         238         180 
Other assets(5)                               39,657       1,807      14,292       1,108       2,441       6,175       2,273       3,593       1,045       1,171         826       1,021       3,905 
Interdistrict settlement account                   0     + 2,962     -30,198     + 3,698     +   305     + 1,652     + 9,600     +   132     + 1,504     -   735     + 1,623     + 2,380     + 7,079 
          Total Assets                       793,500      39,032     320,560      26,801      34,194      63,064      61,618      69,611      24,287      16,826      22,141      36,842      78,524 
 
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 27, 2004
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             833,705      37,754     322,039      33,157      34,816      65,202      73,106      70,769      25,331      16,082      24,548      42,031      88,871 
  Less: notes held by F.R. Banks              126,554       4,429      32,515       8,945       5,720      11,989      17,439       8,831       3,178       1,514       4,654       7,847      19,493 
    Federal Reserve notes, net                707,151      33,325     289,523      24,212      29,097      53,212      55,668      61,938      22,153      14,568      19,894      34,184      69,378 
Reverse repurchase agreements (1)              25,761       1,210      11,170         766       1,101       1,958       1,737       2,320         757         562         677       1,175       2,328 
Deposits                                       29,945       1,494      13,610         677       1,845       2,928       2,038       2,540         591         384         760         739       2,339 
  Depository institutions                      24,947       1,487       8,760         676       1,841       2,809       2,035       2,535         590         383         758         738       2,336 
  U.S. Treasury, general account                4,582           0       4,582           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                113           2          90           1           2           7           2           3           1           1           1           0           4 
  Other                                           303           6         177           0           1         112           2           1           1           0           1           0           0 
Deferred availability cash items                7,035         509         779         437         451         388         868         441         178         596         384         320       1,685 
Other liabilities and accrued                                                 
  dividends (2)                                 2,849         173         918         109         143         312         235         262         118          92         104         144         239 
                                                                    
    Total liabilities                         772,741      36,711     316,000      26,200      32,636      58,798      60,546      67,501      23,798      16,201      21,818      36,562      75,969 
                                                                    
Capital                                                             
Capital paid in                                10,527       1,634       2,165         292         762       2,097         518       1,028         240         263         149         131       1,248 
Surplus                                         8,847         448       2,031         259         727       2,074         489         924         228         346         162         111       1,048 
Other capital                                   1,385         239         365          50          68          94          65         158          21          16          11          38         258 
     Total liabilities and capital            793,500      39,032     320,560      26,801      34,194      63,064      61,618      69,611      24,287      16,826      22,141      36,842      78,524 
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 27, 2004
Federal Reserve notes outstanding          833,705  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   126,554  
      Federal Reserve Notes to be         
         collateralized                    707,151  
Collateral held against Federal Reserve             
   notes                                   707,151  
   Gold certificate account                 11,039  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           693,912  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      730,480  
   Less:face value of securities under    
         reverse repurchase agreements      25,774  
      U.S. Treasury and agency securities  
             eligible to be pledged        704,706  
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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