Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 20, 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
July 20, 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
Jul 19, 2006
Week ended
Jul 19, 2006
Change from week ended
Jul 12, 2006 Jul 20, 2005
                                                              
Reserve Bank Credit                                         830,710     +     865     +  34,444       834,432 
 Securities held outright                                   765,788     -     616     +  41,079       764,731 
    U.S. Treasury (1)                                       765,788     -     616     +  41,079       764,731 
       Bills (2)                                            275,841     +     471     +  10,826       277,019 
       Notes and bonds, nominal (2)                         462,214     -   2,366     +  24,840       459,061 
       Notes and bonds, inflation-indexed (2)                23,876     +   1,230     +   4,343        24,783 
       Inflation compensation (3)                             3,857     +      49     +   1,070         3,869 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    24,286     +   3,143     -   7,357        29,000 
 Loans to depository institutions                               328     +      29     -      39           343 
    Primary credit                                               16     +       5     -     112            23 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             313     +      24     +      74           321 
 Float                                                         -625     -   1,606     -      78          -326 
 Other Federal Reserve assets                               40,933    -      86    +     838       40,683 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,090     +      14     +   1,568        38,090 
                                                              
Total factors supplying reserve funds                       882,040     +     878     +  36,010       885,762 
                                                                          
Currency in circulation(5)                                  794,655     -   3,711     +  32,310       794,639 
Reverse repurchase agreements (6)                            29,439     +   1,120     +   2,808        29,587 
   Foreign official and international accounts               29,439     +   1,120     +   2,808        29,587 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          162     -       5     -      74           160 
Deposits with F.R.Banks, other than reserve balances         12,513     -     236     -   2,339        12,870 
  U.S. Treasury, general account                              4,915     -     271     -     508         5,272 
  Foreign official                                               90     -       5     -      29            88 
  Service-related                                             7,216     -       1     -   1,788         7,216 
     Required clearing balances                               7,216     -       1     -   1,788         7,216 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         292     +      41     -      15           294 
Other liabilities and capital                                34,808     -     411     +   4,938        34,368 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  871,577     -   3,244     +  37,642       871,625 
                                                              
Reserve balances with Federal Reserve Banks                  10,463     +   4,122     -   1,631        14,137 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,633,534     +     979     + 187,503     1,636,295 
     U.S. Treasury                                        1,111,987     -   1,304     +  19,901     1,111,052 
     Federal agency                                         521,546     +   2,282     + 167,601       525,243 
  Securities lent to dealers                                  1,621     -   1,379     +     392         2,214 
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
Jul 19, 2006
Wednesday
Jul 12, 2006
Wednesday
Jul 20, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                736         +      25         +     116 
Securities, repurchase agreements, and loans                    794,075         +   6,555         +  34,628 
   Securities held outright                                     764,731         -   1,683         +  40,024 
      U.S. Treasury (1)                                         764,731         -   1,683         +  40,024 
         Bills (2)                                              277,019         +   1,649         +  12,004 
         Notes and bonds, nominal (2)                           459,061         -   5,519         +  21,687 
         Notes and bonds, inflation-indexed (2)                    24,783         +   2,137         +   5,250 
         Inflation compensation (3)                               3,869         +      50         +   1,084 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     29,000         +   8,250         -   4,750 
   Loans                                                            343         -      12         -     647 
Items in process of collection                    (1,103)         4,928         -     631         -     478 
Bank premises                                                     1,860         +       2         +      38 
Other assets (5)                                                 38,610         -     391         +     318 
      Total assets                                (1,103)       853,445         +   5,559         +  34,622 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  757,441         -   3,211         +  30,627 
Reverse repurchase agreements (6)                                29,587         +   1,049         +   1,391 
Deposits                                              (0)        26,795         +   8,137         -   1,110 
  Depository institutions                                        21,141         +   7,872         -   1,512 
  U.S. Treasury, general account                                  5,272         +     248         +     612 
  Foreign official                                                   88         -       1         -     195 
  Other                                               (0)           294         +      17         -      15 
Deferred availability cash items                  (1,103)         5,254         -     218         -   1,087 
Other liabilities and accrued dividends (7)                       4,816         +      27         +   1,565 
      Total liabilities                           (1,103)       823,893         +   5,783         +  31,386 
                                                     
Capital Accounts                                     
Capital paid in                                                  14,986         +       9         +   1,601 
Surplus                                                          12,901                 0         +   1,417 
Other capital accounts                                            1,665         -     233         +     217 
      Total capital                                              29,552         -     224         +   3,236 
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, July 19, 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             323        62,077    +   3,616             0            0        29,000        29,587
16 days to 90 days          20       170,021    -   4,796             0            0             0             0
91 days to 1 year            0       174,965    -   1,712             0            0      ------       ------   
Over 1 to 5 years     ------         217,908    +     576             0            0      ------       ------   
Over 5 to 10 years    ------          61,341    +     619             0            0      ------       ------   
Over 10 years         ------          78,419    +      13             0            0      ------       ------   
           
All                        343       764,731    -   1,683             0            0        29,000       29,587 
 
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 July 19, 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                                             736          29          37          32          73          66          95          87          38          31          57          74         116 
Securities, repurchase agreements,                                 
      and loans                              794,075      36,494     312,048      33,202      33,021      63,536      64,031      70,311      24,346      15,661      22,427      34,325      84,672 
   Securities held outright                  764,731      36,492     283,048      33,201      33,021      63,526      64,021      70,218      24,297      15,546      22,393      34,320      84,648 
      U.S. Treasury (1)                      764,731      36,492     283,048      33,201      33,021      63,526      64,021      70,218      24,297      15,546      22,393      34,320      84,648 
         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)                  487,713      23,273     180,516      21,174      21,059      40,514      40,830      44,782      15,495       9,915      14,281      21,888      53,985 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                29,000           0      29,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      343           3           0           1           0          10          10          94          49         114          34           5          23 
Items in process of collection                 6,030         350         519         305         537         572         521         332         263         258         618         328       1,428 
Bank premises                                  1,860         113         206          57         157         156         231         208          70         118         115         259         171 
Other assets(5)                               38,610       1,238      13,980       1,828       2,263       6,890       2,707       2,752         769         707         728         967       3,781 
Interdistrict settlement account                   0     -    96     +   481     + 1,653     -   537     + 2,176     + 3,329     - 7,619     -   482     -   224     + 1,628     - 2,183     + 1,876 
          Total Assets                       854,548      38,729     332,284      37,622      36,065      74,396      72,103      67,230      25,402      16,792      25,963      34,443      93,520 
 
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 July 19, 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             930,478      38,194     349,321      39,818      37,097      73,172      91,477      74,094      27,296      17,232      27,321      48,887     106,569 
  Less: notes held by F.R. Banks              173,037       3,687      50,882       7,701       6,341      13,569      26,785      13,782       4,037       2,268       3,773      17,760      22,452 
    Federal Reserve notes, net                757,441      34,506     298,440      32,117      30,755      59,603      64,692      60,312      23,260      14,963      23,548      31,128      84,117 
Reverse repurchase agreements (1)              29,587       1,412      10,951       1,285       1,278       2,458       2,477       2,717         940         601         866       1,328       3,275 
Deposits                                       26,795       1,307      13,050         817       1,276       3,266       1,658       1,570         531         284         560         682       1,793 
  Depository institutions                      21,141       1,303       7,547         815       1,271       3,143       1,655       1,567         528         283         559         681       1,789 
  U.S. Treasury, general account                5,272           0       5,272           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 88           1          60           2           3          11           3           3           0           1           1           0           4 
  Other                                           294           3         172           0           2         112           0           0           3           0           1           0           0 
Deferred availability cash items                6,357         472         666         511         469         611         687         316         164         320         464         630       1,045 
Other liabilities and accrued                                                 
  dividends (2)                                 4,816         243       1,622         223         231         448         415         446         180         129         160         230         491 
                                                                    
    Total liabilities                         824,996      37,940     324,729      34,952      34,009      66,386      69,929      65,361      25,075      16,297      25,598      33,997      90,721 
                                                                    
Capital                                                             
Capital paid in                                14,986         382       3,675       1,744       1,025       4,014       1,069         916         155         243         175         210       1,377 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,665          90         195         182          18         688         212          76          27           7          15          82          73 
     Total liabilities and capital            854,548      38,729     332,284      37,622      36,065      74,396      72,103      67,230      25,402      16,792      25,963      34,443      93,520 
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
Jul 19, 2006
Federal Reserve notes outstanding          930,478  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   173,037  
      Federal Reserve Notes to be         
         collateralized                    757,441  
Collateral held against Federal Reserve             
   notes                                   757,441  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           744,204  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      793,731  
   Less:face value of securities under    
         reverse repurchase agreements      29,630  
      U.S. Treasury and agency securities  
             eligible to be pledged        764,101  
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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