Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  May 31, 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
May 31, 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
May 30, 2007
Week ended
May 30, 2007
Change from week ended
May 23, 2007 May 31, 2006
                                                              
Reserve Bank Credit                                         853,787     +   3,688     +  26,827       861,366 
 Securities held outright                                   790,236     +      83     +  27,835       790,260 
    U.S. Treasury (1)                                       790,236     +      83     +  27,835       790,260 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         474,672             0     +  13,822       474,672 
       Notes and bonds, inflation-indexed (2)                34,459             0     +  11,813        34,459 
       Inflation compensation (3)                             4,087     +      84     +     552         4,111 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    25,857     +   3,786     -     572        31,000 
 Loans to depository institutions                               128     -      14     -      67           121 
    Primary credit                                                6     -      36     -      17             1 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             122     +      21     -      50           120 
 Float                                                       -1,413     -     478     +     116           858 
 Other Federal Reserve assets                               38,979    +     312    -     486       39,127 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,483     +      14     +     503        38,483 
                                                              
Total factors supplying reserve funds                       905,512     +   3,702     +  27,331       913,091 
                                                                          
Currency in circulation(5)                                  813,626     +   4,781     +  15,437       815,177 
Reverse repurchase agreements (6)                            32,764     +     549     +   9,180        34,860 
   Foreign official and international accounts               32,764     +     549     +   9,180        34,860 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          281     +      15     +      93           286 
Deposits with F.R.Banks, other than reserve balances         12,143     +     392     -     647        11,563 
  U.S. Treasury, general account                              5,183     +     270     +     313         4,637 
  Foreign official                                               94             0     +       6            94 
  Service-related                                             6,580     +     111     -   1,000         6,580 
     Required clearing balances                               6,580     +     111     -   1,000         6,580 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         287     +      12     +      34           253 
Other liabilities and capital                                39,269     +     209     +   5,267        38,892 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  898,083     +   5,946     +  29,330       900,777 
                                                              
Reserve balances with Federal Reserve Banks                   7,429     -   2,244     -   1,999        12,313 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,959,312     +  14,576     + 344,757     1,962,529 
     U.S. Treasury                                        1,231,410     +   9,673     + 116,762     1,234,593 
     Federal agency                                         727,902     +   4,903     + 227,995       727,936 
  Securities lent to dealers                                  4,203     +      47     +   1,327         8,942 
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
May 30, 2007
Wednesday
May 23, 2007
Wednesday
May 31, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                880         -      25         +     164 
Securities, repurchase agreements, and loans                    821,381         -     169         +  28,013 
   Securities held outright                                     790,260         +      78         +  27,849 
      U.S. Treasury (1)                                         790,260         +      78         +  27,849 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           474,672                 0         +  13,822 
         Notes and bonds, inflation-indexed (2)                    34,459                 0         +  11,813 
         Inflation compensation (3)                               4,111         +      79         +     566 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     31,000         -     250         +     250 
   Loans                                                            121         +       3         -      86 
Items in process of collection                    (1,234)         5,934         +   2,799         -   2,478 
Bank premises                                                     2,016         +       2         +     179 
Other assets (5)                                                 37,267         +     432         -      47 
      Total assets                                (1,234)       880,715         +   3,039         +  25,832 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  777,855         +   3,749         +  15,825 
Reverse repurchase agreements (6)                                34,860         +   2,242         +  10,257 
Deposits                                              (0)        24,032         -   3,862         -   2,328 
  Depository institutions                                        19,049         -   4,174         -   4,346 
  U.S. Treasury, general account                                  4,637         +     325         +   2,000 
  Foreign official                                                   94         +       1         +       8 
  Other                                               (0)           253         -      13         +      11 
Deferred availability cash items                  (1,234)         5,077         +     769         -   2,306 
Other liabilities and accrued dividends (7)                       5,971         +      51         +   1,083 
      Total liabilities                           (1,234)       847,794         +   2,947         +  22,530 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,102         +      81         +   1,146 
Surplus                                                          15,375         +       1         +   2,474 
Other capital accounts                                            1,444         +      10         -     318 
      Total capital                                              32,921         +      92         +   3,302 
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, May 30, 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             119        70,503    +   1,310             0            0        31,000        34,860
16 days to 90 days           2       164,252    -     672             0            0             0             0
91 days to 1 year            0       169,274    -     633             0            0      ------       ------   
Over 1 to 5 years     ------         229,514    +      24             0            0      ------       ------   
Over 5 to 10 years    ------          74,496    +      19             0            0      ------       ------   
Over 10 years         ------          82,220    +      30             0            0      ------       ------   
           
All                        121       790,260    +      78             0            0        31,000       34,860 
 
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 May 30, 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                                             880          33          52          58          88          82          99         104          39          38          68          87         130 
Securities, repurchase agreements,                                 
      and loans                              821,381      37,854     297,376      36,333      33,609      71,156      76,173      68,922      26,277      16,411      26,601      36,086      94,583 
   Securities held outright                  790,260      36,420     286,151      34,961      32,340      68,470      73,295      66,285      25,257      15,767      25,581      34,721      91,011 
      U.S. Treasury (1)                      790,260      36,420     286,151      34,961      32,340      68,470      73,295      66,285      25,257      15,767      25,581      34,721      91,011 
         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)                  513,242      23,653     185,843      22,706      21,003      44,468      47,602      43,049      16,404      10,240      16,614      22,550      59,108 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                31,000       1,429      11,225       1,371       1,269       2,686       2,875       2,600         991         619       1,003       1,362       3,570 
      Loans                                      121           6           0           0           0           0           3          37          29          26          16           3           2 
Items in process of collection                 7,168         173         193         481       1,405         267         513       1,942         187         225         395         534         855 
Bank premises                                  2,016         117         214          57         156         172         231         207          90         115         201         261         195 
Other assets(5)                               37,267       1,237      11,542       3,245       2,138       6,993       3,173       2,413         724         698         733         972       3,399 
Interdistrict settlement account                   0     - 1,925     - 1,210     -   859     - 4,349     + 2,027     + 5,689     +   184     +   315     -   677     + 1,316     + 1,312     - 1,822 
          Total Assets                       881,949      38,054     313,093      39,853      33,578      81,714      87,162      74,886      28,028      17,043      29,714      39,963      98,859 
 
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 May 30, 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             971,407      37,964     343,797      39,380      35,876      78,465     107,910      80,484      29,410      17,308      30,459      57,533     112,822 
  Less: notes held by F.R. Banks              193,552       4,255      62,927       6,571       8,700      13,201      29,767      13,719       3,510       2,452       3,446      21,175      23,829 
    Federal Reserve notes, net                777,855      33,709     280,870      32,809      27,175      65,264      78,143      66,764      25,900      14,856      27,013      36,357      88,993 
Reverse repurchase agreements (1)              34,860       1,607      12,623       1,542       1,427       3,020       3,233       2,924       1,114         696       1,128       1,532       4,015 
Deposits                                       24,032       1,299       8,750         713       1,796       4,043       1,556       2,448         311         268         444         640       1,763 
  Depository institutions                      19,049       1,291       3,878         707       1,792       3,965       1,552       2,446         308         267         443         640       1,760 
  U.S. Treasury, general account                4,637           0       4,637           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                                           253           7         171           1           1          67           0           0           2           0           1           0           0 
Deferred availability cash items                6,311         340         182         850         670         474         877         438         128         416         536         567         835 
Other liabilities and accrued                                                 
  dividends (2)                                 5,971         261       1,837         296         285         804         579         479         215         156         198         278         581 
                                                                    
    Total liabilities                         849,028      37,216     304,263      36,210      31,353      73,605      84,389      73,053      27,668      16,391      29,320      39,374      96,187 
                                                                    
Capital                                                             
Capital paid in                                16,102         403       4,281       1,807       1,100       3,978       1,391         887         173         321         187         278       1,295 
Surplus                                        15,375         396       3,771       1,810       1,087       4,095       1,277         859         166         276         176         213       1,247 
Other capital                                   1,444          38         778          26          38          36         106          87          21          56          31          98         130 
     Total liabilities and capital            881,949      38,054     313,093      39,853      33,578      81,714      87,162      74,886      28,028      17,043      29,714      39,963      98,859 
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
May 30, 2007
Federal Reserve notes outstanding          971,407  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   193,552  
      Federal Reserve Notes to be         
         collateralized                    777,855  
Collateral held against Federal Reserve             
   notes                                   777,855  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           764,618  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      821,260  
   Less:face value of securities under    
         reverse repurchase agreements      34,909  
      U.S. Treasury and agency securities  
             eligible to be pledged        786,351  
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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