Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  August 23, 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 23, 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 22, 2007
Week ended
Aug 22, 2007
Change from week ended
Aug 15, 2007 Aug 23, 2006
                                                              
Reserve Bank Credit                                         851,696     -  16,068     +  26,626       849,225 
 Securities held outright                                   789,613     -   1,042     +  24,763       789,619 
    U.S. Treasury (1)                                       789,613     -   1,042     +  24,763       789,619 
       Bills (2)                                            277,019             0             0       277,019 
       Notes and bonds, nominal (2)                         472,142     -   1,060     +  14,316       472,142 
       Notes and bonds, inflation-indexed (2)                35,753             0     +   9,734        35,753 
       Inflation compensation (3)                             4,699     +      18     +     712         4,706 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,607     -  13,679     +   1,071        19,000 
 Loans to depository institutions                             1,541     +   1,270     +   1,193         2,262 
    Primary credit                                            1,200     +   1,189     +   1,193         2,001 
    Secondary credit                                             85     +      85     +      85             0 
    Seasonal credit                                             256     -       4     -      85           261 
 Float                                                         -755     +     288     -     485          -533 
 Other Federal Reserve assets                               38,690    -   2,906    +      84       38,877 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,619     +      14     +     594        38,619 
                                                              
Total factors supplying reserve funds                       903,556     -  16,055     +  27,220       901,085 
                                                                          
Currency in circulation(5)                                  811,084     -   1,319     +  17,820       811,841 
Reverse repurchase agreements (6)                            31,351     -       6     +   3,848        29,956 
   Foreign official and international accounts               31,351     -       6     +   3,848        29,956 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          280     +      21     +     121           306 
Deposits with F.R.Banks, other than reserve balances         12,234     +     570     -     473        12,545 
  U.S. Treasury, general account                              4,842     +     107     -     155         5,329 
  Foreign official                                               99     +       4     +      10            95 
  Service-related                                             6,858     +     296     -     122         6,858 
     Required clearing balances                               6,855     +     293     -     125         6,855 
     Adjustments to compensate for float                          3     +       3     +       3             3 
  Other                                                         434     +     161     -     206           263 
Other liabilities and capital                                40,443     +     406     +   4,846        40,299 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  895,392     -     328     +  26,162       894,948 
                                                              
Reserve balances with Federal Reserve Banks                   8,164     -  15,727     +   1,058         6,138 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,986,411     -  18,410     + 316,038     1,979,224 
     U.S. Treasury                                        1,218,830     -  25,132     +  79,743     1,209,858 
     Federal agency                                         767,582     +   6,723     + 236,296       769,366 
  Securities lent to dealers                                  5,081     +     380     +   3,853         7,948 
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 22, 2007
Wednesday
Aug 15, 2007
Wednesday
Aug 23, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,017         -      21         +     241 
Securities, repurchase agreements, and loans                    810,881         -   2,985         +  25,909 
   Securities held outright                                     789,619         +      18         +  24,764 
      U.S. Treasury (1)                                         789,619         +      18         +  24,764 
         Bills (2)                                              277,019                 0                 0 
         Notes and bonds, nominal (2)                           472,142                 0         +  14,316 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,706         +      18         +     714 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     19,000         -   5,000         -     750 
   Loans                                                          2,262         +   1,998         +   1,895 
Items in process of collection                      (734)         2,655         +     147         -   1,605 
Bank premises                                                     2,068         +       1         +     191 
Other assets (5)                                                 36,895         +     705         +     181 
      Total assets                                  (734)       866,753         -   2,151         +  24,916 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  774,540         -   1,249         +  17,771 
Reverse repurchase agreements (6)                                29,956         -   1,985         +   3,403 
Deposits                                              (0)        18,769         +     713         +      44 
  Depository institutions                                        13,082         +     517         -     291 
  U.S. Treasury, general account                                  5,329         +     220         +     386 
  Foreign official                                                   95         -       1         +       5 
  Other                                               (0)           263         -      23         -      55 
Deferred availability cash items                    (734)         3,188         -     250         -   1,392 
Other liabilities and accrued dividends (7)                       6,030         +      63         +     778 
      Total liabilities                             (734)       832,483         -   2,707         +  20,605 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,841         +      62         +   1,794 
Surplus                                                          15,412                 0         +   2,511 
Other capital accounts                                            2,016         +     493         +       5 
      Total capital                                              34,270         +     556         +   4,311 
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 22, 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           1,653        58,660    +   7,382             0            0        19,000        29,956
16 days to 90 days         609       161,606    +     682             0            0             0             0
91 days to 1 year            0       173,254    -   1,096             0            0      ------       ------   
Over 1 to 5 years     ------         234,421    -   6,961             0            0      ------       ------   
Over 5 to 10 years    ------          75,486    +   9,426             0            0      ------       ------   
Over 10 years         ------          86,192    -   9,416             0            0      ------       ------   
           
All                      2,262       789,619    +      18             0            0        19,000       29,956 
 
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 22, 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                                           1,017          26          56          67          99         105         138         121          48          37          76         110         134 
Securities, repurchase agreements,                                 
      and loans                              810,881      37,266     293,799      35,782      33,091      71,060      75,005      67,872      25,907      16,211      26,212      35,539      93,136 
   Securities held outright                  789,619      36,390     285,919      34,933      32,314      68,414      73,235      66,231      25,237      15,755      25,561      34,693      90,937 
      U.S. Treasury (1)                      789,619      36,390     285,919      34,933      32,314      68,414      73,235      66,231      25,237      15,755      25,561      34,693      90,937 
         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)                  512,600      23,624     185,611      22,678      20,977      44,413      47,543      42,995      16,383      10,228      16,593      22,522      59,034 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                19,000         876       6,880         841         778       1,646       1,762       1,594         607         379         615         835       2,188 
      Loans                                    2,262           0       1,000           8           0       1,000           8          48          62          78          36          11          11 
Items in process of collection                 3,389         152         -24         283         357         333         285         259          62         169         267         200       1,046 
Bank premises                                  2,068         119         215          57         155         175         230         206         100         114         234         260         203 
Other assets(5)                               36,895       1,210      11,336       3,277       2,141       7,079       3,116       2,366         703         688         712         936       3,333 
Interdistrict settlement account                   0     - 4,215     + 5,955     -   345     - 2,290     + 1,168     + 5,857     -    34     -    34     - 1,418     + 1,023     - 2,179     - 3,487 
          Total Assets                       867,486      35,121     316,264      39,658      34,085      80,936      85,916      71,906      27,182      16,035      28,924      35,576      95,884 
 
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 22, 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             993,418      37,358     355,347      41,219      38,208      81,310     110,728      80,322      29,372      17,322      30,328      57,847     114,056 
  Less: notes held by F.R. Banks              218,878       5,565      69,933       7,817       9,153      15,427      32,343      14,898       4,142       3,238       3,819      25,421      27,121 
    Federal Reserve notes, net                774,540      31,793     285,413      33,402      29,055      65,884      78,385      65,423      25,231      14,084      26,508      32,426      86,935 
Reverse repurchase agreements (1)              29,956       1,381      10,847       1,325       1,226       2,595       2,778       2,513         957         598         970       1,316       3,450 
Deposits                                       18,769         618       8,942         511         620       2,226       1,237       1,254         305         238         531         700       1,587 
  Depository institutions                      13,082         611       3,374         506         616       2,137       1,234       1,252         303         237         530         699       1,583 
  U.S. Treasury, general account                5,329           0       5,329           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 95           1          64           5           3          11           3           2           0           1           0           1           3 
  Other                                           263           6         175           0           1          78           0           0           1           0           1           0           0 
Deferred availability cash items                3,922         240          78         468         628         269         370         362          88         267         303         240         610 
Other liabilities and accrued                                                 
  dividends (2)                                 6,030         265       1,856         278         276         835         556         491         225         159         208         287         593 
                                                                    
    Total liabilities                         833,217      34,296     307,136      35,985      31,806      71,809      83,327      70,043      26,806      15,345      28,521      34,969      93,175 
                                                                    
Capital                                                             
Capital paid in                                16,841         388       4,406       1,808       1,134       4,672       1,229         897         176         350         188         287       1,306 
Surplus                                        15,412         396       3,805       1,811       1,087       4,097       1,277         860         167         276         176         214       1,248 
Other capital                                   2,016          41         917          55          59         358          82         106          33          63          39         107         156 
     Total liabilities and capital            867,486      35,121     316,264      39,658      34,085      80,936      85,916      71,906      27,182      16,035      28,924      35,576      95,884 
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 22, 2007
Federal Reserve notes outstanding          993,418  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   218,878  
      Federal Reserve Notes to be         
         collateralized                    774,540  
Collateral held against Federal Reserve             
   notes                                   774,540  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           761,303  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      808,619  
   Less:face value of securities under    
         reverse repurchase agreements      29,982  
      U.S. Treasury and agency securities  
             eligible to be pledged        778,637  
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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