Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 27, 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
September 27, 2007
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Federal Reserve Banks
Reserve Bank credit, related items, and
reserve balances of depository institutions at
Averages of daily figures Wednesday
Sep 26, 2007
Week ended
Sep 26, 2007
Change from week ended
Sep 19, 2007 Sep 27, 2006
                                                              
Reserve Bank Credit                                         859,548     +   6,550     +  34,415       876,096 
 Securities held outright                                   779,634     -       2     +  10,726       779,633 
    U.S. Treasury (1)                                       779,634     -       2     +  10,726       779,633 
       Bills (2)                                            267,019             0     -  10,000       267,019 
       Notes and bonds, nominal (2)                         472,142             0     +  10,351       472,142 
       Notes and bonds, inflation-indexed (2)                35,753             0     +   9,734        35,753 
       Inflation compensation (3)                             4,720     -       3     +     640         4,719 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    39,107     +   8,928     +  22,464        56,000 
 Loans to depository institutions                               306     -   2,115     -      78           207 
    Primary credit                                               88     -   2,091     +      57             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             218     -      23     -     135           207 
 Float                                                         -175     -     797     +     488          -586 
 Other Federal Reserve assets                               40,676    +     536    +     814       40,843 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,653     +      14     +     584        38,653 
                                                              
Total factors supplying reserve funds                       911,442     +   6,564     +  34,999       927,990 
                                                                          
Currency in circulation(5)                                  809,870     -      45     +  19,122       812,059 
Reverse repurchase agreements (6)                            35,138     -     597     +   6,747        35,312 
   Foreign official and international accounts               35,138     -     597     +   6,747        35,312 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          333     -       6     +     175           336 
Deposits with F.R.Banks, other than reserve balances         11,745     -     687     +     139        11,921 
  U.S. Treasury, general account                              4,761     -     655     +     481         4,943 
  Foreign official                                               97     -       8     +       7            96 
  Service-related                                             6,649     -       4     -     318         6,649 
     Required clearing balances                               6,649     -       4     -     318         6,649 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         238     -      20     -      31           233 
Other liabilities and capital                                41,150     +     253     +   4,938        40,846 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  898,236     -   1,081     +  31,121       900,473 
                                                              
Reserve balances with Federal Reserve Banks                  13,206     +   7,645     +   3,878        27,517 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,995,246     +   7,747     + 333,837     1,997,612 
     U.S. Treasury                                        1,214,842     +   3,845     +  95,652     1,213,618 
     Federal agency                                         780,404     +   3,902     + 238,185       783,994 
  Securities lent to dealers                                  3,319     +   1,142     +   2,209         4,158 
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
Sep 26, 2007
Wednesday
Sep 19, 2007
Wednesday
Sep 27, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,105         +      15         +     247 
Securities, repurchase agreements, and loans                    835,840         +  22,096         +  39,058 
   Securities held outright                                     779,633         -       2         +  10,718 
      U.S. Treasury (1)                                         779,633         -       2         +  10,718 
         Bills (2)                                              267,019                 0         -  10,000 
         Notes and bonds, nominal (2)                           472,142                 0         +  10,351 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,719         -       3         +     632 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     56,000         +  23,250         +  28,500 
   Loans                                                            207         -   1,152         -     159 
Items in process of collection                      (771)         2,607         -     675         -     534 
Bank premises                                                     2,090         +       4         +     201 
Other assets (5)                                                 38,813         +     667         +     744 
      Total assets                                  (771)       893,691         +  22,105         +  39,716 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  774,843         +   1,476         +  19,701 
Reverse repurchase agreements (6)                                35,312         -     913         +   3,846 
Deposits                                              (0)        39,511         +  21,293         +  12,448 
  Depository institutions                                        34,239         +  20,787         +  12,088 
  U.S. Treasury, general account                                  4,943         +     488         +     358 
  Foreign official                                                   96         -       2         +       5 
  Other                                               (0)           233         +      20         -       3 
Deferred availability cash items                    (771)         3,180         -     234         -   1,427 
Other liabilities and accrued dividends (7)                       6,006         -      27         +     492 
      Total liabilities                             (771)       858,851         +  21,594         +  35,059 
                                                     
Capital Accounts                                     
Capital paid in                                                  17,147         +     179         +   2,080 
Surplus                                                          15,425                 0         +   2,524 
Other capital accounts                                            2,268         +     332         +      54 
      Total capital                                              34,840         +     511         +   4,658 
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, September 26, 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             201        52,162    +   1,323             0            0        56,000        35,312
16 days to 90 days           6       157,593    +      66             0            0             0             0
91 days to 1 year            0       172,365    -   1,388             0            0      ------       ------   
Over 1 to 5 years     ------         235,828            0             0            0      ------       ------   
Over 5 to 10 years    ------          75,488    -       1             0            0      ------       ------   
Over 10 years         ------          86,198    -       1             0            0      ------       ------   
           
All                        207       779,633    -       2             0            0        56,000       35,312 
 
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 September 26, 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                                           1,105          32          61          77         102         117         156         124          50          40          80         118         149 
Securities, repurchase agreements,                                 
      and loans                              835,840      38,511     302,580      36,978      34,197      72,401      77,503      70,123      26,760      16,737      27,090      36,722      96,237 
   Securities held outright                  779,633      35,930     282,303      34,491      31,905      67,549      72,309      65,393      24,918      15,555      25,237      34,254      89,787 
      U.S. Treasury (1)                      779,633      35,930     282,303      34,491      31,905      67,549      72,309      65,393      24,918      15,555      25,237      34,254      89,787 
         Bills (2)                           267,019      12,306      96,687      11,813      10,927      23,135      24,765      22,397       8,534       5,328       8,644      11,732      30,752 
         Notes and bonds(3)                  512,614      23,624     185,616      22,678      20,978      44,414      47,544      42,996      16,384      10,228      16,594      22,523      59,036 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                56,000       2,581      20,277       2,477       2,292       4,852       5,194       4,697       1,790       1,117       1,813       2,460       6,449 
      Loans                                      207           0           0           9           0           0           0          33          52          64          40           8           0 
Items in process of collection                 3,378         130          66         286         311         297         467         259         157         221         255         316         613 
Bank premises                                  2,090         119         217          57         154         177         230         206         104         114         244         260         207 
Other assets(5)                               38,813       1,291      12,007       3,299       2,245       7,337       3,301       2,519         767         727         766       1,006       3,545 
Interdistrict settlement account                   0     - 5,069     +16,319     - 1,562     - 2,097     + 2,489     + 1,929     - 1,574     -   956     -   610     +   211     - 3,669     - 5,412 
          Total Assets                       894,462      35,578     336,179      39,674      35,444      83,835      84,869      72,773      27,279      17,462      29,047      35,464      96,859 
 
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 September 26, 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             999,845      37,040     362,857      40,836      38,175      81,589     111,440      79,925      29,191      17,190      30,175      57,720     113,707 
  Less: notes held by F.R. Banks              225,002       6,034      72,223       8,153       8,979      15,281      34,788      14,939       4,130       3,206       3,878      25,877      27,514 
    Federal Reserve notes, net                774,843      31,006     290,634      32,682      29,195      66,308      76,652      64,986      25,061      13,984      26,297      31,843      86,193 
Reverse repurchase agreements (1)              35,312       1,627      12,786       1,562       1,445       3,059       3,275       2,962       1,129         705       1,143       1,551       4,067 
Deposits                                       39,511       1,087      21,973         916       1,806       3,828       1,409       2,152         296       1,630         710         959       2,744 
  Depository institutions                      34,239       1,081      16,797         911       1,801       3,762       1,406       2,149         295       1,630         709         958       2,740 
  U.S. Treasury, general account                4,943           0       4,943           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 96           1          66           5           3          11           3           2           0           1           0           1           3 
  Other                                           233           5         168           0           2          55           0           0           1           0           1           0           0 
Deferred availability cash items                3,951         219          97         556         503         347         390         313         191         264         285         221         566 
Other liabilities and accrued                                                 
  dividends (2)                                 6,006         269       1,809         283         275         871         562         483         225         156         208         282         582 
                                                                    
    Total liabilities                         859,622      34,208     327,299      36,000      33,225      74,414      82,288      70,896      26,901      16,739      28,644      34,857      94,151 
                                                                    
Capital                                                             
Capital paid in                                17,147         847       4,289       1,810       1,089       4,661       1,229         905         179         353         190         289       1,307 
Surplus                                        15,425         396       3,816       1,811       1,087       4,098       1,277         860         167         276         176         214       1,248 
Other capital                                   2,268         127         776          53          43         662          75         111          32          94          37         105         153 
     Total liabilities and capital            894,462      35,578     336,179      39,674      35,444      83,835      84,869      72,773      27,279      17,462      29,047      35,464      96,859 
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
Sep 26, 2007
Federal Reserve notes outstanding          999,845  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   225,002  
      Federal Reserve Notes to be         
         collateralized                    774,843  
Collateral held against Federal Reserve             
   notes                                   774,843  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           761,606  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      835,633  
   Less:face value of securities under    
         reverse repurchase agreements      35,351  
      U.S. Treasury and agency securities  
             eligible to be pledged        800,282  
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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