Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 26, 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
November 26, 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
Nov 24, 2004
Week ended
Nov 24, 2004
Change from week ended
Nov 17, 2004 Nov 26, 2003
                                                              
Reserve Bank Credit                                         779,872     +   1,289     +  50,680       790,416 
 Securities held outright                                   711,264     +   1,996     +  47,765       711,595 
    U.S. Treasury (1)                                       711,264     +   1,996     +  47,775       711,595 
       Bills (2)                                            260,864     +   1,132     +  17,670       261,190 
       Notes and bonds, nominal (2)                         432,526     +     856     +  27,315       432,526 
       Notes and bonds, inflation-indexed (2)                15,683             0     +   2,229        15,683 
       Inflation compensation (3)                             2,191     +       9     +     562         2,196 
    Federal agency (2)                                            0             0     -      10             0 
 Repurchase agreements(4)                                    28,607     +   1,500     +   1,214        39,000 
 Loans to depository institutions                                76     -     435     +      30            72 
    Primary credit                                                5     -     426             0             1 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              71     -       9     +      29            71 
 Float                                                          510     -     243     +     448            90 
 Other Federal Reserve assets                               39,414    -   1,529    +   1,222       39,658 
Gold stock                                                   11,043             0             0        11,043 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,377     +      14     +     973        36,377 
                                                              
Total factors supplying reserve funds                       829,491     +   1,302     +  51,651       840,035 
                                                                          
Currency in circulation(5)                                  749,783     +   1,358     +  40,958       754,255 
Reverse repurchase agreements (6)                            27,655     +     306     +   9,427        28,084 
   Foreign official and international accounts               27,655     +     306     +   9,427        28,084 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          293     -       7     -      14           283 
Deposits with F.R.Banks, other than reserve balances         14,759     -     452     -   2,975        14,918 
  U.S. Treasury, general account                              4,419     -     405     -     804         4,575 
  Foreign official                                               82     -      11     -       3            84 
  Service-related                                             9,963             0     -   2,201         9,963 
     Required clearing balances                               9,963             0     -   1,885         9,963 
     Adjustments to compensate for float                          0             0     -     316             0 
  Other                                                         294     -      37     +      31           296 
Other liabilities and capital                                25,367     +     825     +   4,695        25,191 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  817,858     +   2,032     +  52,091       822,732 
                                                              
Reserve balances with Federal Reserve Banks                  11,634     -     728     -     438        17,304 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,316,747     +   3,038     + 288,243     1,319,141 
     U.S. Treasury                                        1,061,211     -   1,062     + 242,453     1,060,830 
     Federal agency                                         255,535     +   4,099     +  45,789       258,311 
  Securities lent to dealers                                  4,319     +   2,293     +   2,650           457 
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
Nov 24, 2004
Wednesday
Nov 17, 2004
Wednesday
Nov 26, 2003
Assets                                               
Gold certificate account                                         11,039                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                739         -      17         -      38 
Securities, repurchase agreements, and loans                    750,667         +  16,451         +  52,599 
   Securities held outright                                     711,595         +   1,461         +  47,070 
      U.S. Treasury (1)                                         711,595         +   1,461         +  47,080 
         Bills (2)                                              261,190         +   1,451         +  17,937 
         Notes and bonds, nominal (2)                           432,526                 0         +  26,353 
         Notes and bonds, inflation-indexed (2)                    15,683                 0         +   2,229 
         Inflation compensation (3)                               2,196         +      10         +     562 
      Federal agency (2)                                              0                 0         -      10 
   Repurchase agreements (4)                                     39,000         +  15,000         +   5,500 
   Loans                                                             72         -      10         +      29 
Items in process of collection                    (1,014)         7,047         -   1,181         -     260 
Bank premises                                                     1,753         +       6         +     148 
Other assets (5)                                                 37,958         +     635         +   1,094 
      Total assets                                (1,014)       811,403         +  15,894         +  53,544 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  718,896         +   5,360         +  39,870 
Reverse repurchase agreements (6)                                28,084         +     355         +  10,129 
Deposits                                              (0)        32,275         +  10,210         -     679 
  Depository institutions                                        27,320         +  10,495         +      81 
  U.S. Treasury, general account                                  4,575         -     276         -     802 
  Foreign official                                                   84         -       1         +       2 
  Other                                               (0)           296         -       8         +      41 
Deferred availability cash items                  (1,014)         6,957         -     315         -     563 
Other liabilities and accrued dividends (7)                       3,008         +      82         +     672 
      Total liabilities                           (1,014)       789,219         +  15,690         +  49,428 
                                                     
Capital Accounts                                     
Capital paid in                                                  11,571         +      25         +   2,743 
Surplus                                                           8,847                 0         +     467 
Other capital accounts                                            1,765         +     177         +     905 
      Total capital                                              22,184         +     203         +   4,116 
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, November 24, 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              66        51,078    -      79             0            0        35,000        28,084
16 days to 90 days           6       150,884    -      39             0            0         4,000             0
91 days to 1 year            0       173,321    +   1,570             0            0      ------       ------   
Over 1 to 5 years     ------         206,678    +       3             0            0      ------       ------   
Over 5 to 10 years    ------          54,001    +       3             0            0      ------       ------   
Over 10 years         ------          75,633    +       3             0            0      ------       ------   
           
All                         72       711,595    +   1,461             0            0        39,000       28,084 
 
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 November 24, 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                                             739          22          47          57          54          59          73         103          38          22          45         113         105 
Securities, repurchase agreements,                                 
      and loans                              750,667      33,415     347,557      21,169      30,407      54,084      47,998      64,123      20,906      15,538      18,713      32,447      64,310 
   Securities held outright                  711,595      33,415     308,557      21,165      30,407      54,084      47,988      64,099      20,906      15,521      18,699      32,445      64,309 
      U.S. Treasury (1)                      711,595      33,415     308,557      21,165      30,407      54,084      47,988      64,099      20,906      15,521      18,699      32,445      64,309 
         Bills (2)                           261,190      12,265     113,256       7,768      11,161      19,852      17,614      23,528       7,674       5,697       6,864      11,909      23,605 
         Notes and bonds(3)                  450,405      21,150     195,302      13,396      19,246      34,233      30,374      40,572      13,232       9,824      11,836      20,536      40,704 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                39,000           0      39,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                       72           0           0           5           0           0          10          24           0          17          13           2           1 
Items in process of collection                 8,061         351         336         589         659         528         621         543         355         559         921         366       2,232 
Bank premises                                  1,753          99         193          52         154         144         278         147          63         123          79         244         178 
Other assets(5)                               37,958       1,728      13,412       1,057       2,399       6,159       2,151       3,451       1,002       1,148         771         917       3,763 
Interdistrict settlement account                   0     + 3,070     -33,640     + 4,598     -   132     + 2,561     +10,583     + 1,057     + 1,744     -   715     + 1,388     + 2,236     + 7,250 
          Total Assets                       812,417      39,293     333,428      27,987      34,097      64,502      62,764      70,560      24,505      16,922      22,286      36,946      79,127 
 
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 November 24, 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             841,267      37,686     327,685      32,850      34,676      65,720      73,331      72,645      25,210      16,491      24,544      41,585      88,845 
  Less: notes held by F.R. Banks              122,372       4,108      29,894       8,196       5,473      12,501      16,640       9,017       2,918       1,980       4,659       7,414      19,572 
    Federal Reserve notes, net                718,896      33,578     297,790      24,654      29,203      53,219      56,691      63,629      22,292      14,511      19,884      34,171      69,274 
Reverse repurchase agreements (1)              28,084       1,319      12,178         835       1,200       2,135       1,894       2,530         825         613         738       1,281       2,538 
Deposits                                       32,275       1,197      15,689       1,072       1,365       4,076       1,881       1,939         628         388         728         710       2,600 
  Depository institutions                      27,320       1,189      10,869       1,071       1,362       3,975       1,878       1,936         621         386         726         709       2,597 
  U.S. Treasury, general account                4,575           0       4,575           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 84           2          61           1           2           7           2           3           1           1           1           0           4 
  Other                                           296           7         184           0           1          93           1           0           7           0           1           1           0 
Deferred availability cash items                7,970         587         675         708         558         459         965         436         154         688         505         344       1,891 
Other liabilities and accrued                                                 
  dividends (2)                                 3,008         186       1,000         113         155         330         234         272         124          97         104         149         245 
                                                                    
    Total liabilities                         790,233      36,867     327,332      27,383      32,481      60,219      61,665      68,805      24,023      16,296      21,959      36,656      76,548 
                                                                    
Capital                                                             
Capital paid in                                11,571       1,637       3,425         293         790       2,098         528         763         236         263         150         132       1,258 
Surplus                                         8,847         448       2,031         259         727       2,074         489         924         228         346         162         111       1,048 
Other capital                                   1,765         340         641          53          99         111          82          68          18          18          15          48         273 
     Total liabilities and capital            812,417      39,293     333,428      27,987      34,097      64,502      62,764      70,560      24,505      16,922      22,286      36,946      79,127 
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
Nov 24, 2004
Federal Reserve notes outstanding          841,267  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   122,372  
      Federal Reserve Notes to be         
         collateralized                    718,896  
Collateral held against Federal Reserve             
   notes                                   718,896  
   Gold certificate account                 11,039  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           705,657  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      750,595  
   Less:face value of securities under    
         reverse repurchase agreements      28,154  
      U.S. Treasury and agency securities  
             eligible to be pledged        722,441  
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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