Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 08, 2005
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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
December 8, 2005
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
Dec 7, 2005
Week ended
Dec 7, 2005
Change from week ended
Nov 30, 2005 Dec 8, 2004
                                                              
Reserve Bank Credit                                         813,647     +     928     +  29,518       814,965 
 Securities held outright                                   744,175     -     131     +  28,557       744,179 
    U.S. Treasury (1)                                       744,175     -     131     +  28,557       744,179 
       Bills (2)                                            271,270             0     +   8,541       271,270 
       Notes and bonds, nominal (2)                         449,595     -     162     +  14,608       449,595 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   4,300        19,983 
       Inflation compensation (3)                             3,326     +      31     +   1,108         3,330 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    30,893     +   1,072     +   2,822        32,000 
 Loans to depository institutions                                86     -      17     +      31           119 
    Primary credit                                               17     +      11     +      14            51 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              69     -      28     +      18            68 
 Float                                                          969     +      50     +     828           999 
 Other Federal Reserve assets                               37,524    -      45    -   2,720       37,669 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,499     +      14     +      64        36,499 
                                                              
Total factors supplying reserve funds                       863,386     +     942     +  29,579       864,705 
                                                                          
Currency in circulation(5)                                  778,066     -   2,489     +  26,648       779,104 
Reverse repurchase agreements (6)                            28,800     +   3,018     +     407        27,792 
   Foreign official and international accounts               28,800     +   3,018     +     407        27,792 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          204             0     -      58           199 
Deposits with F.R.Banks, other than reserve balances         14,040     -     172     -   1,390        14,171 
  U.S. Treasury, general account                              4,932     -     158     -      54         5,076 
  Foreign official                                               82     -       1     -      62            81 
  Service-related                                             8,734     -      20     -   1,289         8,734 
     Required clearing balances                               8,734     -      20     -   1,289         8,734 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         293     +       9     +      15           281 
Other liabilities and capital                                32,125     -     190     +   6,408        31,933 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  853,235     +     167     +  32,014       853,199 
                                                              
Reserve balances with Federal Reserve Banks                  10,151     +     775     -   2,435        11,506 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,511,374     +   7,419     + 182,102     1,512,011 
     U.S. Treasury                                        1,105,368     +   5,250     +  41,858     1,105,026 
     Federal agency                                         406,006     +   2,169     + 140,245       406,985 
  Securities lent to dealers                                  3,336     +     381     +     572         3,377 
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
Dec 7, 2005
Wednesday
Nov 30, 2005
Wednesday
Dec 8, 2004
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                695         +      11         -      15 
Securities, repurchase agreements, and loans                    776,298         -   3,206         +  28,674 
   Securities held outright                                     744,179         +      11         +  27,107 
      U.S. Treasury (1)                                         744,179         +      11         +  27,107 
         Bills (2)                                              271,270                 0         +   8,537 
         Notes and bonds, nominal (2)                           449,595                 0         +  13,166 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   4,300 
         Inflation compensation (3)                               3,330         +      11         +   1,104 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     32,000         -   3,250         +   1,500 
   Loans                                                            119         +      33         +      66 
Items in process of collection                    (1,076)         8,103         +   1,127         -     206 
Bank premises                                                     1,849         +       3         +      93 
Other assets (5)                                                 35,768         +     263         -   2,607 
      Total assets                                (1,076)       835,951         -   1,801         +  25,938 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  743,496         -   1,071         +  26,329 
Reverse repurchase agreements (6)                                27,792         -   2,263         -     379 
Deposits                                              (0)        25,626         +     452         -   6,774 
  Depository institutions                                        20,188         -      16         -   7,040 
  U.S. Treasury, general account                                  5,076         +     442         +     245 
  Foreign official                                                   81         -       1         +       4 
  Other                                               (0)           281         +      26         +      16 
Deferred availability cash items                  (1,076)         7,105         +   1,014         +     178 
Other liabilities and accrued dividends (7)                       4,335         +     104         +   1,217 
      Total liabilities                           (1,076)       808,352         -   1,766         +  20,568 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,523         +      22         +   1,912 
Surplus                                                          11,630                 0         +   2,783 
Other capital accounts                                            2,446         -      57         +     675 
      Total capital                                              27,599         -      35         +   5,370 
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, December 7, 2005
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              60        48,431    -     342             0            0        32,000        27,792
16 days to 90 days          59       164,342    +     579             0            0             0             0
91 days to 1 year            0       186,784    -     236             0            0      ------       ------   
Over 1 to 5 years     ------         210,730    +       4             0            0      ------       ------   
Over 5 to 10 years    ------          56,692    +       2             0            0      ------       ------   
Over 10 years         ------          77,199    +       5             0            0      ------       ------   
           
All                        119       744,179    +      11             0            0        32,000       27,792 
 
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 December 7, 2005
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         510       4,355         432         453         836         945         928         327         212         318         549       1,172 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             695          29          49          42          57          61          95          75          33          22          64          69         100 
Securities, repurchase agreements,                                 
      and loans                              776,298      38,074     327,142      26,399      31,438      56,793      57,584      67,035      23,100      15,556      21,068      36,652      75,457 
   Securities held outright                  744,179      38,074     295,093      26,399      31,438      56,793      57,574      67,017      23,093      15,543      21,048      36,652      75,455 
      U.S. Treasury (1)                      744,179      38,074     295,093      26,399      31,438      56,793      57,574      67,017      23,093      15,543      21,048      36,652      75,455 
         Bills (2)                           271,270      13,879     107,568       9,623      11,460      20,702      20,987      24,429       8,418       5,666       7,673      13,360      27,505 
         Notes and bonds(3)                  472,908      24,195     187,525      16,776      19,978      36,091      36,587      42,588      14,675       9,877      13,376      23,291      47,950 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                32,000           0      32,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      119           0          49           0           0           0          10          18           8          13          19           0           2 
Items in process of collection                 9,179         426         616         436         792         702       1,769         244         319         255         931         703       1,985 
Bank premises                                  1,849         108         204          53         158         144         271         212          69         119          85         261         165 
Other assets(5)                               35,768       3,086      13,607       1,082       2,335       4,599       2,002       2,466         851         710         646         929       3,456 
Interdistrict settlement account                   0     - 3,010     -30,673     + 6,370     +   832     + 7,462     + 4,175     + 1,357     +     7     -    44     +   743     - 3,514     +16,295 
          Total Assets                       837,027      39,339     316,173      34,896      36,169      70,744      67,007      72,528      24,777      16,860      23,921      35,748      98,864 
 
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 December 7, 2005
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             902,011      39,398     329,069      37,535      36,598      69,461      81,305      76,732      26,299      17,711      26,903      50,210     110,788 
  Less: notes held by F.R. Banks              158,515       4,915      44,640       6,631       5,580      12,603      21,548      11,109       3,580       2,745       5,472      17,855      21,836 
    Federal Reserve notes, net                743,496      34,483     284,429      30,904      31,018      56,859      59,757      65,624      22,718      14,966      21,431      32,356      88,951 
Reverse repurchase agreements (1)              27,792       1,422      11,020         986       1,174       2,121       2,150       2,503         862         580         786       1,369       2,818 
Deposits                                       25,626         836      10,692         807       1,027       3,678       2,005       1,858         476         280         660         780       2,527 
  Depository institutions                      20,188         829       5,399         806       1,023       3,568       2,002       1,855         466         279         659         779       2,522 
  U.S. Treasury, general account                5,076           0       5,076           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 81           5          53           1           4           7           2           3           1           1           1           0           4 
  Other                                           281           2         165           0           0         102           1           0           9           0           1           0           0 
Deferred availability cash items                8,180         701       1,005         635         646         575         938         379         174         412         549         704       1,463 
Other liabilities and accrued                                                 
  dividends (2)                                 4,335         220       1,474         176         220         502         344         383         153         118         135         211         398 
                                                                    
    Total liabilities                         809,428      37,662     308,621      33,507      34,085      63,735      65,193      70,747      24,384      16,355      23,561      35,420      96,158 
                                                                    
Capital                                                             
Capital paid in                                13,523         316       3,684         744       1,010       3,942         890         876         143         245         175         153       1,346 
Surplus                                        11,630       1,353       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   2,446           9         439         351           9         918         408         142          14           5          32          41          78 
     Total liabilities and capital            837,027      39,339     316,173      34,896      36,169      70,744      67,007      72,528      24,777      16,860      23,921      35,748      98,864 
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
Dec 7, 2005
Federal Reserve notes outstanding          902,011  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   158,515  
      Federal Reserve Notes to be         
         collateralized                    743,496  
Collateral held against Federal Reserve             
   notes                                   743,496  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           730,259  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      776,179  
   Less:face value of securities under    
         reverse repurchase agreements      27,826  
      U.S. Treasury and agency securities  
             eligible to be pledged        748,353  
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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