Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 27, 2006
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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
July 27, 2006
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
Jul 26, 2006
Week ended
Jul 26, 2006
Change from week ended
Jul 19, 2006 Jul 27, 2005
                                                              
Reserve Bank Credit                                         825,902     -   4,807     +  32,620       826,238 
 Securities held outright                                   764,752     -   1,036     +  40,048       764,763 
    U.S. Treasury (1)                                       764,752     -   1,036     +  40,048       764,763 
       Bills (2)                                            277,019     +   1,178     +  12,004       277,019 
       Notes and bonds, nominal (2)                         459,061     -   3,153     +  21,687       459,061 
       Notes and bonds, inflation-indexed (2)                24,783     +     907     +   5,250        24,783 
       Inflation compensation (3)                             3,889     +      32     +   1,107         3,900 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    20,536     -   3,750     -   8,107        21,000 
 Loans to depository institutions                               350     +      22     +       6           371 
    Primary credit                                               15     -       1     +       4            25 
    Secondary credit                                              0             0     -      67             0 
    Seasonal credit                                             334     +      21     +      68           346 
 Float                                                         -807     -     181     +       5        -1,091 
 Other Federal Reserve assets                               41,072    +     139    +     669       41,195 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,104     +      14     +   1,628        38,104 
                                                              
Total factors supplying reserve funds                       877,247     -   4,793     +  34,249       877,583 
                                                                          
Currency in circulation(5)                                  792,766     -   1,889     +  31,948       793,849 
Reverse repurchase agreements (6)                            29,161     -     278     +   1,166        28,468 
   Foreign official and international accounts               29,161     -     278     +   1,166        28,468 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          158     -       4     -      86           148 
Deposits with F.R.Banks, other than reserve balances         12,450     -      63     -   1,516        12,274 
  U.S. Treasury, general account                              5,017     +     102     +     139         4,824 
  Foreign official                                              103     +      13     -       8           140 
  Service-related                                             7,027     -     189     -   1,649         7,027 
     Required clearing balances                               7,027     -     189     -   1,649         7,027 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         303     +      11     +       2           283 
Other liabilities and capital                                34,977     +     169     +   4,878        34,751 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  869,513     -   2,064     +  36,392       869,490 
                                                              
Reserve balances with Federal Reserve Banks                   7,735     -   2,727     -   2,142         8,093 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,644,798     +  11,264     + 190,759     1,651,103 
     U.S. Treasury                                        1,114,191     +   2,204     +  19,038     1,117,017 
     Federal agency                                         530,607     +   9,061     + 171,722       534,086 
  Securities lent to dealers                                  2,488     +     867     +     790         1,539 
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
Jul 26, 2006
Wednesday
Jul 19, 2006
Wednesday
Jul 27, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                750         +      14         +     125 
Securities, repurchase agreements, and loans                    786,134         -   7,941         +  29,684 
   Securities held outright                                     764,763         +      32         +  40,061 
      U.S. Treasury (1)                                         764,763         +      32         +  40,061 
         Bills (2)                                              277,019                 0         +  12,004 
         Notes and bonds, nominal (2)                           459,061                 0         +  21,687 
         Notes and bonds, inflation-indexed (2)                    24,783                 0         +   5,250 
         Inflation compensation (3)                               3,900         +      31         +   1,120 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     21,000         -   8,000         -  10,000 
   Loans                                                            371         +      28         -     377 
Items in process of collection                      (960)         4,030         -     898         -   1,453 
Bank premises                                                     1,864         +       4         +      43 
Other assets (5)                                                 39,086         +     476         +     410 
      Total assets                                  (960)       845,101         -   8,344         +  28,807 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  756,639         -     802         +  29,381 
Reverse repurchase agreements (6)                                28,468         -   1,119         +   1,191 
Deposits                                              (0)        20,121         -   6,674         -   5,523 
  Depository institutions                                        14,874         -   6,267         -   5,980 
  U.S. Treasury, general account                                  4,824         -     448         +     407 
  Foreign official                                                  140         +      52         +      59 
  Other                                               (0)           283         -      11         -       8 
Deferred availability cash items                    (960)         5,122         -     132         -   1,075 
Other liabilities and accrued dividends (7)                       4,866         +      50         +   1,550 
      Total liabilities                             (960)       815,217         -   8,676         +  25,526 
                                                     
Capital Accounts                                     
Capital paid in                                                  14,993         +       7         +   1,604 
Surplus                                                          12,901                 0         +   1,388 
Other capital accounts                                            1,990         +     325         +     289 
      Total capital                                              29,884         +     332         +   3,281 
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, July 26, 2006
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             334        62,066    -      11             0            0        21,000        28,468
16 days to 90 days          37       169,303    -     718             0            0             0             0
91 days to 1 year            0       175,697    +     732             0            0      ------       ------   
Over 1 to 5 years     ------         217,918    +      10             0            0      ------       ------   
Over 5 to 10 years    ------          61,347    +       6             0            0      ------       ------   
Over 10 years         ------          78,433    +      14             0            0      ------       ------   
           
All                        371       764,763    +      32             0            0        21,000       28,468 
 
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 July 26, 2006
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         486       4,139         463         446         853       1,023         947         328         211         324         575       1,242 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             750          28          36          32          72          68         102          90          39          30          56          78         118 
Securities, repurchase agreements,                                 
      and loans                              786,134      36,498     304,060      33,203      33,022      63,529      64,050      70,322      24,358      15,664      22,430      34,327      84,671 
   Securities held outright                  764,763      36,493     283,060      33,203      33,022      63,529      64,024      70,220      24,298      15,547      22,394      34,322      84,652 
      U.S. Treasury (1)                      764,763      36,493     283,060      33,203      33,022      63,529      64,024      70,220      24,298      15,547      22,394      34,322      84,652 
         Bills (2)                           277,019      13,219     102,532      12,027      11,962      23,012      23,191      25,436       8,801       5,632       8,112      12,432      30,663 
         Notes and bonds(3)                  487,745      23,274     180,528      21,176      21,061      40,517      40,832      44,785      15,496       9,916      14,282      21,889      53,989 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                21,000           0      21,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      371           5           0           0           0           0          27         102          60         117          36           5          19 
Items in process of collection                 4,990         261         325         286         416         335         529         221         169         231         685         364       1,167 
Bank premises                                  1,864         113         207          57         157         156         231         208          70         118         115         259         173 
Other assets(5)                               39,086       1,259      14,161       1,851       2,290       6,930       2,762       2,800         782         716         742         986       3,807 
Interdistrict settlement account                   0     -    66     + 1,596     + 1,067     -   746     + 1,547     + 3,972     - 8,424     -   534     -   314     + 1,574     - 1,631     + 1,959 
          Total Assets                       846,061      38,693     325,399      37,042      35,762      73,564      72,834      66,377      25,283      16,686      25,993      35,057      93,370 
 
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 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 July 26, 2006
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             930,576      38,027     348,762      39,795      36,971      73,049      92,362      73,752      27,178      17,190      27,306      49,590     106,595 
  Less: notes held by F.R. Banks              173,937       3,681      50,632       7,832       6,365      13,729      27,164      13,900       3,979       2,314       3,831      17,731      22,779 
    Federal Reserve notes, net                756,639      34,346     298,130      31,963      30,605      59,320      65,197      59,853      23,199      14,875      23,475      31,859      83,816 
Reverse repurchase agreements (1)              28,468       1,358      10,537       1,236       1,229       2,365       2,383       2,614         904         579         834       1,278       3,151 
Deposits                                       20,121       1,524       6,936         516         952       2,854       1,928       1,408         539         267         501         643       2,053 
  Depository institutions                      14,874       1,517       1,831         514         948       2,742       1,925       1,404         538         266         499         642       2,049 
  U.S. Treasury, general account                4,824           0       4,824           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                140           1         111           2           3          11           3           3           0           1           1           0           4 
  Other                                           283           7         169           0           1         102           0           1           1           0           1           0           0 
Deferred availability cash items                6,082         425         522         400         561         482         703         254         138         332         653         596       1,016 
Other liabilities and accrued                                                 
  dividends (2)                                 4,866         250       1,617         226         234         470         413         453         180         131         161         236         494 
                                                                    
    Total liabilities                         816,177      37,903     317,742      34,342      33,582      65,491      70,625      64,581      24,961      16,184      25,624      34,611      90,531 
                                                                    
Capital                                                             
Capital paid in                                14,993         382       3,675       1,744       1,122       4,014       1,073         822         153         243         174         212       1,379 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,990          91         297         212          45         752         244          97          26          13          20          81         112 
     Total liabilities and capital            846,061      38,693     325,399      37,042      35,762      73,564      72,834      66,377      25,283      16,686      25,993      35,057      93,370 
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
Jul 26, 2006
Federal Reserve notes outstanding          930,576  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   173,937  
      Federal Reserve Notes to be         
         collateralized                    756,639  
Collateral held against Federal Reserve             
   notes                                   756,639  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           743,402  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      785,763  
   Less:face value of securities under    
         reverse repurchase agreements      28,509  
      U.S. Treasury and agency securities  
             eligible to be pledged        757,254  
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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