Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  March 08, 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
March 8, 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
Mar 7, 2007
Week ended
Mar 7, 2007
Change from week ended
Feb 28, 2007 Mar 8, 2006
                                                              
Reserve Bank Credit                                         851,757     -   1,710     +  36,379       849,523 
 Securities held outright                                   780,809     +   1,362     +  25,857       780,818 
    U.S. Treasury (1)                                       780,809     +   1,362     +  25,857       780,818 
       Bills (2)                                            277,019             0     +   2,877       277,019 
       Notes and bonds, nominal (2)                         468,553     +   1,341     +  13,083       468,553 
       Notes and bonds, inflation-indexed (2)                31,776             0     +   9,580        31,776 
       Inflation compensation (3)                             3,461     +      20     +     317         3,470 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    33,357     -   2,929     +   7,678        31,250 
 Loans to depository institutions                                32     -       1     -      30            43 
    Primary credit                                                8     -       3     -      12            16 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              24     +       3     -      18            27 
 Float                                                         -692     -     252     -   1,542        -1,040 
 Other Federal Reserve assets                               38,252    +     111    +   4,417       38,452 
Gold stock                                                   11,041             0     -       3        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,332     +      14     +     506        38,332 
                                                              
Total factors supplying reserve funds                       903,330     -   1,695     +  36,881       901,095 
                                                                          
Currency in circulation(5)                                  806,892     +     240     +  17,824       807,997 
Reverse repurchase agreements (6)                            38,629     -      83     +  14,412        37,788 
   Foreign official and international accounts               38,629     -      83     +  14,412        37,788 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          205     +       4     +      18           217 
Deposits with F.R.Banks, other than reserve balances         11,778     +      23     -   1,748        11,483 
  U.S. Treasury, general account                              4,725     +      51     -     303         4,449 
  Foreign official                                               92     +       1     +       7            96 
  Service-related                                             6,689     -      49     -   1,454         6,689 
     Required clearing balances                               6,689     -      49     -   1,454         6,689 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         271     +      19     +       2           250 
Other liabilities and capital                                38,655     +     586     +   6,141        38,307 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  896,160     +     770     +  36,648       895,792 
                                                              
Reserve balances with Federal Reserve Banks                   7,170     -   2,465     +     233         5,304 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,848,404     +  15,034     + 256,698     1,852,372 
     U.S. Treasury                                        1,209,870     +   9,357     +  73,269     1,211,761 
     Federal agency                                         638,534     +   5,678     + 183,428       640,611 
  Securities lent to dealers                                  2,205     -     177     +     385         1,272 
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
Mar 7, 2007
Wednesday
Feb 28, 2007
Wednesday
Mar 8, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                977         -       8         +     157 
Securities, repurchase agreements, and loans                    812,111         -  13,954         +  29,992 
   Securities held outright                                     780,818         +      25         +  25,242 
      U.S. Treasury (1)                                         780,818         +      25         +  25,242 
         Bills (2)                                              277,019                 0         +   2,877 
         Notes and bonds, nominal (2)                           468,553                 0         +  12,476 
         Notes and bonds, inflation-indexed (2)                    31,776                 0         +   9,580 
         Inflation compensation (3)                               3,470         +      24         +     310 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     31,250         -  14,000         +   4,750 
   Loans                                                             43         +      21                 0 
Items in process of collection                    (1,180)         3,582         +     542         -   4,529 
Bank premises                                                     1,969         -       5         +     148 
Other assets (5)                                                 36,501         +     535         +     294 
      Total assets                                (1,180)       868,376         -  12,891         +  26,057 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  770,855         -     103         +  17,067 
Reverse repurchase agreements (6)                                37,788         -   1,857         +  13,978 
Deposits                                              (0)        16,805         -  11,659         -   8,917 
  Depository institutions                                        12,010         -  10,896         -   8,546 
  U.S. Treasury, general account                                  4,449         -     745         -     402 
  Foreign official                                                   96         +       5         +      10 
  Other                                               (0)           250         -      24         +      20 
Deferred availability cash items                  (1,180)         4,622         +     569         -   2,260 
Other liabilities and accrued dividends (7)                       5,801         +     104         +   1,335 
      Total liabilities                           (1,180)       835,870         -  12,947         +  21,202 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,960         +       7         +   2,230 
Surplus                                                          15,316         +      34         +   2,415 
Other capital accounts                                            1,230         +      16         +     211 
      Total capital                                              32,506         +      56         +   4,856 
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, March 7, 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              21        53,269    -     992             0            0        31,250        37,788
16 days to 90 days          22       179,493    +   8,490             0            0             0             0
91 days to 1 year            0       174,455    -   2,812             0            0      ------       ------   
Over 1 to 5 years     ------         224,564    -   4,678             0            0      ------       ------   
Over 5 to 10 years    ------          66,533    +       7             0            0      ------       ------   
Over 10 years         ------          82,504    +      10             0            0      ------       ------   
           
All                         43       780,818    +      25             0            0        31,250       37,788 
 
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 March 7, 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         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                                             977          39          66          66          98          96         104         116          41          40          72          94         145 
Securities, repurchase agreements,                                 
      and loans                              812,111      38,756     300,575      35,257      35,065      67,459      67,984      74,574      25,801      16,518      23,782      36,453      89,888 
   Securities held outright                  780,818      37,259     289,002      33,900      33,715      64,863      65,368      71,695      24,808      15,874      22,864      35,042      86,429 
      U.S. Treasury (1)                      780,818      37,259     289,002      33,900      33,715      64,863      65,368      71,695      24,808      15,874      22,864      35,042      86,429 
         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)                  503,799      24,040     186,470      21,873      21,754      41,851      42,176      46,259      16,007      10,242      14,752      22,610      55,766 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                31,250       1,491      11,566       1,357       1,349       2,596       2,616       2,869         993         635         915       1,402       3,459 
      Loans                                       43           5           7           0           0           0           0          11           0           9           3           8           0 
Items in process of collection                 4,762         248          68         274         519         577         565         195         124         339         436         456         961 
Bank premises                                  1,969         117         210          57         157         170         231         206          81         116         178         259         187 
Other assets(5)                               36,501       1,227      11,355       3,199       2,136       6,858       2,988       2,465         709         688         669         953       3,253 
Interdistrict settlement account                   0     - 2,607     - 8,067     - 1,720     - 4,563     +   847     +13,078     - 4,463     +   855     -   832     + 3,662     + 1,760     + 2,050 
          Total Assets                       869,556      38,381     309,221      37,678      33,961      77,007      86,138      74,253      28,011      17,110      29,189      40,647      97,960 
 
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 March 7, 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             963,677      38,931     340,914      37,867      36,047      74,756     104,902      82,171      29,350      17,339      30,798      57,051     113,550 
  Less: notes held by F.R. Banks              192,822       4,344      63,610       6,890       7,449      13,122      26,899      14,961       3,562       2,482       4,204      20,070      25,228 
    Federal Reserve notes, net                770,855      34,586     277,304      30,977      28,598      61,634      78,003      67,210      25,788      14,858      26,594      36,981      88,322 
Reverse repurchase agreements (1)              37,788       1,803      13,986       1,641       1,632       3,139       3,163       3,470       1,201         768       1,107       1,696       4,183 
Deposits                                       16,805         515       7,243         440         628       2,737       1,136         929         332         386         423         634       1,401 
  Depository institutions                      12,010         506       2,568         435         625       2,661       1,132         927         319         385         421         633       1,398 
  U.S. Treasury, general account                4,449           0       4,449           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 96           1          65           5           3          11           3           2           0           1           0           1           3 
  Other                                           250           8         161           0           1          66           0           0          12           0           1           0           0 
Deferred availability cash items                5,802         386         106         749         611         598         684         343         119         305         496         515         889 
Other liabilities and accrued                                                 
  dividends (2)                                 5,801         266       1,857         273         279         667         540         516         217         154         195         280         558 
                                                                    
    Total liabilities                         837,050      37,556     300,497      34,079      31,748      68,774      83,526      72,468      27,656      16,470      28,814      40,107      95,354 
                                                                    
Capital                                                             
Capital paid in                                15,960         395       4,219       1,810       1,090       4,111       1,279         861         168         317         179         266       1,266 
Surplus                                        15,316         396       3,738       1,788       1,087       4,094       1,276         859         166         276         176         212       1,247 
Other capital                                   1,230          34         767           0          37          28          57          65          20          47          20          62          94 
     Total liabilities and capital            869,556      38,381     309,221      37,678      33,961      77,007      86,138      74,253      28,011      17,110      29,189      40,647      97,960 
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
Mar 7, 2007
Federal Reserve notes outstanding          963,677  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   192,822  
      Federal Reserve Notes to be         
         collateralized                    770,855  
Collateral held against Federal Reserve             
   notes                                   770,855  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           757,618  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      812,068  
   Less:face value of securities under    
         reverse repurchase agreements      37,856  
      U.S. Treasury and agency securities  
             eligible to be pledged        774,212  
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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