Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  May 24, 2007
Release dates
Current release   Other formats: Screen reader | ASCII | PDF (21 KB)
FEDERAL RESERVE Statistical Release
 

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
May 24, 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
May 23, 2007
Week ended
May 23, 2007
Change from week ended
May 16, 2007 May 24, 2006
                                                              
Reserve Bank Credit                                         850,099     +   2,252     +  27,269       859,206 
 Securities held outright                                   790,153     +      79     +  29,704       790,182 
    U.S. Treasury (1)                                       790,153     +      79     +  29,704       790,182 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         474,672             0     +  15,740       474,672 
       Notes and bonds, inflation-indexed (2)                34,459             0     +  11,813        34,459 
       Inflation compensation (3)                             4,003     +      78     +     502         4,032 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,071     +   4,035     -     786        31,250 
 Loans to depository institutions                               142     +      58     -      32           118 
    Primary credit                                               42     +      40     +      21             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             101     +      19     -      51           118 
 Float                                                         -935     +     120     -   1,149        -1,173 
 Other Federal Reserve assets                               38,667    -   2,041    -     470       38,829 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,469     +      14     +     500        38,469 
                                                              
Total factors supplying reserve funds                       901,810     +   2,266     +  27,769       910,916 
                                                                          
Currency in circulation(5)                                  808,845     -     227     +  15,002       811,394 
Reverse repurchase agreements (6)                            32,215     -      83     +   8,997        32,618 
   Foreign official and international accounts               32,215     +     131     +   8,997        32,618 
   Dealers                                                        0     -     214             0             0 
Treasury cash holdings                                          266     +      30     +      81           280 
Deposits with F.R.Banks, other than reserve balances         11,751     +     453     -   1,466        11,141 
  U.S. Treasury, general account                              4,913     +     462     -     563         4,312 
  Foreign official                                               94             0     +       6            93 
  Service-related                                             6,469     -       1     -     896         6,469 
     Required clearing balances                               6,469     -       1     -     896         6,469 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         275     -       9     -      13           266 
Other liabilities and capital                                39,060     +      79     +   5,554        38,750 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  892,137     +     251     +  28,168       894,183 
                                                              
Reserve balances with Federal Reserve Banks                   9,673     +   2,015     -     399        16,734 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,944,736     +   4,766     + 328,170     1,948,912 
     U.S. Treasury                                        1,221,737     -   2,996     + 104,637     1,223,577 
     Federal agency                                         722,999     +   7,762     + 223,534       725,336 
  Securities lent to dealers                                  4,156     +     632     +   2,820         4,239 
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
May 23, 2007
Wednesday
May 16, 2007
Wednesday
May 24, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                905         -      44         +     162 
Securities, repurchase agreements, and loans                    821,550         +  13,354         +  36,493 
   Securities held outright                                     790,182         +      79         +  27,804 
      U.S. Treasury (1)                                         790,182         +      79         +  27,804 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           474,672                 0         +  13,822 
         Notes and bonds, inflation-indexed (2)                    34,459                 0         +  11,813 
         Inflation compensation (3)                               4,032         +      79         +     519 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     31,250         +  13,250         +   8,750 
   Loans                                                            118         +      25         -      61 
Items in process of collection                      (994)         3,135         +     612         -   2,275 
Bank premises                                                     2,014         +       9         +     178 
Other assets (5)                                                 36,835         +     418         -     419 
      Total assets                                  (994)       877,676         +  14,350         +  34,139 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  774,106         +   1,183         +  14,826 
Reverse repurchase agreements (6)                                32,618         +     172         +   9,815 
Deposits                                              (0)        27,894         +  12,180         +   5,014 
  Depository institutions                                        23,223         +  12,005         +   5,869 
  U.S. Treasury, general account                                  4,312         +     187         -     876 
  Foreign official                                                   93                 0         +       8 
  Other                                               (0)           266         -      13         +      14 
Deferred availability cash items                    (994)         4,308         +     633         -   1,119 
Other liabilities and accrued dividends (7)                       5,920         +      26         +   1,031 
      Total liabilities                             (994)       844,847         +  14,195         +  29,568 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,021         +      38         +   2,155 
Surplus                                                          15,374                 0         +   2,473 
Other capital accounts                                            1,434         +     117         -      57 
      Total capital                                              32,829         +     154         +   4,571 
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, May 23, 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             115        69,193    +   2,353             0            0        31,250        32,618
16 days to 90 days           3       164,924    +  11,065             0            0             0             0
91 days to 1 year            0       169,907    -  13,413             0            0      ------       ------   
Over 1 to 5 years     ------         229,490    +      24             0            0      ------       ------   
Over 5 to 10 years    ------          74,477    +   7,536             0            0      ------       ------   
Over 10 years         ------          82,190    -   7,486             0            0      ------       ------   
           
All                        118       790,182    +      79             0            0        31,250       32,618 
 
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 May 23, 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                                             905          35          56          59          91          84         102         108          41          39          70          87         132 
Securities, repurchase agreements,                                 
      and loans                              821,550      37,863     297,438      36,340      33,616      71,171      76,189      68,939      26,283      16,411      26,605      36,093      94,602 
   Securities held outright                  790,182      36,416     286,123      34,958      32,337      68,463      73,288      66,278      25,255      15,766      25,579      34,718      91,002 
      U.S. Treasury (1)                      790,182      36,416     286,123      34,958      32,337      68,463      73,288      66,278      25,255      15,766      25,579      34,718      91,002 
         Bills (2)                           277,019      12,767     100,308      12,255      11,336      24,001      25,693      23,235       8,854       5,527       8,967      12,171      31,903 
         Notes and bonds(3)                  513,163      23,650     185,815      22,703      21,000      44,462      47,595      43,042      16,401      10,239      16,612      22,547      59,099 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                31,250       1,440      11,316       1,383       1,279       2,708       2,898       2,621         999         624       1,012       1,373       3,599 
      Loans                                      118           7           0           0           0           0           3          40          29          22          14           3           1 
Items in process of collection                 4,128         153         -19         643         467         257         297         380         549         319         442         -65         705 
Bank premises                                  2,014         117         212          57         156         172         232         207          90         115         201         260         195 
Other assets(5)                               36,835       1,216      11,381       3,230       2,120       6,962       3,126       2,381         711         689         718         952       3,349 
Interdistrict settlement account                   0     - 2,461     + 1,742     - 1,751     - 4,034     +   593     + 6,047     +    99     -   254     -   313     + 1,129     + 1,795     - 2,592 
          Total Assets                       878,670      37,488     315,737      39,117      32,947      80,254      87,277      73,228      27,816      17,494      29,566      39,834      97,911 
 
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 May 23, 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             970,652      37,975     342,853      39,277      35,832      78,534     107,986      80,547      29,448      17,314      30,480      57,628     112,778 
  Less: notes held by F.R. Banks              196,546       4,370      62,911       6,783       9,056      13,516      29,729      14,258       3,706       2,550       3,633      21,457      24,576 
    Federal Reserve notes, net                774,106      33,605     279,942      32,494      26,777      65,018      78,257      66,289      25,742      14,764      26,847      36,170      88,202 
Reverse repurchase agreements (1)              32,618       1,503      11,811       1,443       1,335       2,826       3,025       2,736       1,042         651       1,056       1,433       3,756 
Deposits                                       27,894         995      13,213         559       1,613       3,142       2,097       1,472         341         981         519         991       1,971 
  Depository institutions                      23,223         986       8,662         553       1,609       3,057       2,093       1,469         338         980         517         990       1,968 
  U.S. Treasury, general account                4,312           0       4,312           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 93           1          63           5           3          11           3           2           0           1           0           1           3 
  Other                                           266           9         176           1           1          74           0           0           3           0           1           0           0 
Deferred availability cash items                5,302         286         113         688         729         378         624         417         110         294         554         376         734 
Other liabilities and accrued                                                 
  dividends (2)                                 5,920         259       1,830         294         282         782         567         483         214         156         198         277         579 
                                                                    
    Total liabilities                         845,840      36,648     306,910      35,477      30,736      72,145      84,570      71,396      27,450      16,846      29,174      39,246      95,243 
                                                                    
Capital                                                             
Capital paid in                                16,021         403       4,281       1,807       1,099       3,979       1,319         887         172         318         184         278       1,294 
Surplus                                        15,374         396       3,771       1,810       1,087       4,095       1,277         859         166         276         176         213       1,247 
Other capital                                   1,434          41         775          22          26          35         111          86          29          55          32          96         127 
     Total liabilities and capital            878,670      37,488     315,737      39,117      32,947      80,254      87,277      73,228      27,816      17,494      29,566      39,834      97,911 
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
May 23, 2007
Federal Reserve notes outstanding          970,652  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   196,546  
      Federal Reserve Notes to be         
         collateralized                    774,106  
Collateral held against Federal Reserve             
   notes                                   774,106  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           760,869  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      821,432  
   Less:face value of securities under    
         reverse repurchase agreements      32,664  
      U.S. Treasury and agency securities  
             eligible to be pledged        788,768  
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.

Release dates
Current release   Other formats: Screen reader | ASCII | PDF (21 KB)

Statistical releases