Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  June 21, 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
June 21, 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
Jun 20, 2007
Week ended
Jun 20, 2007
Change from week ended
Jun 13, 2007 Jun 21, 2006
                                                              
Reserve Bank Credit                                         852,284     +   2,304     +  26,414       851,426 
 Securities held outright                                   790,417     +      58     +  24,139       790,439 
    U.S. Treasury (1)                                       790,417     +      58     +  24,139       790,439 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         474,672             0     +  10,092       474,672 
       Notes and bonds, inflation-indexed (2)                34,459             0     +  11,813        34,459 
       Inflation compensation (3)                             4,267     +      58     +     585         4,289 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,679     +   1,608     +   4,108        21,000 
 Loans to depository institutions                               283     +     137     +      15           933 
    Primary credit                                              132     +     106     +     116           771 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             151     +      31     -     101           162 
 Float                                                         -573     +     267     -   1,389          -635 
 Other Federal Reserve assets                               39,478    +     234    -     458       39,689 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,525     +      14     +     539        38,525 
                                                              
Total factors supplying reserve funds                       904,050     +   2,317     +  26,953       903,192 
                                                                          
Currency in circulation(5)                                  810,274     -   1,185     +  17,229       810,942 
Reverse repurchase agreements (6)                            31,721     -     594     +   5,202        30,443 
   Foreign official and international accounts               31,721     -     594     +   5,202        30,443 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          301     +       5     +      97           292 
Deposits with F.R.Banks, other than reserve balances         12,373     +     492     -     286        12,923 
  U.S. Treasury, general account                              5,475     +     517     +     468         6,022 
  Foreign official                                               96     -      13     +       3            96 
  Service-related                                             6,583             0     -     734         6,583 
     Required clearing balances                               6,583             0     -     734         6,583 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         220     -      11     -      22           222 
Other liabilities and capital                                39,341     -     110     +   4,400        39,153 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  894,011     -   1,391     +  26,644       893,751 
                                                              
Reserve balances with Federal Reserve Banks                  10,039     +   3,708     +     309         9,441 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,967,018     +  11,699     + 329,573     1,971,902 
     U.S. Treasury                                        1,230,950     +   4,283     + 105,446     1,230,342 
     Federal agency                                         736,069     +   7,417     + 224,128       741,560 
  Securities lent to dealers                                  4,718     +   1,131     +   2,845         2,939 
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
Jun 20, 2007
Wednesday
Jun 13, 2007
Wednesday
Jun 21, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                932         +      18         +     203 
Securities, repurchase agreements, and loans                    812,372         -     151         +  23,554 
   Securities held outright                                     790,439         +      59         +  24,142 
      U.S. Treasury (1)                                         790,439         +      59         +  24,142 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           474,672                 0         +  10,092 
         Notes and bonds, inflation-indexed (2)                    34,459                 0         +  11,813 
         Inflation compensation (3)                               4,289         +      58         +     588 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     21,000         -   1,000         -   1,250 
   Loans                                                            933         +     791         +     662 
Items in process of collection                    (1,010)         3,514         +     818         -   1,916 
Bank premises                                                     2,036         +       8         +     182 
Other assets (5)                                                 37,767         +     415         -     383 
      Total assets                                (1,010)       869,859         +   1,110         +  21,642 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  773,636         -   1,334         +  16,701 
Reverse repurchase agreements (6)                                30,443         -   1,136         +   4,766 
Deposits                                              (0)        22,478         +   3,325         -   2,882 
  Depository institutions                                        16,138         +   2,048         -   3,513 
  U.S. Treasury, general account                                  6,022         +   1,280         +     637 
  Foreign official                                                   96         +       1         +       9 
  Other                                               (0)           222         -       4         -      16 
Deferred availability cash items                  (1,010)         4,150         -      60         -   1,282 
Other liabilities and accrued dividends (7)                       6,042         -       4         +     940 
      Total liabilities                           (1,010)       836,748         +     790         +  18,240 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,106         +       9         +   1,140 
Surplus                                                          15,387         +      16         +   2,486 
Other capital accounts                                            1,617         +     294         -     226 
      Total capital                                              33,110         +     319         +   3,400 
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, June 20, 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             933        66,144    +   5,138             0            0        21,000        30,443
16 days to 90 days           0       168,821    -   5,101             0            0             0             0
91 days to 1 year            0       165,288    -      34             0            0      ------       ------   
Over 1 to 5 years     ------         233,355    +      17             0            0      ------       ------   
Over 5 to 10 years    ------          74,541    +      15             0            0      ------       ------   
Over 10 years         ------          82,289    +      22             0            0      ------       ------   
           
All                        933       790,439    +      59             0            0        21,000       30,443 
 
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 June 20, 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                                             932          29          51          59          90          92         121         111          41          37          72          93         136 
Securities, repurchase agreements,                                 
      and loans                              812,372      37,401     294,260      35,898      33,247      70,480      75,263      68,100      25,974      16,228      26,292      35,660      93,570 
   Securities held outright                  790,439      36,428     286,216      34,969      32,347      68,485      73,311      66,299      25,263      15,771      25,587      34,729      91,032 
      U.S. Treasury (1)                      790,439      36,428     286,216      34,969      32,347      68,485      73,311      66,299      25,263      15,771      25,587      34,729      91,032 
         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)                  513,420      23,661     185,908      22,714      21,011      44,484      47,619      43,064      16,409      10,244      16,620      22,558      59,129 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                21,000         968       7,604         929         859       1,819       1,948       1,761         671         419         680         923       2,418 
      Loans                                      933           5         440           0          40         175           4          39          40          38          25           8         120 
Items in process of collection                 4,524         378         136         640         566         208         522         362         149         176         315         227         843 
Bank premises                                  2,036         118         214          57         156         173         232         208          94         115         213         261         198 
Other assets(5)                               37,767       1,267      11,772       3,184       2,160       7,017       3,208       2,465         755         711         758       1,002       3,469 
Interdistrict settlement account                   0     - 3,310     +   865     -   672     - 3,499     -   263     + 5,420     +   635     +   166     -   515     + 1,017     +   905     -   750 
          Total Assets                       870,868      36,447     312,224      39,704      33,253      78,723      86,048      72,996      27,576      16,986      29,067      38,859      98,986 
 
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 June 20, 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             976,167      37,744     345,359      40,251      36,662      79,775     107,921      80,370      29,262      17,284      30,418      57,851     113,271 
  Less: notes held by F.R. Banks              202,531       5,033      64,862       7,139       9,003      14,481      30,225      14,076       3,723       2,673       3,790      22,303      25,223 
    Federal Reserve notes, net                773,636      32,711     280,497      33,112      27,659      65,294      77,696      66,294      25,539      14,610      26,628      35,548      88,048 
Reverse repurchase agreements (1)              30,443       1,403      11,023       1,347       1,246       2,638       2,823       2,553         973         607         985       1,338       3,506 
Deposits                                       22,478         760       9,822         588       1,101       1,487       1,588       1,498         349         587         437         811       3,451 
  Depository institutions                      16,138         753       3,575         582       1,097       1,426       1,585       1,495         346         586         435         810       3,448 
  U.S. Treasury, general account                6,022           0       6,022           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 96           1          66           5           3          11           3           2           0           1           0           1           3 
  Other                                           222           7         158           1           1          50           0           0           3           0           1           0           0 
Deferred availability cash items                5,159         471         161         697         719         371         498         323         130         365         417         295         713 
Other liabilities and accrued                                                 
  dividends (2)                                 6,042         262       1,860         303         291         824         569         490         216         159         200         280         588 
                                                                    
    Total liabilities                         837,758      35,607     303,363      36,047      31,016      70,614      83,174      71,158      27,207      16,328      28,667      38,271      96,306 
                                                                    
Capital                                                             
Capital paid in                                16,106         404       4,292       1,809       1,101       3,959       1,401         887         172         321         188         278       1,294 
Surplus                                        15,387         396       3,782       1,810       1,087       4,096       1,277         859         166         276         176         213       1,247 
Other capital                                   1,617          40         787          38          48          55         196          92          30          60          35          96         139 
     Total liabilities and capital            870,868      36,447     312,224      39,704      33,253      78,723      86,048      72,996      27,576      16,986      29,067      38,859      98,986 
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
Jun 20, 2007
Federal Reserve notes outstanding          976,167  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   202,531  
      Federal Reserve Notes to be         
         collateralized                    773,636  
Collateral held against Federal Reserve             
   notes                                   773,636  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           760,399  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      811,439  
   Less:face value of securities under    
         reverse repurchase agreements      30,482  
      U.S. Treasury and agency securities  
             eligible to be pledged        780,957  
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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