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Release Date: September 28, 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
September 28, 2006
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Averages of daily figures
Reserve Bank credit, related items, and Week ended Change from week ended Wednesday
reserve balances of depository institutions at Sep 27, 2006 Sep 20, 2006 Sep 28, 2005 Sep 27, 2006
Federal Reserve Banks
Reserve Bank Credit 825,247 - 3,693 + 24,667 835,347
Securities held outright 768,908 + 21 + 33,181 768,915
U.S. Treasury (1) 768,908 + 21 + 33,181 768,915
Bills (2) 277,019 0 + 7,720 277,019
Notes and bonds, nominal (2) 461,791 0 + 18,251 461,791
Notes and bonds, inflation-indexed (2) 26,019 0 + 6,036 26,019
Inflation compensation (3) 4,080 + 21 + 1,175 4,087
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 16,643 - 2,786 - 8,214 27,500
Loans to depository institutions 384 + 29 + 34 366
Primary credit 31 + 20 + 19 11
Secondary credit 0 0 0 0
Seasonal credit 353 + 8 + 14 355
Float -661 - 1,502 - 1,012 -1,467
Other Federal Reserve assets 39,974 + 546 + 680 40,032
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,138 + 14 + 1,709 38,138
Total factors supplying reserve funds 876,625 - 3,679 + 26,376 886,726
Currency in circulation(5) 790,816 - 1,748 + 24,197 792,276
Reverse repurchase agreements (6) 28,391 + 894 + 3,623 31,466
Foreign official and international accounts 28,391 + 894 + 3,623 31,466
Dealers 0 0 0 0
Treasury cash holdings 158 - 7 - 94 150
Deposits with F.R.Banks, other than reserve balances 11,607 - 1,859 - 2,329 11,880
U.S. Treasury, general account 4,280 - 1,833 - 1,086 4,585
Foreign official 90 + 1 + 6 91
Service-related 6,968 - 2 - 1,268 6,968
Required clearing balances 6,968 - 2 - 1,268 6,968
Adjustments to compensate for float 0 0 0 0
Other 269 - 25 + 20 236
Other liabilities and capital 36,212 + 273 + 5,150 35,696
Total factors, other than reserve balances,
absorbing reserve funds 867,185 - 2,446 + 30,549 871,469
Reserve balances with Federal Reserve Banks 9,441 - 1,232 - 4,172 15,257
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,661,409 - 12,030 + 197,444 1,666,925
U.S. Treasury 1,119,190 - 13,293 + 32,557 1,123,431
Federal agency 542,219 + 1,263 + 164,887 543,494
Securities lent to dealers 1,110 + 579 - 2,504 431
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
Eliminations Change Since
from Wednesday Wednesday Wednesday
Assets, liabilities, and capital consolidation Sep 27, 2006 Sep 20, 2006 Sep 28, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 858 + 21 + 150
Securities, repurchase agreements, and loans 796,782 + 12,524 + 30,097
Securities held outright 768,915 + 20 + 32,833
U.S. Treasury (1) 768,915 + 20 + 32,833
Bills (2) 277,019 0 + 7,532
Notes and bonds, nominal (2) 461,791 0 + 18,094
Notes and bonds, inflation-indexed (2) 26,019 0 + 6,036
Inflation compensation (3) 4,087 + 20 + 1,173
Federal agency (2) 0 0 0
Repurchase agreements (4) 27,500 + 12,500 - 2,750
Loans 366 + 3 + 13
Items in process of collection (1,061) 3,141 - 1,176 - 3,052
Bank premises 1,889 + 1 + 51
Other assets (5) 38,069 + 414 + 572
Total assets (1,061) 853,975 + 11,784 + 27,816
Liabilities
Federal Reserve notes net of FR Bank holdings 755,142 - 528 + 22,572
Reverse repurchase agreements (6) 31,466 + 2,967 + 7,655
Deposits (0) 27,063 + 9,408 - 5,544
Depository institutions 22,151 + 10,074 - 5,651
U.S. Treasury, general account 4,585 - 631 + 106
Foreign official 91 + 6 + 8
Other (0) 236 - 40 - 7
Deferred availability cash items (1,061) 4,607 - 94 - 1,845
Other liabilities and accrued dividends (7) 5,514 + 69 + 1,685
Total liabilities (1,061) 823,792 + 11,822 + 24,523
Capital Accounts
Capital paid in 15,067 + 10 + 1,761
Surplus 12,901 0 + 1,278
Other capital accounts 2,214 - 48 + 253
Total capital 30,182 - 38 + 3,292
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, September 27, 2006
Millions of dollars
U.S. Treasury Federal agency Reverse
Maturity Loans securities (1) securities Repurchase repurchase
Weekly Weekly agreements(2)agreements(2)
Holdings changes Holdings changes
Within 15 days 349 58,235 - 2,191 0 0 27,500 31,466
16 days to 90 days 17 166,986 + 1,517 0 0 0 0
91 days to 1 year 0 187,242 + 676 0 0 ------ ------
Over 1 to 5 years ------ 214,627 + 6 0 0 ------ ------
Over 5 to 10 years ------ 60,276 + 4 0 0 ------ ------
Over 10 years ------ 81,550 + 10 0 0 ------ ------
All 366 768,915 + 20 0 0 27,500 31,466
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 September 27, 2006
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas 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 858 24 49 55 78 79 112 103 46 31 63 87 130
Securities, repurchase agreements,
and loans 796,782 36,702 312,098 33,383 33,202 63,874 64,385 70,719 24,479 15,742 22,570 34,515 85,114
Securities held outright 768,915 36,691 284,597 33,383 33,202 63,874 64,371 70,602 24,430 15,632 22,515 34,508 85,111
U.S. Treasury (1) 768,915 36,691 284,597 33,383 33,202 63,874 64,371 70,602 24,430 15,632 22,515 34,508 85,111
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) 491,897 23,473 182,064 21,356 21,240 40,862 41,180 45,166 15,628 10,000 14,404 22,076 54,448
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 27,500 0 27,500 0 0 0 0 0 0 0 0 0 0
Loans 366 10 1 0 0 0 14 117 49 111 55 7 3
Items in process of collection 4,202 207 -28 666 286 303 521 204 138 89 426 235 1,155
Bank premises 1,889 114 208 57 158 159 230 208 73 117 129 260 176
Other assets(5) 38,069 1,210 13,767 1,830 2,243 6,851 2,672 2,716 738 695 714 938 3,695
Interdistrict settlement account 0 - 1,578 - 828 + 1,539 + 458 + 2,185 + 8,242 - 9,516 - 697 - 80 + 1,451 - 2,591 + 1,415
Total Assets 855,036 37,279 330,279 38,076 36,975 74,451 77,351 65,593 25,176 16,834 25,743 34,117 93,162
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 September 27, 2006
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco
Liabilities
Federal Reserve notes outstanding 933,436 37,835 347,395 38,981 36,947 73,895 95,216 73,736 27,029 17,141 27,380 50,045 107,837
Less: notes held by F.R. Banks 178,294 4,283 51,687 7,871 6,325 13,259 25,404 15,056 3,980 2,456 4,172 19,021 24,780
Federal Reserve notes, net 755,142 33,552 295,708 31,110 30,622 60,636 69,812 58,680 23,049 14,685 23,208 31,024 83,056
Reverse repurchase agreements (1) 31,466 1,502 11,647 1,366 1,359 2,614 2,634 2,889 1,000 640 921 1,412 3,483
Deposits 27,063 829 13,274 1,501 1,798 1,976 1,568 1,422 478 566 596 681 2,374
Depository institutions 22,151 827 8,456 1,498 1,793 1,905 1,565 1,419 477 565 594 680 2,370
U.S. Treasury, general account 4,585 0 4,585 0 0 0 0 0 0 0 0 0 0
Foreign official 91 1 62 2 3 11 3 3 0 1 1 0 4
Other 236 0 170 0 2 60 0 0 1 0 1 0 0
Deferred availability cash items 5,669 333 181 956 645 527 652 321 122 298 473 294 867
Other liabilities and accrued
dividends (2) 5,514 270 1,846 267 266 558 464 503 198 142 177 261 560
Total liabilities 824,853 36,486 322,655 35,200 34,690 66,311 75,130 63,815 24,847 16,332 25,375 33,672 90,340
Capital
Capital paid in 15,067 383 3,691 1,692 1,128 4,080 1,084 842 158 244 175 211 1,379
Surplus 12,901 317 3,685 744 1,013 3,307 892 876 144 245 175 153 1,349
Other capital 2,214 93 248 440 143 752 245 60 27 13 19 81 94
Total liabilities and capital 855,036 37,279 330,279 38,076 36,975 74,451 77,351 65,593 25,176 16,834 25,743 34,117 93,162
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
Sep 27, 2006
Federal Reserve notes outstanding 933,436
Less: Notes held by F.R. Banks
not subject to collateralization 178,294
Federal Reserve Notes to be
collateralized 755,142
Collateral held against Federal Reserve
notes 755,142
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 741,905
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 796,415
Less:face value of securities under
reverse repurchase agreements 31,511
U.S. Treasury and agency securities
eligible to be pledged 764,905
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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Statistical releases