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Release Date: December 7, 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
December 7, 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 Dec 6, 2006 Nov 29, 2006 Dec 7, 2005 Dec 6, 2006
Federal Reserve Banks
Reserve Bank Credit 842,371 - 1,641 + 28,727 847,267
Securities held outright 773,368 + 1,294 + 29,193 774,215
U.S. Treasury (1) 773,368 + 1,294 + 29,193 774,215
Bills (2) 277,019 0 + 5,749 277,019
Notes and bonds, nominal (2) 462,153 + 1,335 + 12,558 463,015
Notes and bonds, inflation-indexed (2) 30,105 0 + 10,122 30,105
Inflation compensation (3) 4,092 - 41 + 766 4,077
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 29,679 - 5,071 - 1,214 32,000
Loans to depository institutions 183 + 72 + 97 266
Primary credit 101 + 90 + 84 183
Secondary credit 0 0 0 0
Seasonal credit 82 - 19 + 13 84
Float 1,197 + 1,580 + 231 2,595
Other Federal Reserve assets 37,945 + 486 + 421 38,190
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,203 + 14 + 1,663 38,203
Total factors supplying reserve funds 893,815 - 1,626 + 30,390 898,710
Currency in circulation(5) 805,628 - 2,099 + 27,520 806,873
Reverse repurchase agreements (6) 29,201 - 1,275 + 401 29,039
Foreign official and international accounts 29,201 - 1,275 + 401 29,039
Dealers 0 0 0 0
Treasury cash holdings 166 + 3 - 38 176
Deposits with F.R.Banks, other than reserve balances 12,301 + 60 - 1,739 11,716
U.S. Treasury, general account 5,060 + 30 + 128 4,523
Foreign official 91 + 1 + 9 94
Service-related 6,832 0 - 1,902 6,832
Required clearing balances 6,832 0 - 1,902 6,832
Adjustments to compensate for float 0 0 0 0
Other 319 + 29 + 26 267
Other liabilities and capital 36,338 + 413 + 4,213 36,153
Total factors, other than reserve balances,
absorbing reserve funds 883,635 - 2,897 + 30,359 883,958
Reserve balances with Federal Reserve Banks 10,180 + 1,271 + 32 14,753
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,712,569 + 1,257 + 201,195 1,723,889
U.S. Treasury 1,148,526 - 731 + 43,158 1,156,628
Federal agency 564,043 + 1,989 + 158,037 567,261
Securities lent to dealers 2,032 + 749 - 1,304 2,447
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 Dec 6, 2006 Nov 29, 2006 Dec 7, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 814 + 28 + 119
Securities, repurchase agreements, and loans 806,481 + 743 + 30,183
Securities held outright 774,215 + 1,605 + 30,036
U.S. Treasury (1) 774,215 + 1,605 + 30,036
Bills (2) 277,019 0 + 5,749
Notes and bonds, nominal (2) 463,015 + 1,647 + 13,420
Notes and bonds, inflation-indexed (2) 30,105 0 + 10,122
Inflation compensation (3) 4,077 - 41 + 747
Federal agency (2) 0 0 0
Repurchase agreements (4) 32,000 - 1,000 0
Loans 266 + 138 + 147
Items in process of collection (1,838) 7,427 + 4,339 - 676
Bank premises 1,923 + 11 + 74
Other assets (5) 36,258 + 366 + 490
Total assets (1,838) 866,140 + 5,488 + 30,189
Liabilities
Federal Reserve notes net of FR Bank holdings 769,657 - 1,410 + 26,161
Reverse repurchase agreements (6) 29,039 - 1,684 + 1,247
Deposits (0) 26,459 + 7,217 + 833
Depository institutions 21,575 + 7,547 + 1,387
U.S. Treasury, general account 4,523 - 284 - 553
Foreign official 94 + 2 + 13
Other (0) 267 - 49 - 14
Deferred availability cash items (1,838) 4,832 + 959 - 2,273
Other liabilities and accrued dividends (7) 5,968 - 16 + 1,633
Total liabilities (1,838) 835,954 + 5,064 + 27,602
Capital Accounts
Capital paid in 15,308 + 3 + 1,785
Surplus 10,554 0 - 1,076
Other capital accounts 4,323 + 419 + 1,877
Total capital 30,185 + 423 + 2,586
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, December 6, 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 194 52,305 - 7,490 0 0 32,000 29,039
16 days to 90 days 72 167,584 + 9,231 0 0 0 0
91 days to 1 year 0 186,733 - 1,803 0 0 ------ ------
Over 1 to 5 years ------ 220,125 + 923 0 0 ------ ------
Over 5 to 10 years ------ 67,678 + 437 0 0 ------ ------
Over 10 years ------ 79,790 + 308 0 0 ------ ------
All 266 774,215 + 1,605 0 0 32,000 29,039
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 December 6, 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 814 24 48 58 76 80 97 97 39 31 63 78 123
Securities, repurchase agreements,
and loans 806,481 36,951 318,558 33,613 33,430 64,314 64,829 71,124 24,763 15,759 22,695 34,747 85,698
Securities held outright 774,215 36,944 286,558 33,613 33,430 64,314 64,815 71,088 24,598 15,739 22,671 34,746 85,698
U.S. Treasury (1) 774,215 36,944 286,558 33,613 33,430 64,314 64,815 71,088 24,598 15,739 22,671 34,746 85,698
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) 497,196 23,725 184,026 21,586 21,469 41,302 41,624 45,653 15,797 10,108 14,559 22,314 55,035
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 32,000 0 32,000 0 0 0 0 0 0 0 0 0 0
Loans 266 7 0 0 0 0 14 36 165 20 24 1 0
Items in process of collection 9,265 327 560 843 813 544 2,746 567 231 294 530 590 1,219
Bank premises 1,923 116 208 58 157 166 231 209 77 116 147 259 179
Other assets(5) 36,258 1,192 11,722 1,917 2,269 7,040 2,694 2,695 714 699 702 914 3,699
Interdistrict settlement account 0 - 203 -12,884 + 545 - 2,603 + 4,481 + 6,586 - 5,469 + 46 - 284 + 3,085 + 1,800 + 4,900
Total Assets 867,977 39,009 323,225 37,580 34,692 77,624 78,371 70,383 26,270 16,857 27,612 39,061 97,294
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 December 6, 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 951,597 39,005 343,637 38,919 36,540 75,319 96,127 79,401 27,604 17,532 29,161 55,262 113,091
Less: notes held by F.R. Banks 181,941 3,628 55,304 7,719 7,307 12,202 25,515 15,530 3,450 2,574 4,132 19,357 25,222
Federal Reserve notes, net 769,657 35,377 288,333 31,199 29,233 63,117 70,612 63,871 24,153 14,957 25,029 35,906 87,869
Reverse repurchase agreements (1) 29,039 1,386 10,748 1,261 1,254 2,412 2,431 2,666 923 590 850 1,303 3,214
Deposits 26,459 718 15,217 506 1,018 2,618 1,549 1,103 445 231 485 673 1,896
Depository institutions 21,575 717 10,456 501 1,014 2,525 1,547 1,100 437 230 484 672 1,892
U.S. Treasury, general account 4,523 0 4,523 0 0 0 0 0 0 0 0 0 0
Foreign official 94 1 65 2 3 11 3 3 0 1 1 0 4
Other 267 0 173 2 0 82 0 0 7 0 1 0 0
Deferred availability cash items 6,670 429 190 1,060 686 522 664 410 180 354 677 444 1,052
Other liabilities and accrued
dividends (2) 5,968 278 1,939 299 297 666 500 538 217 156 201 291 584
Total liabilities 837,792 38,189 316,428 34,325 32,487 69,335 75,757 68,588 25,918 16,289 27,243 38,617 94,616
Capital
Capital paid in 15,308 396 3,726 1,812 1,086 4,091 1,274 849 166 276 176 211 1,245
Surplus 10,554 309 1,604 723 996 3,238 872 838 124 235 166 121 1,328
Other capital 4,323 116 1,466 720 123 960 468 108 61 57 27 113 105
Total liabilities and capital 867,977 39,009 323,225 37,580 34,692 77,624 78,371 70,383 26,270 16,857 27,612 39,061 97,294
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
Dec 6, 2006
Federal Reserve notes outstanding 951,597
Less: Notes held by F.R. Banks
not subject to collateralization 181,941
Federal Reserve Notes to be
collateralized 769,657
Collateral held against Federal Reserve
notes 769,657
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 756,420
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 806,215
Less:face value of securities under
reverse repurchase agreements 29,172
U.S. Treasury and agency securities
eligible to be pledged 777,043
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