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Release Date: December 21, 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 21, 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 20, 2006 Dec 13, 2006 Dec 21, 2005 Dec 20, 2006
Federal Reserve Banks
Reserve Bank Credit 845,210 + 7,603 + 28,034 850,162
Securities held outright 776,930 + 1,516 + 32,734 777,638
U.S. Treasury (1) 776,930 + 1,516 + 32,734 777,638
Bills (2) 277,019 0 + 5,749 277,019
Notes and bonds, nominal (2) 465,798 + 1,557 + 16,203 466,522
Notes and bonds, inflation-indexed (2) 30,105 0 + 10,122 30,105
Inflation compensation (3) 4,008 - 42 + 661 3,993
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 28,929 + 6,465 - 3,035 33,500
Loans to depository institutions 192 - 36 - 245 90
Primary credit 107 - 40 - 258 5
Secondary credit 0 0 0 0
Seasonal credit 85 + 4 + 13 85
Float 896 - 631 - 913 347
Other Federal Reserve assets 38,263 + 290 - 507 38,587
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,231 + 14 + 1,691 38,231
Total factors supplying reserve funds 896,681 + 7,617 + 29,724 901,634
Currency in circulation(5) 808,690 + 2,433 + 24,877 813,096
Reverse repurchase agreements (6) 29,541 + 1,459 + 2,704 29,903
Foreign official and international accounts 29,541 + 1,459 + 2,704 29,903
Dealers 0 0 0 0
Treasury cash holdings 204 + 24 + 5 227
Deposits with F.R.Banks, other than reserve balances 13,428 + 1,319 - 1,281 12,806
U.S. Treasury, general account 6,066 + 1,326 + 664 5,436
Foreign official 95 + 4 - 44 89
Service-related 7,022 + 7 - 1,797 7,022
Required clearing balances 7,015 0 - 1,788 7,015
Adjustments to compensate for float 7 + 7 - 9 7
Other 245 - 19 - 104 258
Other liabilities and capital 36,426 - 13 + 3,421 36,394
Total factors, other than reserve balances,
absorbing reserve funds 888,290 + 5,223 + 29,727 892,424
Reserve balances with Federal Reserve Banks 8,391 + 2,393 - 3 9,210
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,742,102 + 11,828 + 227,824 1,744,957
U.S. Treasury 1,156,599 - 4,599 + 54,894 1,155,171
Federal agency 585,502 + 16,426 + 172,929 589,787
Securities lent to dealers 963 - 2,183 - 4,292 684
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 20, 2006 Dec 13, 2006 Dec 21, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 821 - 6 + 117
Securities, repurchase agreements, and loans 811,229 + 13,439 + 21,954
Securities held outright 777,638 + 2,035 + 33,438
U.S. Treasury (1) 777,638 + 2,035 + 33,438
Bills (2) 277,019 0 + 5,749
Notes and bonds, nominal (2) 466,522 + 2,077 + 16,927
Notes and bonds, inflation-indexed (2) 30,105 0 + 10,122
Inflation compensation (3) 3,993 - 42 + 642
Federal agency (2) 0 0 0
Repurchase agreements (4) 33,500 + 12,250 - 11,500
Loans 90 - 846 + 15
Items in process of collection (1,953) 4,814 - 2,771 - 4,303
Bank premises 1,931 + 10 + 75
Other assets (5) 36,913 + 469 + 71
Total assets (1,953) 868,944 + 11,140 + 17,914
Liabilities
Federal Reserve notes net of FR Bank holdings 775,909 + 4,614 + 22,940
Reverse repurchase agreements (6) 29,903 + 1,601 + 3,141
Deposits (0) 22,272 + 5,063 - 9,789
Depository institutions 16,489 + 4,131 - 9,916
U.S. Treasury, general account 5,436 + 936 + 146
Foreign official 89 - 2 + 3
Other (0) 258 - 2 - 22
Deferred availability cash items (1,953) 4,467 - 412 - 2,636
Other liabilities and accrued dividends (7) 5,949 - 62 + 1,595
Total liabilities (1,953) 838,499 + 10,803 + 15,250
Capital Accounts
Capital paid in 15,326 + 12 + 1,790
Surplus 10,554 0 - 1,075
Other capital accounts 4,565 + 325 + 1,948
Total capital 30,445 + 337 + 2,664
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 20, 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 90 58,550 + 7,066 0 0 33,500 29,903
16 days to 90 days 0 161,869 - 6,826 0 0 0 0
91 days to 1 year 0 186,198 - 243 0 0 ------ ------
Over 1 to 5 years ------ 222,856 + 1,315 0 0 ------ ------
Over 5 to 10 years ------ 67,659 - 9 0 0 ------ ------
Over 10 years ------ 80,505 + 732 0 0 ------ ------
All 90 777,638 + 2,035 0 0 33,500 29,903
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 20, 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 821 24 51 57 79 79 98 99 40 30 63 82 120
Securities, repurchase agreements,
and loans 811,229 37,117 321,325 33,765 33,578 64,598 65,109 71,437 24,708 15,828 22,788 34,899 86,077
Securities held outright 777,638 37,108 287,825 33,762 33,578 64,598 65,101 71,403 24,707 15,809 22,771 34,899 86,077
U.S. Treasury (1) 777,638 37,108 287,825 33,762 33,578 64,598 65,101 71,403 24,707 15,809 22,771 34,899 86,077
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) 500,620 23,889 185,293 21,735 21,617 41,587 41,910 45,967 15,906 10,177 14,659 22,467 55,414
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 33,500 0 33,500 0 0 0 0 0 0 0 0 0 0
Loans 90 9 0 3 0 0 8 34 1 19 17 0 0
Items in process of collection 6,767 316 120 763 707 564 796 265 145 163 652 530 1,745
Bank premises 1,931 117 212 58 157 167 231 208 79 116 147 259 180
Other assets(5) 36,913 1,238 12,021 1,874 2,296 7,040 2,728 2,772 752 710 731 961 3,790
Interdistrict settlement account 0 + 71 -22,433 + 634 - 2,699 + 3,609 +10,862 - 4,181 + 1,723 - 170 + 4,452 + 2,838 + 5,295
Total Assets 870,897 39,484 316,309 37,696 34,669 77,058 81,014 71,759 27,844 16,918 29,223 40,242 98,682
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 20, 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 959,582 39,164 342,773 38,792 36,522 75,335 97,952 80,031 29,145 17,499 30,648 56,826 114,894
Less: notes held by F.R. Banks 183,673 3,453 57,997 7,539 7,186 12,245 24,657 15,147 3,415 2,685 4,095 19,729 25,525
Federal Reserve notes, net 775,909 35,711 284,776 31,253 29,336 63,090 73,296 64,885 25,730 14,815 26,553 37,096 89,369
Reverse repurchase agreements (1) 29,903 1,427 11,068 1,298 1,291 2,484 2,503 2,746 950 608 876 1,342 3,310
Deposits 22,272 817 11,161 491 1,023 1,975 1,391 1,342 465 441 729 689 1,748
Depository institutions 16,489 815 5,489 488 1,018 1,893 1,388 1,337 458 440 728 688 1,746
U.S. Treasury, general account 5,436 0 5,436 0 0 0 0 0 0 0 0 0 0
Foreign official 89 1 60 2 3 11 3 3 0 1 1 0 4
Other 258 0 176 0 1 71 0 2 7 0 1 0 -2
Deferred availability cash items 6,420 437 153 1,065 531 668 728 464 131 337 509 377 1,019
Other liabilities and accrued
dividends (2) 5,949 275 1,945 302 297 654 498 541 219 156 191 288 583
Total liabilities 840,452 38,667 309,104 34,410 32,477 68,871 78,416 69,977 27,496 16,356 28,858 39,792 96,029
Capital
Capital paid in 15,326 396 3,727 1,810 1,087 4,095 1,276 858 166 276 176 211 1,246
Surplus 10,554 309 1,604 723 996 3,238 872 838 124 235 166 121 1,328
Other capital 4,565 112 1,873 752 110 854 449 87 58 51 24 118 78
Total liabilities and capital 870,897 39,484 316,309 37,696 34,669 77,058 81,014 71,759 27,844 16,918 29,223 40,242 98,682
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 20, 2006
Federal Reserve notes outstanding 959,582
Less: Notes held by F.R. Banks
not subject to collateralization 183,673
Federal Reserve Notes to be
collateralized 775,909
Collateral held against Federal Reserve
notes 775,909
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 762,672
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 811,138
Less:face value of securities under
reverse repurchase agreements 29,975
U.S. Treasury and agency securities
eligible to be pledged 781,163
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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