Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date: October 11, 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
                                                                                           October 11, 2007
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           Oct 10, 2007  Oct 3, 2007 Oct 11, 2006 Oct 10, 2007
Federal Reserve Banks

Reserve Bank Credit                                         858,315    -   3,268    +  26,841      870,510
 Securities held outright                                   779,613    -      17    +  10,672      779,608       
    U.S. Treasury (1)                                       779,613    -      17    +  10,672      779,608
       Bills (2)                                            267,019            0    -  10,000      267,019
       Notes and bonds, nominal (2)                         472,142            0    +  10,351      472,142
       Notes and bonds, inflation-indexed (2)                35,753            0    +   9,734       35,753
       Inflation compensation (3)                             4,699    -      17    +     586        4,694
    Federal agency (2)                                            0            0            0            0      
 Repurchase agreements(4)                                    38,071    -   3,822    +  15,821       50,000
 Loans to depository institutions                               257    +      55    +      11          173
    Primary credit                                              113    +      86    +     108           40
    Secondary credit                                              0            0            0            0
    Seasonal credit                                             144    -      31    -      98          133
 Float                                                         -515    +     532    -     561         -283
 Other Federal Reserve assets                                40,889    -      16    +     899       41,012
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (5)                            38,665    +      14    +     569       38,665
       
Total factors supplying reserve funds                       910,221    -   3,253    +  27,410      922,416
                                                                   
Currency in circulation(5)                                  816,164    +   4,375    +  20,392      816,937
Reverse repurchase agreements (6)                            34,349    -     893    +   4,374       34,424
   Foreign official and international accounts               34,349    -     893    +   4,374       34,424
   Dealers                                                        0            0            0            0
Treasury cash holdings                                          340    +       3    +     185          337
Deposits with F.R.Banks, other than reserve balances         11,308    -     973    -   1,257       11,262       
  U.S. Treasury, general account                              4,379    -   1,051    -     795        4,166
  Foreign official                                               97    -       6    +       7           97
  Service-related                                             6,470    +       1    -     522        6,470
     Required clearing balances                               6,470    +       1    -     522        6,470
     Adjustments to compensate for float                          0            0            0            0
  Other                                                         362    +      84    +      52          529
Other liabilities and capital                                41,121    -     230    +   5,073       40,807

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                  903,282    +   2,283    +  28,766      903,767

Reserve balances with Federal Reserve Banks                   6,939    -   5,536    -   1,356       18,649
                                                                

Memo (off-balance-sheet items):
  Marketable securities held in custody for foreign
         official and international accounts(2,7)         2,003,863    +   5,454    + 316,675    2,012,029
     U.S. Treasury                                        1,221,835    +   7,703    +  75,491    1,226,787
     Federal agency                                         782,028    -   2,249    + 241,183      785,241
  Securities lent to dealers                                  3,056    -     673    +   1,890        5,743   


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 Oct 10, 2007      Oct 3, 2007     Oct 11, 2006

Assets
Gold certificate account                                        11,037                0                0
Special drawing rights certificate account                       2,200                0                0
Coin                                                             1,143        +      23        +     307
Securities, repurchase agreements, and loans                   829,781        +  14,728        +  32,352
   Securities held outright                                    779,608        -      16        +  10,663
      U.S. Treasury (1)                                        779,608        -      16        +  10,663       
         Bills (2)                                             267,019                0        -  10,000
         Notes and bonds, nominal (2)                          472,142                0        +  10,351
         Notes and bonds, inflation-indexed (2)                 35,753                0        +   9,734
         Inflation compensation (3)                              4,694        -      17        +     577
      Federal agency (2)                                             0                0                0
   Repurchase agreements (4)                                    50,000        +  14,750        +  21,750    
   Loans                                                           173        -       6        -      61
Items in process of collection                    (1,697)        4,671        +   1,993        -   7,145
Bank premises                                                    2,103                0        +     202
Other assets (5)                                                39,086        +     510        +     984
      Total assets                                (1,697)      890,021        +  17,255        +  26,701
                          
Liabilities
Federal Reserve notes net of FR Bank holdings                  779,748        +   2,343        +  20,387
Reverse repurchase agreements (6)                               34,424        -     118        +   3,810
Deposits                                              (0)       30,329        +  13,536        -     561       
  Depository institutions                                       25,538        +  14,794        -     870
  U.S. Treasury, general account                                 4,166        -   1,479        +      63
  Foreign official                                                  97        -       1        +       7
  Other                                               (0)          529        +     223        +     241
Deferred availability cash items                  (1,697)        4,713        +   1,376        -   2,110
Other liabilities and accrued dividends (7)                      6,008        +       4        +     495
      Total liabilities                           (1,697)      855,223        +  17,143        +  22,023
                          
Capital Accounts
Capital paid in                                                 17,291        +       1        +   2,214
Surplus                                                         15,438                0        +   2,537
Other capital accounts                                           2,070        +     112        -      72
      Total capital                                             34,799        +     113        +   4,679


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,   October 10, 2007
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              62       46,555   +      41            0           0       50,000       34,424
16 days to 90 days         111      165,644   +     709            0           0            0            0
91 days to 1 year            0      168,432   -     751            0           0     ------      ------
Over 1 to 5 years     ------        237,305   -       6            0           0     ------      ------
Over 5 to 10 years    ------         75,484   -       3            0           0     ------      ------
Over 10 years         ------         86,188   -       7            0           0     ------      ------
                   		 	
All                        173      779,608   -      16            0           0       50,000      34,424

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   October 10, 2007
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        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                                           1,143         39         62         81        103        122        162        129         48         40         82        120        155
Securities, repurchase agreements,
      and loans                              829,781     38,233    300,399     36,709     33,950     71,879     76,945     69,611     26,540     16,592     26,882     36,458     95,582
   Securities held outright                  779,608     35,929    282,294     34,490     31,904     67,547     72,307     65,391     24,917     15,555     25,237     34,253     89,784
      U.S. Treasury (1)                      779,608     35,929    282,294     34,490     31,904     67,547     72,307     65,391     24,917     15,555     25,237     34,253     89,784
         Bills (2)                           267,019     12,306     96,687     11,813     10,927     23,135     24,765     22,397      8,534      5,328      8,644     11,732     30,752
         Notes and bonds(3)                  512,589     23,623    185,607     22,677     20,977     44,412     47,541     42,994     16,383     10,227     16,593     22,521     59,033
         Federal agency (2)                        0          0          0          0          0          0          0          0          0          0          0          0          0
      Repurchase agreements(4)                50,000      2,304     18,105      2,212      2,046      4,332      4,637      4,194      1,598        998      1,619      2,197      5,758
      Loans                                      173          0          0          7          0          0          1         26         25         39         27          8         39
Items in process of collection                 6,369        289        258        814        819        364        569        461        302        328        455        617      1,093
Bank premises                                  2,103        119        217         62        154        177        230        206        104        113        254        259        209
Other assets(5)                               39,086      1,300     12,072      3,304      2,249      7,358      3,415      2,533        779        729        772      1,013      3,563
Interdistrict settlement account                   0    - 4,015    + 7,542    - 1,289    - 2,083    + 8,685    + 1,711    -   998    -   740    - 1,624    +   115    - 3,890    - 3,413
          Total Assets                       891,719     36,529    325,476     40,218     35,724     89,602     84,315     73,056     27,430     16,412     28,960     35,288     98,709

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   October 10, 2007
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           1,001,525     37,711    364,516     40,709     38,111     81,685    111,465     79,978     29,145     17,154     30,171     57,504    113,375
  Less: notes held by F.R. Banks              221,777      5,829     72,113      7,861      8,432     14,786     35,334     14,309      4,018      3,104      3,735     25,781     26,474
    Federal Reserve notes, net                779,748     31,882    292,403     32,848     29,679     66,898     76,131     65,669     25,127     14,050     26,437     31,723     86,900
Reverse repurchase agreements (1)              34,424      1,586     12,465      1,523      1,409      2,983      3,193      2,887      1,100        687      1,114      1,512      3,964
Deposits                                       30,329        881      9,749      1,126      1,346      8,960      1,218      1,535        386        406        446        724      3,553
  Depository institutions                      25,538        866      5,142      1,121      1,342      8,829      1,215      1,533        383        405        430        723      3,549
  U.S. Treasury, general account                4,166          0      4,166          0          0          0          0          0          0          0          0          0          0
  Foreign official                                 97          1         66          5          3         11          3          2          0          1          0          1          3
  Other                                           529         14        375          1          1        120          0          0          2          0         15          0          0
Deferred availability cash items                6,410        360        261        792        809        489        684        617        215        388        349        428      1,021
Other liabilities and accrued                 
  dividends (2)                                 6,008        266      1,778        281        275        905        574        476        224        163        212        278        577
   
    Total liabilities                         856,920     34,976    316,656     36,571     33,517     80,234     81,800     71,184     27,052     15,694     28,558     34,666     96,015
                              
Capital                    
Capital paid in                                17,291        973      4,289      1,810      1,089      4,661      1,229        910        179        353        190        297      1,310
Surplus                                        15,438        396      3,827      1,811      1,087      4,098      1,278        860        167        276        176        214      1,248
Other capital                                   2,070        184        705         27         31        609          8        102         33         89         37        111        136
     Total liabilities and capital            891,719     36,529    325,476     40,218     35,724     89,602     84,315     73,056     27,430     16,412     28,960     35,288     98,709
                              

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
                                          Oct 10, 2007
              
Federal Reserve notes outstanding           1,001,525
   Less: Notes held by F.R. Banks
         not subject to collateralization     221,777
      Federal Reserve Notes to be
         collateralized                       779,748 
Collateral held against Federal Reserve            
   notes                                      779,748
   Gold certificate account                    11,037
   Special drawing rights                 
     certificate account                        2,200
   U.S. Treasury and agency securities   
     pledged (1)                              766,511
   Other assets pledged                             0

Memo:
Total U.S. Treasury and agency 
       securities (1)                         829,608
   Less:face value of securities under
         reverse repurchase agreements         34,467
      U.S. Treasury and agency securities
             eligible to be pledged           795,140
   

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