Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 27, 2005
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 27, 2005
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
Oct 26, 2005
Week ended
Oct 26, 2005
Change from week ended
Oct 19, 2005 Oct 27, 2004
                                                              
Reserve Bank Credit                                         797,931     -   3,014     +  27,328       801,552 
 Securities held outright                                   738,282     +     487     +  33,117       739,542 
    U.S. Treasury (1)                                       738,282     +     487     +  33,117       739,542 
       Bills (2)                                            270,256     +     318     +  11,139       270,649 
       Notes and bonds, nominal (2)                         445,033     +     143     +  16,388       445,890 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   4,721        19,983 
       Inflation compensation (3)                             3,009     +      26     +     868         3,019 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    19,071     -   2,143     -   4,929        21,750 
 Loans to depository institutions                               222     -       4     +      24           176 
    Primary credit                                               40     +      30     -      11             8 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             183     -      32     +      36           168 
 Float                                                          465     -   1,516     +     326            52 
 Other Federal Reserve assets                               39,891    +     163    -   1,210       40,032 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,541     +      14     +     199        36,541 
                                                              
Total factors supplying reserve funds                       847,713     -   3,000     +  27,525       851,334 
                                                                          
Currency in circulation(5)                                  767,923     -   1,104     +  27,216       769,239 
Reverse repurchase agreements (6)                            24,218     -   1,828     -   2,079        23,654 
   Foreign official and international accounts               24,218     -   1,828     -   2,079        23,654 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          220     +       1     -      81           211 
Deposits with F.R.Banks, other than reserve balances         14,143     +     587     -   1,670        13,783 
  U.S. Treasury, general account                              5,149     +     594     +     201         4,727 
  Foreign official                                               96     -       6     +      10           165 
  Service-related                                             8,588     -       1     -   1,899         8,588 
     Required clearing balances                               8,588     -       1     -   1,899         8,588 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         310             0     +      19           303 
Other liabilities and capital                                31,673     +     100     +   7,571        31,486 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  838,177     -   2,244     +  30,957       838,373 
                                                              
Reserve balances with Federal Reserve Banks                   9,537     -     755     -   3,431        12,961 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,476,356     +   8,042     + 177,275     1,479,343 
     U.S. Treasury                                        1,087,715     +      59     +  36,509     1,087,713 
     Federal agency                                         388,640     +   7,982     + 140,766       391,629 
  Securities lent to dealers                                  4,506     +   1,384     +   2,953         6,622 
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
Oct 26, 2005
Wednesday
Oct 19, 2005
Wednesday
Oct 27, 2004
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                727         +       9         -      40 
Securities, repurchase agreements, and loans                    761,467         +   6,964         +  30,847 
   Securities held outright                                     739,542         +   1,527         +  32,812 
      U.S. Treasury (1)                                         739,542         +   1,527         +  32,812 
         Bills (2)                                              270,649         +     500         +  11,448 
         Notes and bonds, nominal (2)                           445,890         +   1,000         +  15,765 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   4,721 
         Inflation compensation (3)                               3,019         +      26         +     877 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     21,750         +   5,500         -   2,000 
   Loans                                                            176         -      62         +      36 
Items in process of collection                      (957)         6,186         -   2,579         -     444 
Bank premises                                                     1,844         +       3         +      96 
Other assets (5)                                                 38,143         +     462         -   1,514 
      Total assets                                  (957)       821,604         +   4,859         +  28,943 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  733,631         -      40         +  26,480 
Reverse repurchase agreements (6)                                23,654         -   1,428         -   2,107 
Deposits                                              (0)        26,699         +   6,875         -   3,246 
  Depository institutions                                        21,504         +   6,544         -   3,443 
  U.S. Treasury, general account                                  4,727         +     258         +     145 
  Foreign official                                                  165         +      78         +      52 
  Other                                               (0)           303         -       5                 0 
Deferred availability cash items                    (957)         6,134         -     849         -      62 
Other liabilities and accrued dividends (7)                       4,008         +      71         +   1,159 
      Total liabilities                             (957)       794,126         +   4,630         +  22,224 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,451         +      16         +   2,924 
Surplus                                                          11,630                 0         +   2,783 
Other capital accounts                                            2,397         +     213         +   1,012 
      Total capital                                              27,478         +     229         +   6,718 
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 26, 2005
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             174        56,437    -     870             0            0        21,750        23,654
16 days to 90 days           2       159,406    +   1,810             0            0             0             0
91 days to 1 year            0       183,293    +      60             0            0      ------       ------   
Over 1 to 5 years     ------         210,625    +     511             0            0      ------       ------   
Over 5 to 10 years    ------          52,611    +       5             0            0      ------       ------   
Over 10 years         ------          77,170    +      11             0            0      ------       ------   
           
All                        176       739,542    +   1,527             0            0        21,750       23,654 
 
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 26, 2005
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         510       4,355         432         453         836         945         928         327         212         318         549       1,172 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             727          28          53          48          56          61          98          82          36          20          59          72         114 
Securities, repurchase agreements,                                 
      and loans                              761,467      37,840     315,005      26,237      31,242      56,439      57,221      66,653      22,994      15,482      20,942      36,424      74,989 
   Securities held outright                  739,542      37,837     293,254      26,235      31,242      56,439      57,215      66,599      22,949      15,446      20,917      36,424      74,985 
      U.S. Treasury (1)                      739,542      37,837     293,254      26,235      31,242      56,439      57,215      66,599      22,949      15,446      20,917      36,424      74,985 
         Bills (2)                           270,649      13,847     107,322       9,601      11,434      20,655      20,939      24,373       8,398       5,653       7,655      13,330      27,442 
         Notes and bonds(3)                  468,893      23,990     185,932      16,634      19,808      35,784      36,276      42,226      14,550       9,793      13,262      23,094      47,543 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                21,750           0      21,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      176           3           1           3           0           0           6          54          45          36          24           0           5 
Items in process of collection                 7,143         434         321         291         343         499       1,389         446         274         360         940         387       1,460 
Bank premises                                  1,844         109         205          54         157         143         272         209          69         120          80         262         165 
Other assets(5)                               38,143       3,262      14,501       1,067       2,483       4,857       2,153       2,672         928         770         709       1,028       3,712 
Interdistrict settlement account                   0     - 3,594     -20,036     + 6,387     + 1,260     + 6,416     + 3,542     + 1,225     +    22     -   829     +    39     - 5,416     +10,984 
          Total Assets                       822,561      38,704     315,278      34,599      36,098      69,398      65,786      72,428      24,721      16,165      23,152      33,402      92,829 
 
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 26, 2005
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             891,899      39,080     330,011      37,475      36,392      68,391      81,525      77,170      26,377      16,837      26,117      47,508     105,016 
  Less: notes held by F.R. Banks              158,268       4,884      44,189       6,200       5,963      13,146      22,566      11,053       3,590       2,584       5,440      17,004      21,651 
    Federal Reserve notes, net                733,631      34,196     285,822      31,275      30,429      55,244      58,959      66,118      22,787      14,253      20,677      30,505      83,365 
Reverse repurchase agreements (1)              23,654       1,210       9,380         839         999       1,805       1,830       2,130         734         494         669       1,165       2,398 
Deposits                                       26,699         806      10,432         531       1,724       4,410       2,084       1,686         498         318         678         653       2,878 
  Depository institutions                      21,504         798       5,397         530       1,719       4,281       2,082       1,683         496         317         676         652       2,874 
  U.S. Treasury, general account                4,727           0       4,727           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                165           5         136           1           4           7           2           3           1           1           1           0           4 
  Other                                           303           3         172           0           1         122           0           1           2           0           1           1           0 
Deferred availability cash items                7,091         580         709         493         624         577         795         344         172         480         647         559       1,112 
Other liabilities and accrued                                                 
  dividends (2)                                 4,008         210       1,372         161         203         424         324         366         145         111         128         196         368 
                                                                    
    Total liabilities                         795,083      37,001     307,715      33,300      33,979      62,460      63,993      70,645      24,336      15,656      22,799      33,078      90,121 
                                                                    
Capital                                                             
Capital paid in                                13,451         316       3,660         744       1,027       3,938         869         866         141         244         170         149       1,325 
Surplus                                        11,630       1,353       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   2,397          34         474         260          27         851         408         153           9          11          30          40         100 
     Total liabilities and capital            822,561      38,704     315,278      34,599      36,098      69,398      65,786      72,428      24,721      16,165      23,152      33,402      92,829 
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 26, 2005
Federal Reserve notes outstanding          891,899  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   158,268  
      Federal Reserve Notes to be         
         collateralized                    733,631  
Collateral held against Federal Reserve             
   notes                                   733,631  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           720,394  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      761,292  
   Less:face value of securities under    
         reverse repurchase agreements      23,676  
      U.S. Treasury and agency securities  
             eligible to be pledged        737,616  
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