Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 22, 2005
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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 22, 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
Dec 21, 2005
Week ended
Dec 21, 2005
Change from week ended
Dec 14, 2005 Dec 22, 2004
                                                              
Reserve Bank Credit                                         817,179     +   5,554     +  32,712       830,006 
 Securities held outright                                   744,196     +      11     +  26,522       744,200 
    U.S. Treasury (1)                                       744,196     +      11     +  26,522       744,200 
       Bills (2)                                            271,270             0     +   8,409       271,270 
       Notes and bonds, nominal (2)                         449,595             0     +  13,166       449,595 
       Notes and bonds, inflation-indexed (2)                19,983             0     +   3,875        19,983 
       Inflation compensation (3)                             3,347     +      10     +   1,071         3,351 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    31,964     +   4,785     +   6,571        45,000 
 Loans to depository institutions                               437     +     356     +     362            75 
    Primary credit                                              365     +     354     +     346             2 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              72     +       2     +      16            72 
 Float                                                        1,811     -     236     +   1,361         2,011 
 Other Federal Reserve assets                               38,770    +     637    -   2,106       38,721 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,527     +      14     +      92        36,527 
                                                              
Total factors supplying reserve funds                       866,946     +   5,568     +  32,801       879,774 
                                                                          
Currency in circulation(5)                                  783,800     +   4,458     +  30,169       788,592 
Reverse repurchase agreements (6)                            26,837     +   1,665     -   1,237        26,762 
   Foreign official and international accounts               26,837     +   1,665     -   1,237        26,762 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          199             0     -      65           203 
Deposits with F.R.Banks, other than reserve balances         14,715     +     152     -     546        14,481 
  U.S. Treasury, general account                              5,402     +       6     +     269         5,290 
  Foreign official                                              139     +      40     +      42            86 
  Service-related                                             8,825     +      21     -     936         8,825 
     Required clearing balances                               8,809     +       5     -     952         8,809 
     Adjustments to compensate for float                         16     +      16     +      16            16 
  Other                                                         349     +      84     +      79           280 
Other liabilities and capital                                33,005     -     103     +   6,865        32,135 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  858,556     +   6,172     +  35,185       862,174 
                                                              
Reserve balances with Federal Reserve Banks                   8,390     -     605     -   2,385        17,600 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,514,278     +   3,794     + 184,181     1,516,044 
     U.S. Treasury                                        1,101,705     -   1,345     +  42,080     1,100,624 
     Federal agency                                         412,573     +   5,140     + 142,101       415,420 
  Securities lent to dealers                                  5,255     +   1,435     +   1,902         2,717 
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
Dec 21, 2005
Wednesday
Dec 14, 2005
Wednesday
Dec 22, 2004
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                704         -       7         -      18 
Securities, repurchase agreements, and loans                    789,275         +  16,747         +  39,514 
   Securities held outright                                     744,200         +      11         +  26,518 
      U.S. Treasury (1)                                         744,200         +      11         +  26,518 
         Bills (2)                                              271,270                 0         +   8,409 
         Notes and bonds, nominal (2)                           449,595                 0         +  13,166 
         Notes and bonds, inflation-indexed (2)                    19,983                 0         +   3,875 
         Inflation compensation (3)                               3,351         +      10         +   1,067 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     45,000         +  16,750         +  13,000 
   Loans                                                             75         -      14         -       4 
Items in process of collection                    (1,092)         9,117         +     589         +   1,019 
Bank premises                                                     1,856         +       8         +      83 
Other assets (5)                                                 36,842         +      32         -   2,422 
      Total assets                                (1,092)       851,030         +  17,369         +  38,171 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  752,969         +   6,398         +  31,052 
Reverse repurchase agreements (6)                                26,762         +     187         -   1,294 
Deposits                                              (0)        32,061         +  10,515         +   2,255 
  Depository institutions                                        26,405         +  10,177         +     999 
  U.S. Treasury, general account                                  5,290         +     300         +   1,243 
  Foreign official                                                   86         +       2         -       2 
  Other                                               (0)           280         +      36         +      16 
Deferred availability cash items                  (1,092)         7,103         +     924         +     130 
Other liabilities and accrued dividends (7)                       4,354         -      27         +   1,215 
      Total liabilities                           (1,092)       823,249         +  17,997         +  33,357 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,536         +       6         +   1,898 
Surplus                                                          11,629         -       1         +   2,782 
Other capital accounts                                            2,617         -     633         +     135 
      Total capital                                              27,781         -     628         +   4,814 
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 21, 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              72        56,415    +   7,951             0            0        45,000        26,762
16 days to 90 days           3       156,706    -   7,774             0            0             0             0
91 days to 1 year            0       186,436    -     177             0            0      ------       ------   
Over 1 to 5 years     ------         210,739    +       4             0            0      ------       ------   
Over 5 to 10 years    ------          56,696    +       2             0            0      ------       ------   
Over 10 years         ------          77,208    +       4             0            0      ------       ------   
           
All                         75       744,200    +      11             0            0        45,000       26,762 
 
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 21, 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                                             704          31          46          37          57          67          93          77          36          23          62          71         103 
Securities, repurchase agreements,                                 
      and loans                              789,275      38,076     340,101      26,400      31,439      56,795      57,584      67,045      23,100      15,556      21,065      36,656      75,459 
   Securities held outright                  744,200      38,076     295,101      26,400      31,439      56,795      57,575      67,019      23,093      15,543      21,049      36,653      75,457 
      U.S. Treasury (1)                      744,200      38,076     295,101      26,400      31,439      56,795      57,575      67,019      23,093      15,543      21,049      36,653      75,457 
         Bills (2)                           271,270      13,879     107,568       9,623      11,460      20,702      20,987      24,429       8,418       5,666       7,673      13,360      27,505 
         Notes and bonds(3)                  472,929      24,197     187,533      16,777      19,979      36,092      36,588      42,590      14,675       9,877      13,376      23,292      47,952 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                45,000           0      45,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                       75           0           0           0           0           0           9          26           7          13          16           3           2 
Items in process of collection                10,209         570         804         609         945         446       1,556         590         273         403       1,083       1,190       1,741 
Bank premises                                  1,856         110         204          53         158         152         272         210          69         120          81         262         164 
Other assets(5)                               36,842       3,174      14,031       1,086       2,401       4,704       2,045       2,558         886         734         674         974       3,575 
Interdistrict settlement account                   0     - 3,434     -40,523     + 6,257     + 1,803     + 7,950     +10,194     + 1,341     + 1,902     -   118     + 1,795     - 3,966     +16,799 
          Total Assets                       852,122      39,151     319,891      34,958      37,360      71,097      72,856      72,960      26,665      16,960      25,143      35,834      99,248 
 
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 21, 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             908,267      39,206     328,159      37,439      36,635      69,911      84,379      77,108      28,162      17,932      27,888      50,436     111,011 
  Less: notes held by F.R. Banks              155,298       4,855      44,753       6,385       5,363      12,563      19,614      10,927       3,688       2,921       5,275      17,690      21,264 
    Federal Reserve notes, net                752,969      34,351     283,406      31,054      31,273      57,348      64,765      66,181      24,474      15,011      22,613      32,746      89,746 
Reverse repurchase agreements (1)              26,762       1,369      10,612         949       1,131       2,042       2,070       2,410         830         559         757       1,318       2,714 
Deposits                                       32,061         825      15,853         674       2,065       3,309       2,744       1,857         637         344         731         766       2,256 
  Depository institutions                      26,405         820      10,336         673       2,059       3,199       2,742       1,853         635         343         729         766       2,252 
  U.S. Treasury, general account                5,290           0       5,290           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 86           5          58           1           4           7           2           3           1           1           1           0           4 
  Other                                           280           0         169           0           2         102           0           1           2           0           2           0           0 
Deferred availability cash items                8,195         716         967         669         589         776       1,113         340         179         423         552         463       1,408 
Other liabilities and accrued                                                 
  dividends (2)                                 4,354         221       1,500         173         222         484         344         385         155         120         136         212         402 
                                                                    
    Total liabilities                         824,341      37,482     312,339      33,519      35,279      63,959      71,036      71,173      26,276      16,456      24,789      35,505      96,526 
                                                                    
Capital                                                             
Capital paid in                                13,536         317       3,685         744       1,013       3,942         892         876         144         245         175         153       1,349 
Surplus                                        11,629       1,352       3,430         294       1,065       2,148         516         763         236         254         153         135       1,283 
Other capital                                   2,617           0         438         401           2       1,047         412         147           9           5          26          41          90 
     Total liabilities and capital            852,122      39,151     319,891      34,958      37,360      71,097      72,856      72,960      26,665      16,960      25,143      35,834      99,248 
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 21, 2005
Federal Reserve notes outstanding          908,267  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   155,298  
      Federal Reserve Notes to be         
         collateralized                    752,969  
Collateral held against Federal Reserve             
   notes                                   752,969  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           739,732  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      789,200  
   Less:face value of securities under    
         reverse repurchase agreements      26,791  
      U.S. Treasury and agency securities  
             eligible to be pledged        762,409  
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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