FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- December 29, 2005

Skip to Content
Release Date: December 29, 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
                                                                                          December 29, 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 28, 2005
	Week ended Dec 28, 2005	Change from week ended
	Week ended Dec 28, 2005	Dec 21, 2005	Dec 29, 2004

Reserve Bank Credit	826,403	+ 9,225	+ 35,782	829,782
Securities held outright	744,207	+ 11	+ 26,480	744,210
U.S. Treasury (1)	744,207	+ 11	+ 26,480	744,210
Bills (2)	271,270	0	+ 8,378	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)	3,358	+ 11	+ 1,060	3,362
Federal agency (2)	0	0	0	0
Repurchase agreements(4)	42,179	+ 10,215	+ 11,108	45,250
Loans to depository institutions	125	- 312	+ 71	114
Primary credit	51	- 314	+ 42	41
Secondary credit	0	0	0	0
Seasonal credit	74	+ 2	+ 29	73
Float	813	- 998	- 1,687	1,053
Other Federal Reserve assets	39,080	+ 310	- 188	39,154
Gold stock	11,041	0	- 3	11,041
Special drawing rights certificate account	2,200	0	0	2,200
Treasury currency outstanding (5)	36,541	+ 14	+ 106	36,541

Total factors supplying reserve funds	876,185	+ 9,239	+ 35,886	879,563

Currency in circulation(5)	792,056	+ 8,256	+ 35,156	794,900
Reverse repurchase agreements (6)	28,577	+ 1,740	- 1,555	30,372
Foreign official and international accounts	28,577	+ 1,740	- 1,555	30,372
Dealers	0	0	0	0
Treasury cash holdings	203	+ 4	- 65	203
Deposits with F.R.Banks, other than reserve balances	13,905	- 810	- 1,010	13,270
U.S. Treasury, general account	4,853	- 549	+ 222	4,243
Foreign official	84	- 55	+ 4	85
Service-related	8,666	- 159	- 1,302	8,666
Required clearing balances	8,653	- 156	- 1,315	8,653
Adjustments to compensate for float	13	- 3	+ 13	13
Other	303	- 46	+ 66	276
Other liabilities and capital	32,649	- 356	+ 6,030	32,433

Total factors, other than reserve balances,
absorbing reserve funds	867,390	+ 8,834	+ 38,556	871,179

Reserve balances with Federal Reserve Banks	8,795	+ 405	- 2,669	8,384


Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7)	1,519,063	+ 4,785	+ 183,283	1,522,015
U.S. Treasury	1,099,734	- 1,971	+ 37,525	1,100,594
Federal agency	419,329	+ 6,756	+ 145,758	421,421
Securities lent to dealers	1,296	- 3,959	- 754	1,490

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
Assets, liabilities, and capital	Eliminations from consolidation	Wednesday Dec 28, 2005	Wednesday Dec 21, 2005	Wednesday Dec 29, 2004
Assets
Gold certificate account		11,037	0	- 4
Special drawing rights certificate account		2,200	0	0
Coin		688	- 16	- 29
Securities, repurchase agreements, and loans		789,574	+ 299	+ 38,704
Securities held outright		744,210	+ 10	+ 26,397
U.S. Treasury (1)		744,210	+ 10	+ 26,397
Bills (2)		271,270	0	+ 8,300
Notes and bonds, nominal (2)		449,595	0	+ 13,166
Notes and bonds, inflation-indexed (2)		19,983	0	+ 3,875
Inflation compensation (3)		3,362	+ 11	+ 1,056
Federal agency (2)		0	0	0
Repurchase agreements (4)		45,250	+ 250	+ 12,250
Loans		114	+ 39	+ 57
Items in process of collection	(1,209)	7,750	- 1,367	+ 1,646
Bank premises		1,826	- 30	+ 39
Other assets (5)		37,339	+ 497	- 2,420
Total assets	(1,209)	850,414	- 616	+ 37,936

Liabilities
Federal Reserve notes net of FR Bank holdings		759,246	+ 6,277	+ 36,342
Reverse repurchase agreements (6)		30,372	+ 3,610	+ 434
Deposits	(0)	21,666	- 10,395	- 5,810
Depository institutions		17,062	- 9,343	- 4,371
U.S. Treasury, general account		4,243	- 1,047	- 1,491
Foreign official		85	- 1	- 2
Other	(0)	276	- 4	+ 55
Deferred availability cash items	(1,209)	6,697	- 406	+ 1,063
Other liabilities and accrued dividends (7)		4,419	+ 65	+ 1,226
Total liabilities	(1,209)	822,400	- 849	+ 33,255

Capital Accounts
Capital paid in		13,536	0	+ 1,895
Surplus		11,630	+ 1	+ 2,783
Other capital accounts		2,849	+ 232	+ 4
Total capital		28,014	+ 233	+ 4,681

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 28, 2005
Millions of dollars

Maturity	Loans	U.S. Treasury securities (1)		Federal agency securities		Repurchase agreements(2)	Reverse repurchase agreements(2)
Maturity	Loans	Holding	Weekly changes	Holdings	Week change	Repurchase agreements(2)	Reverse repurchase agreements(2)
Within 15 days	114	57,172	+ 757	0	0	45,250	30,372
16 days to 90 days	0	155,859	- 847	0	0	0	0
91 days to 1 year	0	186,525	+ 89	0	0	------	------
Over 1 to 5 years	------	210,743	+ 4	0	0	------	------
Over 5 to 10 years	------	56,698	+ 2	0	0	------	------
Over 10 years	------	77,213	+ 5	0	0	------	------

All	114	744,210	+ 10	0	0	45,250	30,372

 
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 28, 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	688	32	47	35	56	66	90	77	36	22	61	68	97
Securities, repurchase agreements,
and loans	789,574	38,076	340,355	26,401	31,439	56,798	57,583	67,041	23,100	15,560	21,067	36,656	75,496
Securities held outright	744,210	38,076	295,105	26,400	31,439	56,796	57,576	67,020	23,094	15,543	21,049	36,653	75,458
U.S. Treasury (1)	744,210	38,076	295,105	26,400	31,439	56,796	57,576	67,020	23,094	15,543	21,049	36,653	75,458
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)	472,940	24,197	187,537	16,777	19,979	36,093	36,589	42,590	14,676	9,878	13,377	23,293	47,953
Federal agency (2)	0	0	0	0	0	0	0	0	0	0	0	0	0
Repurchase agreements(4)	45,250	0	45,250	0	0	0	0	0	0	0	0	0	0
Loans	114	0	0	1	0	3	7	22	6	17	18	3	38
Items in process of collection	8,958	605	583	514	805	418	1,445	790	289	362	818	654	1,677
Bank premises	1,826	111	205	53	157	153	232	215	69	120	85	262	164
Other assets(5)	37,339	3,198	14,214	1,107	2,429	4,746	2,098	2,607	896	744	685	994	3,621
Interdistrict settlement account	0	- 2,948	-47,074	+ 6,336	+ 1,956	+ 7,790	+10,286	+ 2,797	+ 2,127	+ 160	+ 2,345	- 2,706	+18,932
Total Assets	851,623	39,699	313,559	34,961	37,400	70,954	72,845	74,667	26,914	17,210	25,444	36,576	101,392

 
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 28, 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	907,100	39,165	327,895	37,348	36,595	69,845	84,156	77,022	28,125	17,921	27,842	50,345	110,841
Less: notes held by F.R. Banks	147,854	4,472	43,472	6,178	5,053	11,873	18,562	10,342	3,460	2,800	4,993	16,997	19,652
Federal Reserve notes, net	759,246	34,692	284,423	31,170	31,541	57,972	65,593	66,680	24,665	15,122	22,849	33,349	91,188
Reverse repurchase agreements (1)	30,372	1,554	12,044	1,077	1,283	2,318	2,350	2,735	942	634	859	1,496	3,080
Deposits	21,666	784	7,092	569	1,657	2,394	1,893	2,527	556	361	634	734	2,464
Depository institutions	17,062	778	2,622	567	1,649	2,293	1,891	2,523	553	360	632	733	2,459
U.S. Treasury, general account	4,243	0	4,243	0	0	0	0	0	0	0	0	0	0
Foreign official	85	5	57	1	4	7	2	3	1	1	1	0	4
Other	276	0	170	0	5	95	0	1	2	0	1	1	0
Deferred availability cash items	7,905	747	852	508	583	579	879	527	208	464	602	455	1,502
Other liabilities and accrued
dividends (2)	4,419	226	1,496	181	230	513	348	396	156	119	136	211	407

Total liabilities	823,609	38,003	305,907	33,505	35,294	63,776	71,062	72,865	26,528	16,700	25,080	36,246	98,641

Capital
Capital paid in	13,536	317	3,685	744	1,013	3,942	892	876	144	245	175	153	1,349
Surplus	11,630	1,353	3,430	294	1,065	2,148	516	763	236	254	153	135	1,283
Other capital	2,849	27	537	418	28	1,087	375	162	6	10	36	43	120
Total liabilities and capital	851,623	39,699	313,559	34,961	37,400	70,954	72,845	74,667	26,914	17,210	25,444	36,576	101,392

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 28, 2005
Federal Reserve notes outstanding	907,100
Less: Notes held by F.R. Banks
not subject to collateralization	147,854
Federal Reserve Notes to be
collateralized	759,246
Collateral held against Federal Reserve
notes	759,246
Gold certificate account	11,037
Special drawing rights
certificate account	2,200
U.S. Treasury and agency securities
pledged (1)	746,009
Other assets pledged	0

Memo:
Total U.S. Treasury and agency
securities (1)	789,460
Less:face value of securities under
reverse repurchase agreements	30,401
U.S. Treasury and agency securities
eligible to be pledged	759,059

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