Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  March 23, 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
March 23, 2006
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
Mar 22, 2006
Week ended
Mar 22, 2006
Change from week ended
Mar 15, 2006 Mar 23, 2005
                                                              
Reserve Bank Credit                                         820,825     +     776     +  37,347       816,907 
 Securities held outright                                   757,241     +     624     +  39,719       757,257 
    U.S. Treasury (1)                                       757,241     +     624     +  39,719       757,257 
       Bills (2)                                            274,142             0     +  11,137       274,142 
       Notes and bonds, nominal (2)                         457,177     +     157     +  24,081       457,177 
       Notes and bonds, inflation-indexed (2)                22,646     +     386     +   3,538        22,646 
       Inflation compensation (3)                             3,275     +      81     +     963         3,292 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    28,893     +     357     +   2,929        25,750 
 Loans to depository institutions                               403     +     344     +     360           201 
    Primary credit                                              350     +     340     +     345           148 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              52     +       3     +      14            53 
 Float                                                         -519     -   1,202     +     214        -1,189 
 Other Federal Reserve assets                               34,808    +     653    -   5,873       34,888 
Gold stock                                                   11,044             0     +       2        11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,637     +      14     +      92        36,637 
                                                              
Total factors supplying reserve funds                       870,706     +     790     +  37,441       866,788 
                                                                          
Currency in circulation(5)                                  787,714     -     819     +  35,717       788,548 
Reverse repurchase agreements (6)                            25,013     +     414     -   1,035        24,151 
   Foreign official and international accounts               25,013     +     414     -   1,035        24,151 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          198     +       4     -      59           204 
Deposits with F.R.Banks, other than reserve balances         13,525     +     558     -     515        12,689 
  U.S. Treasury, general account                              5,142     +     663     +     174         4,414 
  Foreign official                                              172     +      73     +      84            71 
  Service-related                                             7,980     -     164     -     752         7,980 
     Required clearing balances                               7,980     -     164     -     752         7,980 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         231     -      14     -      21           223 
Other liabilities and capital                                33,070     +     473     +   5,095        32,537 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  859,519     +     628     +  39,203       858,129 
                                                              
Reserve balances with Federal Reserve Banks                  11,187     +     162     -   1,762         8,659 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,586,949     -   8,017     + 198,263     1,588,379 
     U.S. Treasury                                        1,123,105     -  10,468     +  37,633     1,123,855 
     Federal agency                                         463,844     +   2,451     + 160,631       464,524 
  Securities lent to dealers                                  1,627     -   2,396     -   1,063           942 
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
Mar 22, 2006
Wednesday
Mar 15, 2006
Wednesday
Mar 23, 2005
Assets                                               
Gold certificate account                                         11,040                 0         +       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                795         -       4         +      65 
Securities, repurchase agreements, and loans                    783,208         -   3,815         +  46,389 
   Securities held outright                                     757,257         +      44         +  39,731 
      U.S. Treasury (1)                                         757,257         +      44         +  39,731 
         Bills (2)                                              274,142                 0         +  11,137 
         Notes and bonds, nominal (2)                           457,177                 0         +  24,081 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,538 
         Inflation compensation (3)                               3,292         +      45         +     976 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     25,750         -   4,000         +   6,500 
   Loans                                                            201         +     141         +     158 
Items in process of collection                    (1,193)         4,898         -   1,627         -   2,823 
Bank premises                                                     1,825         +       3         +      24 
Other assets (5)                                                 37,200         +     449         -   1,382 
      Total assets                                (1,193)       841,165         -   4,995         +  42,276 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  752,905         -     981         +  35,333 
Reverse repurchase agreements (6)                                24,151         -     142         -     340 
Deposits                                              (0)        25,480         -   3,821         +   2,789 
  Depository institutions                                        20,771         -   5,275         +   3,078 
  U.S. Treasury, general account                                  4,414         +   1,570         -     263 
  Foreign official                                                   71         -      79         -      12 
  Other                                               (0)           223         -      38         -      16 
Deferred availability cash items                  (1,193)         6,092         -     146         -     563 
Other liabilities and accrued dividends (7)                       4,574         +      66         +   1,394 
      Total liabilities                           (1,193)       813,202         -   5,023         +  38,613 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,731         +      26         +   1,173 
Surplus                                                          12,901                 0         +   1,701 
Other capital accounts                                            1,331         +       3         +     789 
      Total capital                                              27,963         +      28         +   3,663 
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, March 22, 2006
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             201        54,496    +   7,582             0            0        25,750        24,151
16 days to 90 days           0       167,102    -   7,872             0            0             0             0
91 days to 1 year            0       184,863    +     293             0            0      ------       ------   
Over 1 to 5 years     ------         215,466    +      14             0            0      ------       ------   
Over 5 to 10 years    ------          55,368    +       6             0            0      ------       ------   
Over 10 years         ------          79,962    +      20             0            0      ------       ------   
           
All                        201       757,257    +      44             0            0        25,750       24,151 
 
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 March 22, 2006
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                      11,040         510       4,358         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                                             795          39          68          49          63          76          89          95          42          32          65          67         108 
Securities, repurchase agreements,                                 
      and loans                              783,208      38,753     326,029      26,863      31,990      57,791      58,585      68,228      23,498      15,822      21,420      37,298      76,929 
   Securities held outright                  757,257      38,744     300,279      26,863      31,990      57,791      58,585      68,195      23,498      15,816      21,418      37,296      76,781 
      U.S. Treasury (1)                      757,257      38,744     300,279      26,863      31,990      57,791      58,585      68,195      23,498      15,816      21,418      37,296      76,781 
         Bills (2)                           274,142      14,026     108,707       9,725      11,581      20,922      21,209      24,688       8,507       5,726       7,754      13,502      27,796 
         Notes and bonds(3)                  483,115      24,718     191,572      17,138      20,409      36,870      37,376      43,507      14,991      10,090      13,665      23,794      48,985 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                25,750           0      25,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      201          10           0           0           0           0           0          34           0           6           1           2         148 
Items in process of collection                 6,090         495         461         461         492         376       1,096         156         230         245         546         377       1,156 
Bank premises                                  1,825         113         206          55         157         153         232         210          70         119          92         260         159 
Other assets(5)                               37,200       1,228      13,867       1,670       2,168       6,580       2,519       2,613         717         684         683         983       3,489 
Interdistrict settlement account                   0     - 4,089     -26,505     + 6,752     +   370     + 6,190     + 9,000     - 2,785     +   580     -   325     + 2,159     - 4,062     +12,714 
          Total Assets                       842,357      37,165     319,358      36,364      35,798      72,149      72,632      69,657      25,536      16,818      25,348      35,569      95,961 
 
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 March 22, 2006
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             912,613      38,618     329,568      39,129      36,829      72,933      87,708      76,417      27,796      17,591      27,439      49,576     109,010 
  Less: notes held by F.R. Banks              159,708       4,872      45,251       6,837       5,559      12,808      22,061      12,739       4,147       2,549       4,399      16,975      21,511 
    Federal Reserve notes, net                752,905      33,745     284,316      32,292      31,270      60,125      65,648      63,679      23,649      15,042      23,040      32,601      87,499 
Reverse repurchase agreements (1)              24,151       1,236       9,577         857       1,020       1,843       1,868       2,175         749         504         683       1,189       2,449 
Deposits                                       25,480         757      15,292         642         685       1,433       1,649       1,228         492         314         557         732       1,699 
  Depository institutions                      20,771         755      10,666         639         679       1,376       1,646       1,225         490         313         556         732       1,695 
  U.S. Treasury, general account                4,414           0       4,414           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 71           1          42           2           3          11           3           3           0           1           1           0           4 
  Other                                           223           1         169           0           3          46           0           1           1           0           1           0           0 
Deferred availability cash items                7,285         501         913         861         555         595         966         346         171         332         549         383       1,111 
Other liabilities and accrued                                                 
  dividends (2)                                 4,574         241       1,606         188         222         436         373         419         165         123         143         230         429 
                                                                    
    Total liabilities                         814,394      36,481     311,704      34,839      33,751      64,432      70,504      67,846      25,226      16,316      24,972      35,135      93,187 
                                                                    
Capital                                                             
Capital paid in                                13,731         324       3,669         750       1,000       3,946       1,035         877         144         244         178         212       1,352 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,331          43         300          32          34         464         201          58          22          14          23          69          73 
     Total liabilities and capital            842,357      37,165     319,358      36,364      35,798      72,149      72,632      69,657      25,536      16,818      25,348      35,569      95,961 
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
Mar 22, 2006
Federal Reserve notes outstanding          912,613  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   159,708  
      Federal Reserve Notes to be         
         collateralized                    752,905  
Collateral held against Federal Reserve             
   notes                                   752,905  
   Gold certificate account                 11,040  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           739,665  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      783,007  
   Less:face value of securities under    
         reverse repurchase agreements      24,183  
      U.S. Treasury and agency securities  
             eligible to be pledged        758,824  
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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