Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  May 11, 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
May 11, 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
May 10, 2006
Week ended
May 10, 2006
Change from week ended
May 3, 2006 May 11, 2005
                                                              
Reserve Bank Credit                                         824,690     +   1,629     +  41,447       821,796 
 Securities held outright                                   759,725     +      31     +  39,128       759,737 
    U.S. Treasury (1)                                       759,725     +      31     +  39,128       759,737 
       Bills (2)                                            275,370             0     +  11,292       275,370 
       Notes and bonds, nominal (2)                         458,273             0     +  23,359       458,273 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,538        22,646 
       Inflation compensation (3)                             3,436     +      32     +     939         3,448 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    23,500     -   1,571     +   2,464        20,500 
 Loans to depository institutions                               174     +      36     +      40           385 
    Primary credit                                               40     +      15     +      32           248 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             134     +      21     +       8           137 
 Float                                                         -301     +   2,748     +     356          -769 
 Other Federal Reserve assets                               41,592    +     385    -     542       41,943 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            37,949     +      14     +   1,404        37,949 
                                                              
Total factors supplying reserve funds                       875,880     +   1,643     +  42,851       872,986 
                                                                          
Currency in circulation(5)                                  793,733     +   1,943     +  39,217       795,458 
Reverse repurchase agreements (6)                            25,976     +   1,605     +     827        24,535 
   Foreign official and international accounts               25,976     +   1,605     +     827        24,535 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          178     -       3     -      76           180 
Deposits with F.R.Banks, other than reserve balances         12,243     -     210     -   2,234        12,009 
  U.S. Treasury, general account                              5,151     -     215     +     158         4,931 
  Foreign official                                               97     -       1     -      26            85 
  Service-related                                             6,696     -       1     -   2,328         6,696 
     Required clearing balances                               6,696     -       1     -   2,328         6,696 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         299     +       6     -      37           296 
Other liabilities and capital                                33,779     +      59     +   4,866        33,428 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  865,908     +   3,392     +  42,599       865,610 
                                                              
Reserve balances with Federal Reserve Banks                   9,972     -   1,749     +     252         7,376 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,621,006     +   9,161     + 221,646     1,623,092 
     U.S. Treasury                                        1,124,753     +   5,668     +  50,944     1,125,085 
     Federal agency                                         496,253     +   3,493     + 170,702       498,007 
  Securities lent to dealers                                  1,008     -     663     -     675         1,438 
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
May 10, 2006
Wednesday
May 3, 2006
Wednesday
May 11, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                781         -      22         +     106 
Securities, repurchase agreements, and loans                    780,622         -   4,968         +  32,918 
   Securities held outright                                     759,737         +      33         +  38,172 
      U.S. Treasury (1)                                         759,737         +      33         +  38,172 
         Bills (2)                                              275,370                 0         +  11,107 
         Notes and bonds, nominal (2)                           458,273                 0         +  22,590 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,538 
         Inflation compensation (3)                               3,448         +      33         +     937 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     20,500         -   5,250         -   5,500 
   Loans                                                            385         +     250         +     247 
Items in process of collection                    (1,246)         5,052         -   1,310         -   1,548 
Bank premises                                                     1,836         +       1         +      22 
Other assets (5)                                                 40,018         +     832         -     182 
      Total assets                                (1,246)       841,546         -   5,468         +  31,316 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  758,466         +   1,251         +  38,142 
Reverse repurchase agreements (6)                                24,535         +      57         -     773 
Deposits                                              (0)        19,297         -   5,752         -  10,119 
  Depository institutions                                        13,984         -   5,424         -  10,041 
  U.S. Treasury, general account                                  4,931         -     284         -      67 
  Foreign official                                                   85         -      31         +       6 
  Other                                               (0)           296         -      14         -      19 
Deferred availability cash items                  (1,246)         5,820         -   1,289         -     735 
Other liabilities and accrued dividends (7)                       4,686         +      40         +   1,352 
      Total liabilities                           (1,246)       812,804         -   5,692         +  27,867 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,848         +      23         +   1,077 
Surplus                                                          12,901                 0         +   1,489 
Other capital accounts                                            1,992         +     200         +     882 
      Total capital                                              28,742         +     224         +   3,449 
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, May 10, 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             270        66,774    +   1,068             0            0        20,500        24,535
16 days to 90 days         115       164,927    -     199             0            0             0             0
91 days to 1 year            0       176,385    -     866             0            0      ------       ------   
Over 1 to 5 years     ------         216,226    +      10             0            0      ------       ------   
Over 5 to 10 years    ------          55,392    +       5             0            0      ------       ------   
Over 10 years         ------          80,033    +      15             0            0      ------       ------   
           
All                        385       759,737    +      33             0            0        20,500       24,535 
 
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 May 10, 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                      11,037         486       4,139         463         446         853       1,023         947         328         211         324         575       1,242 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             781          38          54          40          79          65          82          91          40          38          62          68         124 
Securities, repurchase agreements,                                 
      and loans                              780,622      36,258     301,897      32,985      32,805      63,111      63,610      69,824      24,150      15,475      22,261      34,097      84,148 
   Securities held outright                  759,737      36,253     281,199      32,985      32,805      63,111      63,603      69,759      24,138      15,445      22,247      34,096      84,095 
      U.S. Treasury (1)                      759,737      36,253     281,199      32,985      32,805      63,111      63,603      69,759      24,138      15,445      22,247      34,096      84,095 
         Bills (2)                           275,370      13,140     101,922      11,955      11,890      22,875      23,053      25,284       8,749       5,598       8,063      12,358      30,481 
         Notes and bonds(3)                  484,367      23,113     179,277      21,029      20,915      40,236      40,550      44,475      15,389       9,847      14,183      21,738      53,615 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                20,500           0      20,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                      385           5         198           0           0           0           7          65          12          30          14           1          53 
Items in process of collection                 6,298         489         260         568         780         404         731         316         215         246         532         508       1,249 
Bank premises                                  1,836         113         205          55         156         153         231         209          69         118         101         258         166 
Other assets(5)                               40,018       1,287      14,418       1,898       2,344       7,124       2,861       2,871         808         736         759       1,006       3,905 
Interdistrict settlement account                   0     - 1,409     - 1,464     +   175     -   346     + 2,329     + 3,297     - 6,049     -   226     +    20     + 1,806     - 2,037     + 3,906 
          Total Assets                       842,792      37,377     320,384      36,268      36,368      74,187      72,001      68,420      25,455      16,873      25,911      34,573      94,974 
 
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 May 10, 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             918,617      38,447     338,433      39,413      36,863      73,950      86,617      75,375      27,548      17,487      27,448      49,145     107,890 
  Less: notes held by F.R. Banks              160,151       4,448      44,381       6,957       5,769      12,492      22,499      13,313       4,075       2,392       3,981      17,676      22,167 
    Federal Reserve notes, net                758,466      33,999     294,052      32,456      31,094      61,458      64,119      62,062      23,473      15,095      23,467      31,469      85,723 
Reverse repurchase agreements (1)              24,535       1,171       9,081       1,065       1,059       2,038       2,054       2,253         780         499         718       1,101       2,716 
Deposits                                       19,297         773       7,280         439       1,240       1,410       2,411       1,439         536         320         636         703       2,110 
  Depository institutions                      13,984         770       2,134         437       1,236       1,270       2,408       1,436         535         316         635         702       2,106 
  U.S. Treasury, general account                4,931           0       4,931           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 85           1          57           2           3          11           3           3           0           1           1           0           4 
  Other                                           296           2         158           0           1         129           0           0           1           3           1           0           0 
Deferred availability cash items                7,067         516         706         564         657         619         827         367         169         330         560         630       1,121 
Other liabilities and accrued                                                 
  dividends (2)                                 4,686         230       1,548         221         233         499         398         426         169         124         155         215         468 
                                                                    
    Total liabilities                         814,050      36,688     312,667      34,745      34,283      66,024      69,808      66,547      25,127      16,367      25,537      34,118      92,138 
                                                                    
Capital                                                             
Capital paid in                                13,848         324       3,670         729       1,015       4,007       1,060         899         149         242         174         209       1,371 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,992          48         362          49          57         850         240          98          35          19          25          94         116 
     Total liabilities and capital            842,792      37,377     320,384      36,268      36,368      74,187      72,001      68,420      25,455      16,873      25,911      34,573      94,974 
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
May 10, 2006
Federal Reserve notes outstanding          918,617  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   160,151  
      Federal Reserve Notes to be         
         collateralized                    758,466  
Collateral held against Federal Reserve             
   notes                                   758,466  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           745,229  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      780,237  
   Less:face value of securities under    
         reverse repurchase agreements      24,565  
      U.S. Treasury and agency securities  
             eligible to be pledged        755,672  
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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