Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 13, 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
July 13, 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
Jul 12, 2006
Week ended
Jul 12, 2006
Change from week ended
Jul 5, 2006 Jul 13, 2005
                                                              
Reserve Bank Credit                                         829,845     -   6,338     +  37,845       828,699 
 Securities held outright                                   766,404     +      33     +  41,690       766,414 
    U.S. Treasury (1)                                       766,404     +      33     +  41,690       766,414 
       Bills (2)                                            275,370             0     +  10,355       275,370 
       Notes and bonds, nominal (2)                         464,580             0     +  27,206       464,580 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,113        22,646 
       Inflation compensation (3)                             3,808     +      33     +   1,016         3,819 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    21,143     -   8,321     -   5,750        20,750 
 Loans to depository institutions                               299     +       8     +      24           355 
    Primary credit                                               11     -       4     -      40            52 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             289     +      13     +      65           304 
 Float                                                          981     +   1,412     +     968            87 
 Other Federal Reserve assets                               41,019    +     531    +     914       41,092 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,076     +      14     +   1,508        38,076 
                                                              
Total factors supplying reserve funds                       881,162     -   6,324     +  39,353       880,016 
                                                                          
Currency in circulation(5)                                  798,366     +     162     +  32,641       797,858 
Reverse repurchase agreements (6)                            28,319     -   1,364     +   2,903        28,538 
   Foreign official and international accounts               28,319     -   1,364     +   2,903        28,538 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          167     -       6     -      70           163 
Deposits with F.R.Banks, other than reserve balances         12,749     -     100     -   1,466        12,607 
  U.S. Treasury, general account                              5,186     -     148     +     343         5,024 
  Foreign official                                               95     -      16     +       9            89 
  Service-related                                             7,217     +      55     -   1,788         7,217 
     Required clearing balances                               7,217     +      55     -   1,788         7,217 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         251     +       9     -      30           277 
Other liabilities and capital                                35,219     +     293     +   5,607        34,565 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  874,821     -   1,014     +  39,616       873,731 
                                                              
Reserve balances with Federal Reserve Banks                   6,341     -   5,310     -     264         6,284 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,632,555     -   3,584     + 189,931     1,630,836 
     U.S. Treasury                                        1,113,291     -   4,627     +  20,564     1,111,089 
     Federal agency                                         519,264     +   1,044     + 169,367       519,747 
  Securities lent to dealers                                  3,000     -   3,725     +     111           922 
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
Jul 12, 2006
Wednesday
Jul 5, 2006
Wednesday
Jul 13, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                711         +      15         +      99 
Securities, repurchase agreements, and loans                    787,520         -   7,397         +  37,319 
   Securities held outright                                     766,414         +      29         +  41,702 
      U.S. Treasury (1)                                         766,414         +      29         +  41,702 
         Bills (2)                                              275,370                 0         +  10,355 
         Notes and bonds, nominal (2)                           464,580                 0         +  27,206 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,113 
         Inflation compensation (3)                               3,819         +      30         +   1,029 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     20,750         -   7,500         -   4,500 
   Loans                                                            355         +      73         +     117 
Items in process of collection                      (966)         5,559         -     420         -     883 
Bank premises                                                     1,858         +       1         +      44 
Other assets (5)                                                 39,001         +     538         +     436 
      Total assets                                  (966)       847,886         -   7,263         +  37,016 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  760,652         -   2,880         +  30,961 
Reverse repurchase agreements (6)                                28,538         -     548         +   2,941 
Deposits                                              (0)        18,658         -   4,739         -   1,113 
  Depository institutions                                        13,269         -   4,252         -   1,308 
  U.S. Treasury, general account                                  5,024         -     504         +     234 
  Foreign official                                                   89         -       1         -      11 
  Other                                               (0)           277         +      19         -      27 
Deferred availability cash items                    (966)         5,472         +     967         -     706 
Other liabilities and accrued dividends (7)                       4,789         +      62         +   1,520 
      Total liabilities                             (966)       818,110         -   7,137         +  33,603 
                                                     
Capital Accounts                                     
Capital paid in                                                  14,977         +       2         +   1,608 
Surplus                                                          12,901                 0         +   1,419 
Other capital accounts                                            1,898         -     128         +     385 
      Total capital                                              29,776         -     126         +   3,413 
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, July 12, 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              97        58,461    -     438             0            0        20,750        28,538
16 days to 90 days         258       174,817    -     170             0            0             0             0
91 days to 1 year            0       176,677    +     609             0            0      ------       ------   
Over 1 to 5 years     ------         217,332    +       9             0            0      ------       ------   
Over 5 to 10 years    ------          60,722    +       5             0            0      ------       ------   
Over 10 years         ------          78,406    +      14             0            0      ------       ------   
           
All                        355       766,414    +      29             0            0        20,750       28,538 
 
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 July 12, 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                                             711          30          37          31          70          65          88          80          35          31          57          72         115 
Securities, repurchase agreements,                                 
      and loans                              787,520      36,575     304,421      33,275      33,094      63,666      64,172      70,468      24,391      15,693      22,470      34,400      84,897 
   Securities held outright                  766,414      36,572     283,671      33,274      33,094      63,666      64,162      70,372      24,350      15,581      22,442      34,396      84,835 
      U.S. Treasury (1)                      766,414      36,572     283,671      33,274      33,094      63,666      64,162      70,372      24,350      15,581      22,442      34,396      84,835 
         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)                  491,045      23,432     181,749      21,319      21,203      40,791      41,109      45,088      15,601       9,983      14,379      22,038      54,354 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                20,750           0      20,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      355           3           0           0           0           0          10          96          40         112          28           4          62 
Items in process of collection                 6,526         294         423         350         661         456         666         378         283         252         658         653       1,452 
Bank premises                                  1,858         113         206          57         157         155         231         208          70         118         115         259         171 
Other assets(5)                               39,001       1,246      14,102       1,847       2,285       6,962       2,786       2,781         772         713         733         974       3,799 
Interdistrict settlement account                   0     -   775     + 3,034     + 1,377     - 1,166     + 1,345     + 2,948     - 7,897     -   405     -   123     + 1,610     - 2,315     + 2,366 
          Total Assets                       848,853      38,084     327,235      37,483      35,651      73,649      72,079      67,177      25,546      16,925      26,033      34,715      94,277 
 
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 July 12, 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             929,853      38,080     348,971      39,823      37,141      73,284      90,797      74,094      27,342      17,248      27,358      48,978     106,737 
  Less: notes held by F.R. Banks              169,201       3,460      50,238       7,499       6,126      13,171      25,969      13,454       3,926       2,243       3,744      17,476      21,897 
    Federal Reserve notes, net                760,652      34,620     298,733      32,325      31,016      60,113      64,828      60,640      23,416      15,005      23,613      31,502      84,840 
Reverse repurchase agreements (1)              28,538       1,362      10,563       1,239       1,232       2,371       2,389       2,620         907         580         836       1,281       3,159 
Deposits                                       18,658         656       8,022         548         519       2,146       1,536       1,302         524         368         504         654       1,880 
  Depository institutions                      13,269         655       2,777         546         515       2,026       1,533       1,300         520         367         503         653       1,875 
  U.S. Treasury, general account                5,024           0       5,024           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 89           1          60           2           3          11           3           3           0           1           1           0           4 
  Other                                           277           1         161           0           2         109           0           0           3           0           1           0           0 
Deferred availability cash items                6,439         408         687         492         582         491         722         298         180         343         550         602       1,085 
Other liabilities and accrued                                                 
  dividends (2)                                 4,789         241       1,609         221         232         450         408         444         179         129         160         229         488 
                                                                    
    Total liabilities                         819,076      37,288     319,613      34,824      33,581      65,571      69,884      65,304      25,204      16,425      25,664      34,267      91,451 
                                                                    
Capital                                                             
Capital paid in                                14,977         382       3,674       1,744       1,024       4,014       1,069         910         155         243         175         209       1,377 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,898          97         262         170          33         756         234          86          42          12          20          86          99 
     Total liabilities and capital            848,853      38,084     327,235      37,483      35,651      73,649      72,079      67,177      25,546      16,925      26,033      34,715      94,277 
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
Jul 12, 2006
Federal Reserve notes outstanding          929,853  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   169,201  
      Federal Reserve Notes to be         
         collateralized                    760,652  
Collateral held against Federal Reserve             
   notes                                   760,652  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           747,415  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      787,164  
   Less:face value of securities under    
         reverse repurchase agreements      28,577  
      U.S. Treasury and agency securities  
             eligible to be pledged        758,587  
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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