Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date: September 7, 2006
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
                                                                                          September 7, 2006
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
                                                                   Averages of daily figures
Reserve Bank credit, related items, and                   Week ended   Change from week ended     Wednesday
reserve balances of depository institutions at            Sep 6, 2006 Aug 30, 2006  Sep 7, 2005  Sep 6, 2006
Federal Reserve Banks

Reserve Bank Credit                                         832,105    +   3,233    +  32,828      832,153
 Securities held outright                                   766,751    +   1,353    +  36,340      766,757       
    U.S. Treasury (1)                                       766,751    +   1,353    +  36,340      766,757
       Bills (2)                                            277,019            0    +   9,239      277,019
       Notes and bonds, nominal (2)                         459,695    +   1,335    +  19,403      459,695
       Notes and bonds, inflation-indexed (2)                26,019            0    +   6,486       26,019
       Inflation compensation (3)                             4,019    +      18    +   1,214        4,025
    Federal agency (2)                                            0            0            0            0      
 Repurchase agreements(4)                                    26,357    +   1,964    -   3,893       19,750
 Loans to depository institutions                               345    -      67    +      24          348
    Primary credit                                                3    -      49    -      17            7
    Secondary credit                                              0            0            0            0
    Seasonal credit                                             341    -      20    +      40          341
 Float                                                         -156    +      70    +     296        6,372
 Other Federal Reserve assets                                38,808    -      88    +      61       38,926
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (5)                            38,096    +      14    +   1,667       38,096
       
Total factors supplying reserve funds                       883,442    +   3,247    +  34,495      883,489
                                                                   
Currency in circulation(5)                                  798,573    +   4,979    +  29,616      799,340
Reverse repurchase agreements (6)                            27,051    +   1,283    +   1,836       26,878
   Foreign official and international accounts               27,051    +   1,283    +   1,836       26,878
   Dealers                                                        0            0            0            0
Treasury cash holdings                                          172    +       2    -      89          177
Deposits with F.R.Banks, other than reserve balances         11,925    -     505    -   2,185       11,545       
  U.S. Treasury, general account                              4,531    -     564    -     255        4,373
  Foreign official                                               92    +       2    -      50          104
  Service-related                                             6,791    -     190    -   2,093        6,791
     Required clearing balances                               6,791    -     190    -   2,093        6,791
     Adjustments to compensate for float                          0            0            0            0
  Other                                                         512    +     249    +     214          277
Other liabilities and capital                                35,852    +     210    +   4,495       35,454

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                  873,574    +   5,970    +  33,675      873,394

Reserve balances with Federal Reserve Banks                   9,868    -   2,723    +     821       10,095
                                                                

Memo (off-balance-sheet items):
  Marketable securities held in custody for foreign
         official and international accounts(2,7)         1,680,372    +   1,492    + 213,850    1,684,992
     U.S. Treasury                                        1,144,647    +     829    +  47,360    1,149,942
     Federal agency                                         535,725    +     663    + 166,490      535,050
  Securities lent to dealers                                  3,299    -     970    +     352        1,911   


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
                                              Eliminations                          Change Since
                                                  from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital             consolidation  Sep 6, 2006     Aug 30, 2006      Sep 7, 2005

Assets
Gold certificate account                                        11,037                0                0
Special drawing rights certificate account                       2,200                0                0
Coin                                                               780        -       1        +     125
Securities, repurchase agreements, and loans                   786,855        -  10,825        +  24,606
   Securities held outright                                    766,757        +      19        +  36,339
      U.S. Treasury (1)                                        766,757        +      19        +  36,339       
         Bills (2)                                             277,019                0        +   9,239
         Notes and bonds, nominal (2)                          459,695                0        +  19,403
         Notes and bonds, inflation-indexed (2)                 26,019                0        +   6,486
         Inflation compensation (3)                              4,025        +      19        +   1,212
      Federal agency (2)                                             0                0                0
   Repurchase agreements (4)                                    19,750        -  10,500        -  11,750    
   Loans                                                           348        -     345        +      17
Items in process of collection                    (2,927)       12,790        +   8,730        +   3,015
Bank premises                                                    1,882        +       5        +      50
Other assets (5)                                                36,969        -     202        -      49
      Total assets                                (2,927)      852,512        -   2,294        +  27,746
                          
Liabilities
Federal Reserve notes net of FR Bank holdings                  762,197        +   2,191        +  26,996
Reverse repurchase agreements (6)                               26,878        +     794        +   1,724
Deposits                                              (0)       21,565        -   7,266        -   3,281       
  Depository institutions                                       16,811        -   6,757        -   3,194
  U.S. Treasury, general account                                 4,373        -     546        -      72
  Foreign official                                                 104        +      15        +      22
  Other                                               (0)          277        +      22        -      37
Deferred availability cash items                  (2,927)        6,418        +   1,956        -   2,131
Other liabilities and accrued dividends (7)                      5,339        +       9        +   1,694
      Total liabilities                           (2,927)      822,397        -   2,317        +  25,002
                          
Capital Accounts
Capital paid in                                                 15,064        +       4        +   1,661
Surplus                                                         12,901                0        +   1,271
Other capital accounts                                           2,151        +      20        -     187
      Total capital                                             30,116        +      24        +   2,745


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,  September 6, 2006
Millions of dollars
                                    U.S. Treasury           Federal agency                      Reverse
Maturity             Loans           securities (1)          securities           Repurchase   repurchase
                                              Weekly                    Weekly    agreements(2)agreements(2)
                                  Holdings    changes      Holdings    changes    
Within 15 days              50       55,397   -   8,371            0           0       19,750       26,878
16 days to 90 days         298      171,654   +   6,755            0           0            0            0
91 days to 1 year            0      185,406   +     910            0           0     ------      ------
Over 1 to 5 years     ------        213,289   +     713            0           0     ------      ------
Over 5 to 10 years    ------         59,717   +       4            0           0     ------      ------
Over 10 years         ------         81,294   +       9            0           0     ------      ------
                   		 	
All                        348      766,757   +      19            0           0       19,750      26,878

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  September 6, 2006
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital               Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   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                                             780         25         47         41         69         69        104         98         39         32         64         77        115
Securities, repurchase agreements,
      and loans                              786,855     36,588    303,548     33,289     33,108     63,695     64,204     70,494     24,432     15,699     22,499     34,418     84,880
   Securities held outright                  766,757     36,588    283,798     33,289     33,108     63,695     64,190     70,404     24,361     15,588     22,452     34,411     84,872
      U.S. Treasury (1)                      766,757     36,588    283,798     33,289     33,108     63,695     64,190     70,404     24,361     15,588     22,452     34,411     84,872
         Bills (2)                           277,019     13,219    102,532     12,027     11,962     23,012     23,191     25,436      8,801      5,632      8,112     12,432     30,663
         Notes and bonds(3)                  489,738     23,370    181,266     21,262     21,147     40,683     40,999     44,968     15,560      9,956     14,341     21,979     54,209
         Federal agency (2)                        0          0          0          0          0          0          0          0          0          0          0          0          0
      Repurchase agreements(4)                19,750          0     19,750          0          0          0          0          0          0          0          0          0          0
      Loans                                      348          0          0          0          0          0         14         90         71        112         47          7          7
Items in process of collection                15,716        732        900      1,697      3,297        950      1,346        873        398        431        871        894      3,326
Bank premises                                  1,882        112        207         57        157        159        230        209         72        117        129        258        174
Other assets(5)                               36,969      1,147     13,333      1,849      2,192      6,780      2,596      2,594        691        669        676        880      3,561
Interdistrict settlement account                   0    - 1,270    + 2,621    +   300    - 2,608    + 5,793    + 6,676    - 9,626    -   607    -   342    + 1,087    - 1,767    -   258
          Total Assets                       855,439     37,936    325,670     37,779     36,765     78,446     76,345     65,802     25,424     16,847     25,716     35,434     93,275

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  September 6, 2006
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital                Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Liabilities                         
Federal Reserve notes outstanding             931,851     38,194    348,573     39,183     37,125     74,238     93,746     73,192     27,211     17,189     27,258     50,017    105,926
  Less: notes held by F.R. Banks              169,654      3,841     49,943      7,363      5,996     12,821     24,639     14,178      3,872      2,303      3,941     17,817     22,942
    Federal Reserve notes, net                762,197     34,353    298,630     31,820     31,128     61,417     69,107     59,014     23,339     14,886     23,318     32,200     82,985
Reverse repurchase agreements (1)              26,878      1,283      9,948      1,167      1,161      2,233      2,250      2,468        854        546        787      1,206      2,975
Deposits                                       21,565        594      7,300        517        999      5,281      1,422      1,242        475        334        484        662      2,254
  Depository institutions                      16,811        592      2,653        514        996      5,198      1,420      1,239        471        333        482        662      2,250
  U.S. Treasury, general account                4,373          0      4,373          0          0          0          0          0          0          0          0          0          0
  Foreign official                                104          1         75          2          3         11          3          3          0          1          1          0          4
  Other                                           277          0        199          0          0         72          0          0          3          0          1          0          0
Deferred availability cash items                9,345        652        352      1,164        946        909        893        818        232        442        588        666      1,683
Other liabilities and accrued                 
  dividends (2)                                 5,339        262      1,793        253        258        527        457        483        196        138        176        253        542
   
    Total liabilities                         825,323     37,143    318,023     34,921     34,493     70,366     74,129     64,025     25,096     16,347     25,352     34,988     90,439
                              
Capital                    
Capital paid in                                15,064        383      3,691      1,748      1,126      4,019      1,084        841        156        243        174        211      1,387
Surplus                                        12,901        317      3,685        744      1,013      3,307        892        876        144        245        175        153      1,349
Other capital                                   2,151         94        270        367        132        753        239         59         28         12         15         82         99
     Total liabilities and capital            855,439     37,936    325,670     37,779     36,765     78,446     76,345     65,802     25,424     16,847     25,716     35,434     93,275
                              

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
                                           Sep 6, 2006
              
Federal Reserve notes outstanding             931,851
   Less: Notes held by F.R. Banks
         not subject to collateralization     169,654
      Federal Reserve Notes to be
         collateralized                       762,197 
Collateral held against Federal Reserve            
   notes                                      762,197
   Gold certificate account                    11,037
   Special drawing rights                 
     certificate account                        2,200
   U.S. Treasury and agency securities   
     pledged (1)                              748,960
   Other assets pledged                             0

Memo:
Total U.S. Treasury and agency 
       securities (1)                         786,507
   Less:face value of securities under
         reverse repurchase agreements         26,917
      U.S. Treasury and agency securities
             eligible to be pledged           759,590
   

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