Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  January 04, 2007
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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
January 4, 2007
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
Jan 3, 2007
Week ended
Jan 3, 2007
Change from week ended
Dec 27, 2006 Jan 4, 2006
                                                              
Reserve Bank Credit                                         859,453     +   7,256     +  26,663       859,699 
 Securities held outright                                   778,916     -      35     +  35,085       778,910 
    U.S. Treasury (1)                                       778,916     -      35     +  35,085       778,910 
       Bills (2)                                            277,019             0     +   5,749       277,019 
       Notes and bonds, nominal (2)                         467,864             0     +  18,647       467,864 
       Notes and bonds, inflation-indexed (2)                30,105             0     +  10,122        30,105 
       Inflation compensation (3)                             3,928     -      36     +     568         3,922 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    40,857     +   7,821     -   7,893        39,750 
 Loans to depository institutions                               233     +      84     +     169         1,262 
    Primary credit                                              180     +     116     +     173         1,239 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              54     -      31     -       3            23 
 Float                                                         -204     -   1,086     -   1,053           632 
 Other Federal Reserve assets                               39,650    +     470    +     354       39,145 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,259     +      14     +   1,719        38,259 
                                                              
Total factors supplying reserve funds                       910,953     +   7,270     +  28,381       911,198 
                                                                          
Currency in circulation(5)                                  819,856     +   2,986     +  26,221       818,550 
Reverse repurchase agreements (6)                            29,545     -     964     -     886        29,742 
   Foreign official and international accounts               29,545     -     964     -     886        29,742 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          253     +      23     +      51           263 
Deposits with F.R.Banks, other than reserve balances         12,733     +     299     -   2,338        13,341 
  U.S. Treasury, general account                              5,027     -     213     +     293         6,156 
  Foreign official                                               94     +       2     +       9            90 
  Service-related                                             6,856     +      20     -   1,794         6,856 
     Required clearing balances                               6,842     +       6     -   1,808         6,842 
     Adjustments to compensate for float                         14     +      14     +      14            14 
  Other                                                         755     +     489     -     847           239 
Other liabilities and capital                                36,312     -     512     +   5,420        36,065 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  898,698     +   1,831     +  28,467       897,962 
                                                              
Reserve balances with Federal Reserve Banks                  12,254     +   5,438     -      87        13,237 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,763,030     +  10,928     + 239,487     1,768,586 
     U.S. Treasury                                        1,162,289     +   6,404     +  66,304     1,167,132 
     Federal agency                                         600,741     +   4,524     + 173,183       601,455 
  Securities lent to dealers                                  7,347     +   4,022     +   3,652         8,225 
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
Jan 3, 2007
Wednesday
Dec 27, 2006
Wednesday
Jan 4, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                797         -       3         +     114 
Securities, repurchase agreements, and loans                    819,921         +   4,495         +  30,514 
   Securities held outright                                     778,910         -      28         +  36,040 
      U.S. Treasury (1)                                         778,910         -      28         +  36,040 
         Bills (2)                                              277,019                 0         +   5,749 
         Notes and bonds, nominal (2)                           467,864                 0         +  19,590 
         Notes and bonds, inflation-indexed (2)                    30,105                 0         +  10,122 
         Inflation compensation (3)                               3,922         -      29         +     580 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     39,750         +   3,750         -   6,750 
   Loans                                                          1,262         +     774         +   1,225 
Items in process of collection                    (1,260)         5,472         +     335         -   6,341 
Bank premises                                                     1,945         +       1         +     125 
Other assets (5)                                                 37,152         -     197         -     452 
      Total assets                                (1,260)       878,524         +   4,630         +  23,958 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  781,347         -   1,386         +  24,813 
Reverse repurchase agreements (6)                                29,742         -   2,384         +   2,175 
Deposits                                              (0)        26,529         +   8,938         -   3,574 
  Depository institutions                                        20,044         +   7,272         -   5,791 
  U.S. Treasury, general account                                  6,156         +   1,686         +   2,234 
  Foreign official                                                   90         -       2         +       9 
  Other                                               (0)           239         -      19         -      26 
Deferred availability cash items                  (1,260)         4,840         +     113         -   4,561 
Other liabilities and accrued dividends (7)                       5,461         -     526         +   1,551 
      Total liabilities                           (1,260)       847,920         +   4,757         +  20,405 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,328                 0         +   1,786 
Surplus                                                          15,029         +   4,475         +   2,124 
Other capital accounts                                              248         -   4,600         -     356 
      Total capital                                              30,604         -     127         +   3,553 
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, January 3, 2007
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           1,247        51,356    -   6,201             0            0        39,750        29,742
16 days to 90 days          15       170,177    +   6,715             0            0             0             0
91 days to 1 year            0       184,284    -   1,311             0            0      ------       ------   
Over 1 to 5 years     ------         224,972    +     787             0            0      ------       ------   
Over 5 to 10 years    ------          67,644    -       6             0            0      ------       ------   
Over 10 years         ------          80,477    -      12             0            0      ------       ------   
           
All                      1,262       778,910    -      28             0            0        39,750       29,742 
 
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 January 3, 2007
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                                             797          29          49          52          73          80          91         101          38          31          61          79         114 
Securities, repurchase agreements,                                 
      and loans                              819,921      37,174     329,260      33,819      33,633      64,704      65,210      71,548      24,747      15,838      22,813      34,957      86,218 
   Securities held outright                  778,910      37,168     288,296      33,817      33,633      64,704      65,208      71,519      24,747      15,835      22,808      34,957      86,218 
      U.S. Treasury (1)                      778,910      37,168     288,296      33,817      33,633      64,704      65,208      71,519      24,747      15,835      22,808      34,957      86,218 
         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)                  501,891      23,949     185,763      21,790      21,671      41,692      42,017      46,084      15,946      10,203      14,696      22,524      55,554 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                39,750           0      39,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                    1,262           6       1,214           2           0           0           3          28           0           3           5           0           0 
Items in process of collection                 6,733         308          94       1,139         736         445         846         523         216         330         643         504         951 
Bank premises                                  1,945         117         211          58         157         168         232         206          79         116         159         260         182 
Other assets(5)                               37,152       1,249      12,115       1,882       2,302       7,054       2,769       2,794         759         715         736         966       3,811 
Interdistrict settlement account                   0     +   201     -27,105     +   289     - 2,573     + 3,381     +11,054     - 3,496     + 2,004     +   169     + 4,750     + 3,385     + 7,940 
          Total Assets                       879,784      39,679     319,636      37,785      34,878      76,831      81,391      72,834      28,243      17,440      29,552      40,822     100,692 
 
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 January 3, 2007
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             958,508      39,146     342,403      38,700      36,389      75,180      97,519      80,199      29,199      17,465      30,784      56,783     114,740 
  Less: notes held by F.R. Banks              177,161       3,210      57,193       7,158       6,724      11,493      24,247      14,337       3,142       2,556       3,758      19,345      23,996 
    Federal Reserve notes, net                781,347      35,936     285,210      31,542      29,665      63,687      73,272      65,862      26,057      14,909      27,026      37,438      90,744 
Reverse repurchase agreements (1)              29,742       1,419      11,008       1,291       1,284       2,471       2,490       2,731         945         605         871       1,335       3,292 
Deposits                                       26,529         817      13,919         733       1,013       1,369       1,913       1,532         520         748         580         786       2,598 
  Depository institutions                      20,044         808       7,546         730       1,009       1,294       1,911       1,529         514         747         578         785       2,594 
  U.S. Treasury, general account                6,156           0       6,156           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 90           1          62           2           3          11           3           3           0           1           1           0           4 
  Other                                           239           8         155           1           1          65           0           0           6           1           2           0           0 
Deferred availability cash items                6,100         440         125         647         468         560         678         467         165         480         534         547         989 
Other liabilities and accrued                                                 
  dividends (2)                                 5,461         262       1,814         247         267         537         467         504         215         143         183         282         542 
                                                                    
    Total liabilities                         849,180      38,875     312,075      34,460      32,697      68,624      78,820      71,096      27,903      16,885      29,193      40,387      98,166 
                                                                    
Capital                                                             
Capital paid in                                15,328         396       3,725       1,810       1,087       4,093       1,275         859         166         276         176         212       1,252 
Surplus                                        15,029         396       3,727       1,514       1,087       4,093       1,276         858         166         276         176         212       1,247 
Other capital                                     248          12         109           0           8          20          20          22           8           4           6          12          27 
     Total liabilities and capital            879,784      39,679     319,636      37,785      34,878      76,831      81,391      72,834      28,243      17,440      29,552      40,822     100,692 
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
Jan 3, 2007
Federal Reserve notes outstanding          958,508  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   177,161  
      Federal Reserve Notes to be         
         collateralized                    781,347  
Collateral held against Federal Reserve             
   notes                                   781,347  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           768,111  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      818,660  
   Less:face value of securities under    
         reverse repurchase agreements      29,787  
      U.S. Treasury and agency securities  
             eligible to be pledged        788,873  
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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