Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  June 28, 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
June 28, 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
Jun 27, 2007
Week ended
Jun 27, 2007
Change from week ended
Jun 20, 2007 Jun 28, 2006
                                                              
Reserve Bank Credit                                         847,621     -   4,677     +  22,663       850,765 
 Securities held outright                                   790,476     +      59     +  24,146       790,497 
    U.S. Treasury (1)                                       790,476     +      59     +  24,146       790,497 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         474,672             0     +  10,092       474,672 
       Notes and bonds, inflation-indexed (2)                34,459             0     +  11,813        34,459 
       Inflation compensation (3)                             4,326     +      59     +     592         4,347 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    17,786     -   4,893     -     643        20,000 
 Loans to depository institutions                               179     -     104     -     114           187 
    Primary credit                                                5     -     127     -      11             5 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             174     +      23     -     103           182 
 Float                                                         -825     -     267     -     198          -152 
 Other Federal Reserve assets                               40,006    +     529    -     527       40,233 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,526     +      14     +     538        38,526 
                                                              
Total factors supplying reserve funds                       899,388     -   4,663     +  23,201       902,532 
                                                                          
Currency in circulation(5)                                  809,754     -     507     +  16,877       812,339 
Reverse repurchase agreements (6)                            30,828     -     893     +   3,786        30,134 
   Foreign official and international accounts               30,828     -     893     +   3,786        30,134 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          294     -       7     +     101           306 
Deposits with F.R.Banks, other than reserve balances         11,655     -     718     -     757        10,748 
  U.S. Treasury, general account                              4,923     -     552     -       1         4,039 
  Foreign official                                               99     +       3     +      12            97 
  Service-related                                             6,394     -     189     -     772         6,394 
     Required clearing balances                               6,394     -     189     -     772         6,394 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         238     +      18     +       3           218 
Other liabilities and capital                                39,655     +     314     +   4,577        39,276 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  892,185     -   1,813     +  24,583       892,803 
                                                              
Reserve balances with Federal Reserve Banks                   7,203     -   2,850     -   1,382         9,730 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,975,209     +   8,191     + 336,934     1,975,604 
     U.S. Treasury                                        1,231,611     +     661     + 111,025     1,234,509 
     Federal agency                                         743,597     +   7,528     + 225,908       741,095 
  Securities lent to dealers                                  3,329     -   1,389     +     989         2,566 
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
Jun 27, 2007
Wednesday
Jun 20, 2007
Wednesday
Jun 28, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                938         +       6         +     218 
Securities, repurchase agreements, and loans                    810,684         -   1,688         +  21,535 
   Securities held outright                                     790,497         +      58         +  24,148 
      U.S. Treasury (1)                                         790,497         +      58         +  24,148 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           474,672                 0         +  10,092 
         Notes and bonds, inflation-indexed (2)                    34,459                 0         +  11,813 
         Inflation compensation (3)                               4,347         +      58         +     594 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     20,000         -   1,000         -   2,500 
   Loans                                                            187         -     746         -     113 
Items in process of collection                      (843)         3,686         +     172         -     938 
Bank premises                                                     2,039         +       3         +     184 
Other assets (5)                                                 38,291         +     524         -      23 
      Total assets                                  (843)       868,875         -     984         +  20,977 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  775,052         +   1,416         +  16,731 
Reverse repurchase agreements (6)                                30,134         -     309         -     266 
Deposits                                              (0)        20,574         -   1,904         +   1,135 
  Depository institutions                                        16,221         +      83         +   1,982 
  U.S. Treasury, general account                                  4,039         -   1,983         -     840 
  Foreign official                                                   97         +       1         +       7 
  Other                                               (0)           218         -       4         -      13 
Deferred availability cash items                    (843)         3,838         -     312         -   1,259 
Other liabilities and accrued dividends (7)                       6,131         +      89         +     952 
      Total liabilities                             (843)       835,730         -   1,018         +  17,294 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,111         +       5         +   1,143 
Surplus                                                          15,398         +      11         +   2,497 
Other capital accounts                                            1,636         +      19         +      43 
      Total capital                                              33,145         +      35         +   3,683 
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, June 27, 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             185        64,425    -   1,719             0            0        20,000        30,134
16 days to 90 days           2       170,256    +   1,435             0            0             0             0
91 days to 1 year            0       165,576    +     288             0            0      ------       ------   
Over 1 to 5 years     ------         233,373    +      18             0            0      ------       ------   
Over 5 to 10 years    ------          74,556    +      15             0            0      ------       ------   
Over 10 years         ------          82,312    +      23             0            0      ------       ------   
           
All                        187       790,497    +      58             0            0        20,000       30,134 
 
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 June 27, 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         449       4,053         455         428         869       1,117         903         326         203         335         613       1,286 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             938          26          49          63          95          90         122         112          45          37          75          95         128 
Securities, repurchase agreements,                                 
      and loans                              810,684      37,356     293,479      35,857      33,168      70,223      75,176      68,030      25,946      16,223      26,261      35,619      93,347 
   Securities held outright                  790,497      36,431     286,237      34,972      32,350      68,490      73,317      66,304      25,265      15,772      25,589      34,732      91,038 
      U.S. Treasury (1)                      790,497      36,431     286,237      34,972      32,350      68,490      73,317      66,304      25,265      15,772      25,589      34,732      91,038 
         Bills (2)                           277,019      12,767     100,308      12,255      11,336      24,001      25,693      23,235       8,854       5,527       8,967      12,171      31,903 
         Notes and bonds(3)                  513,478      23,664     185,929      22,716      21,013      44,489      47,624      43,069      16,411      10,245      16,622      22,560      59,135 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                20,000         922       7,242         885         818       1,733       1,855       1,678         639         399         647         879       2,303 
      Loans                                      187           3           1           0           0           0           4          48          42          51          25           8           5 
Items in process of collection                 4,530         156          88         552         720         251         540         308         190         283         345         274         822 
Bank premises                                  2,039         118         216          57         156         173         231         208          94         115         213         261         198 
Other assets(5)                               38,291       1,291      11,961       3,185       2,189       7,067       3,271       2,509         770         723         773       1,024       3,528 
Interdistrict settlement account                   0     - 3,232     + 1,386     -   450     - 3,600     +   139     + 6,271     + 1,327     +   156     - 1,063     + 1,033     -    97     - 1,869 
          Total Assets                       869,718      36,279     312,106      39,801      33,261      78,961      86,893      73,609      27,597      16,551      29,101      37,886      97,674 
 
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 June 27, 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             978,521      37,685     346,815      40,270      36,816      80,016     107,963      80,671      29,218      17,272      30,381      57,743     113,670 
  Less: notes held by F.R. Banks              203,469       4,986      65,974       7,168       9,033      14,598      29,505      13,980       3,597       2,690       3,681      22,925      25,332 
    Federal Reserve notes, net                775,052      32,699     280,841      33,102      27,783      65,418      78,458      66,691      25,621      14,582      26,700      34,818      88,338 
Reverse repurchase agreements (1)              30,134       1,389      10,911       1,333       1,233       2,611       2,795       2,528         963         601         975       1,324       3,470 
Deposits                                       20,574         784       9,496         717       1,034       1,640       1,621       1,750         299         233         486         602       1,913 
  Depository institutions                      16,221         776       5,223         711       1,030       1,590       1,618       1,747         297         232         484         601       1,910 
  U.S. Treasury, general account                4,039           0       4,039           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 97           1          67           5           3          11           3           2           0           1           0           1           3 
  Other                                           218           6         167           1           1          39           0           0           1           0           1           0           0 
Deferred availability cash items                4,682         301         116         682         680         320         534         310         129         317         339         273         682 
Other liabilities and accrued                                                 
  dividends (2)                                 6,131         264       1,870         306         291         850         609         490         217         160         200         283         592 
                                                                    
    Total liabilities                         836,574      35,436     303,235      36,141      31,022      70,838      84,017      71,768      27,228      15,893      28,700      37,300      94,995 
                                                                    
Capital                                                             
Capital paid in                                16,111         404       4,292       1,809       1,101       3,959       1,401         890         172         321         189         278       1,294 
Surplus                                        15,398         396       3,794       1,811       1,087       4,096       1,277         859         166         276         176         213       1,247 
Other capital                                   1,636          43         786          40          51          69         197          92          30          60          36          94         138 
     Total liabilities and capital            869,718      36,279     312,106      39,801      33,261      78,961      86,893      73,609      27,597      16,551      29,101      37,886      97,674 
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
Jun 27, 2007
Federal Reserve notes outstanding          978,521  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   203,469  
      Federal Reserve Notes to be         
         collateralized                    775,052  
Collateral held against Federal Reserve             
   notes                                   775,052  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           761,815  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      810,497  
   Less:face value of securities under    
         reverse repurchase agreements      30,168  
      U.S. Treasury and agency securities  
             eligible to be pledged        780,329  
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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