Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 05, 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
July 5, 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
Jul 4, 2007
Week ended
Jul 4, 2007
Change from week ended
Jun 27, 2007 Jul 5, 2006
                                                              
Reserve Bank Credit                                         857,318     +   9,697     +  21,398       860,319 
 Securities held outright                                   790,531     +      55     +  24,160       790,553 
    U.S. Treasury (1)                                       790,531     +      55     +  24,160       790,553 
       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)                             4,381     +      55     +     606         4,403 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    27,179     +   9,393     -   2,285        30,250 
 Loans to depository institutions                               196     +      17     -      95           186 
    Primary credit                                               18     +      13     +       3             5 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             178     +       4     -      98           181 
 Float                                                         -936     -     111     -     504          -906 
 Other Federal Reserve assets                               40,348    +     342    +     122       40,237 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,540     +      14     +     550        38,540 
                                                              
Total factors supplying reserve funds                       909,099     +   9,711     +  21,948       912,101 
                                                                          
Currency in circulation(5)                                  814,826     +   5,072     +  16,694       818,673 
Reverse repurchase agreements (6)                            32,194     +   1,366     +   2,511        32,209 
   Foreign official and international accounts               32,194     +   1,366     +   2,511        32,209 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          309     +      15     +     136           323 
Deposits with F.R.Banks, other than reserve balances         11,377     -     278     -   1,472        10,877 
  U.S. Treasury, general account                              4,607     -     316     -     727         4,117 
  Foreign official                                              140     +      41     +      29            96 
  Service-related                                             6,394             0     -     768         6,394 
     Required clearing balances                               6,394             0     -     768         6,394 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         237     -       1     -       5           269 
Other liabilities and capital                                39,506     -     149     +   4,580        39,754 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  898,212     +   6,027     +  22,449       901,836 
                                                              
Reserve balances with Federal Reserve Banks                  10,888     +   3,685     -     500        10,264 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,982,168     +   6,959     + 346,029     1,981,049 
     U.S. Treasury                                        1,240,662     +   9,051     + 122,744     1,240,394 
     Federal agency                                         741,507     -   2,090     + 223,287       740,655 
  Securities lent to dealers                                 10,141     +   6,812     +   3,416         5,520 
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 4, 2007
Wednesday
Jun 27, 2007
Wednesday
Jul 5, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                924         -      14         +     228 
Securities, repurchase agreements, and loans                    820,989         +  10,305         +  26,072 
   Securities held outright                                     790,553         +      56         +  24,168 
      U.S. Treasury (1)                                         790,553         +      56         +  24,168 
         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)                               4,403         +      56         +     614 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     30,250         +  10,250         +   2,000 
   Loans                                                            186         -       1         -      96 
Items in process of collection                    (1,997)         4,916         +   1,230         -   1,063 
Bank premises                                                     2,045         +       6         +     188 
Other assets (5)                                                 38,288         -       3         -     175 
      Total assets                                (1,997)       880,399         +  11,524         +  25,250 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  781,376         +   6,324         +  17,844 
Reverse repurchase agreements (6)                                32,209         +   2,075         +   3,123 
Deposits                                              (0)        21,238         +     664         -   2,159 
  Depository institutions                                        16,755         +     534         -     766 
  U.S. Treasury, general account                                  4,117         +      78         -   1,411 
  Foreign official                                                   96         -       1         +       6 
  Other                                               (0)           269         +      51         +      11 
Deferred availability cash items                  (1,997)         5,822         +   1,984         +   1,317 
Other liabilities and accrued dividends (7)                       5,665         -     466         +     938 
      Total liabilities                           (1,997)       846,311         +  10,581         +  21,064 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,163         +      52         +   1,188 
Surplus                                                          15,399         +       1         +   2,498 
Other capital accounts                                            2,527         +     891         +     501 
      Total capital                                              34,088         +     943         +   4,186 
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 4, 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              18        37,561    -  26,864             0            0        30,250        32,209
16 days to 90 days         168       196,414    +  26,158             0            0             0             0
91 days to 1 year            0       164,722    -     854             0            0      ------       ------   
Over 1 to 5 years     ------         234,953    +   1,580             0            0      ------       ------   
Over 5 to 10 years    ------          74,570    +      14             0            0      ------       ------   
Over 10 years         ------          82,333    +      21             0            0      ------       ------   
           
All                        186       790,553    +      56             0            0        30,250       32,209 
 
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 4, 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                                             924          24          50          62          97          87         121         108          49          35          73          93         124 
Securities, repurchase agreements,                                 
      and loans                              820,989      37,827     297,211      36,313      33,590      71,116      76,134      68,898      26,266      16,431      26,591      36,072      94,540 
   Securities held outright                  790,553      36,433     286,257      34,974      32,352      68,495      73,322      66,309      25,267      15,773      25,591      34,734      91,045 
      U.S. Treasury (1)                      790,553      36,433     286,257      34,974      32,352      68,495      73,322      66,309      25,267      15,773      25,591      34,734      91,045 
         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)                  513,534      23,667     185,949      22,719      21,015      44,494      47,629      43,074      16,413      10,246      16,624      22,563      59,142 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                30,250       1,394      10,953       1,338       1,238       2,621       2,806       2,537         967         604         979       1,329       3,484 
      Loans                                      186           0           0           0           0           0           6          51          32          54          21           9          12 
Items in process of collection                 6,913         349         158         869         873         398         965         697         164         332         632         462       1,015 
Bank premises                                  2,045         117         215          56         156         173         231         207          94         114         224         260         197 
Other assets(5)                               38,288       1,287      11,928       3,194       2,191       7,103       3,279       2,507         774         721         772       1,016       3,518 
Interdistrict settlement account                   0     - 3,525     +    68     +   133     - 2,962     + 1,603     + 5,535     +   720     +   180     -   962     +   895     -   508     - 1,176 
          Total Assets                       882,396      36,644     314,556      41,165      34,476      81,496      87,549      74,252      27,923      16,904      29,588      38,106      99,738 
 
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 4, 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             980,274      37,671     347,562      40,819      36,788      80,183     107,896      80,727      29,281      17,262      30,358      57,601     114,127 
  Less: notes held by F.R. Banks              198,897       4,684      65,408       6,794       8,508      14,287      29,270      13,241       3,484       2,572       3,490      22,980      24,177 
    Federal Reserve notes, net                781,376      32,987     282,154      34,024      28,280      65,896      78,626      67,486      25,797      14,690      26,868      34,621      89,949 
Reverse repurchase agreements (1)              32,209       1,484      11,663       1,425       1,318       2,791       2,987       2,702       1,029         643       1,043       1,415       3,709 
Deposits                                       21,238         653       9,451         603       1,400       3,031       1,514       1,093         311         253         440         667       1,820 
  Depository institutions                      16,755         644       5,104         597       1,397       2,928       1,511       1,090         310         252         439         667       1,817 
  U.S. Treasury, general account                4,117           0       4,117           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 96           1          66           5           3          11           3           2           0           1           0           1           3 
  Other                                           269           8         163           1           0          93           0           0           1           0           1           0           0 
Deferred availability cash items                7,820         403         356       1,151         944         586       1,073         593         168         497         606         510         933 
Other liabilities and accrued                                                 
  dividends (2)                                 5,665         251       1,753         254         259         735         550         465         215         147         206         275         556 
                                                                    
    Total liabilities                         848,308      35,779     305,376      37,457      32,201      73,039      84,750      72,337      27,521      16,229      29,163      37,489      96,967 
                                                                    
Capital                                                             
Capital paid in                                16,163         388       4,292       1,809       1,101       4,189       1,238         890         173         322         189         279       1,294 
Surplus                                        15,399         396       3,794       1,811       1,087       4,096       1,277         859         166         276         176         213       1,247 
Other capital                                   2,527          81       1,095          88          87         172         284         165          63          77          60         125         229 
     Total liabilities and capital            882,396      36,644     314,556      41,165      34,476      81,496      87,549      74,252      27,923      16,904      29,588      38,106      99,738 
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 4, 2007
Federal Reserve notes outstanding          980,274  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   198,897  
      Federal Reserve Notes to be         
         collateralized                    781,376  
Collateral held against Federal Reserve             
   notes                                   781,376  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           768,139  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      820,803  
   Less:face value of securities under    
         reverse repurchase agreements      32,258  
      U.S. Treasury and agency securities  
             eligible to be pledged        788,545  
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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