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Release Date:  October 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
October 4, 2007
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Federal Reserve Banks
Reserve Bank credit, related items, and
reserve balances of depository institutions at
Averages of daily figures Oct 3, 2007
Wednesday
Week ended
Oct 3, 2007
Change from week ended
Sep 26, 2007 Oct 4, 2006
                                                              
Reserve Bank Credit                                         861,582     +   2,035     +  32,175       854,970 
 Securities held outright                                   779,630     -       4     +  10,704       779,624 
    U.S. Treasury (1)                                       779,630     -       4     +  10,704       779,624 
       Bills (2)                                            267,019             0     -  10,000       267,019 
       Notes and bonds, nominal (2)                         472,142             0     +  10,351       472,142 
       Notes and bonds, inflation-indexed (2)                35,753             0     +   9,734        35,753 
       Inflation compensation (3)                             4,716     -       4     +     618         4,711 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    41,893     +   2,786     +  20,679        35,250 
 Loans to depository institutions                               202     -     104     -     141           179 
    Primary credit                                               27     -      61     -      13            26 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             175     -      43     -     128           153 
 Float                                                       -1,047     -     870     -     701          -658 
 Other Federal Reserve assets                               40,905    +     229    +   1,634       40,574 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,651     +      14     +     567        38,651 
                                                              
Total factors supplying reserve funds                       913,474     +   2,050     +  32,742       906,861 
                                                                          
Currency in circulation(5)                                  811,789     +   1,935     +  20,002       814,600 
Reverse repurchase agreements (6)                            35,242     +     104     +   4,744        34,542 
   Foreign official and international accounts               35,242     +     104     +   4,744        34,542 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          337     +       4     +     186           340 
Deposits with F.R.Banks, other than reserve balances         12,281     +     536     -   1,735        12,518 
  U.S. Treasury, general account                              5,430     +     669     -   1,220         5,645 
  Foreign official                                              103     +       6     +       9            98 
  Service-related                                             6,469     -     180     -     523         6,469 
     Required clearing balances                               6,469     -     180     -     523         6,469 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         278     +      40     -       2           306 
Other liabilities and capital                                41,351     +     201     +   5,335        40,689 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  900,999     +   2,779     +  28,532       902,690 
                                                              
Reserve balances with Federal Reserve Banks                  12,475     -     729     +   4,209         4,172 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,998,409     +   3,163     + 323,745     1,998,716 
     U.S. Treasury                                        1,214,132     -     710     +  82,767     1,215,623 
     Federal agency                                         784,277     +   3,873     + 240,979       783,093 
  Securities lent to dealers                                  3,729     +     410     +   2,120         6,021 
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
Oct 3, 2007
Wednesday
Sep 26, 2007
Wednesday
Oct 4, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,120         +      15         +     272 
Securities, repurchase agreements, and loans                    815,053         -  20,787         +  27,605 
   Securities held outright                                     779,624         -       9         +  10,692 
      U.S. Treasury (1)                                         779,624         -       9         +  10,692 
         Bills (2)                                              267,019                 0         -  10,000 
         Notes and bonds, nominal (2)                           472,142                 0         +  10,351 
         Notes and bonds, inflation-indexed (2)                    35,753                 0         +   9,734 
         Inflation compensation (3)                               4,711         -       8         +     607 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     35,250         -  20,750         +  17,000 
   Loans                                                            179         -      28         -      88 
Items in process of collection                      (823)         2,678         +      71         -   2,321 
Bank premises                                                     2,103         +      13         +     202 
Other assets (5)                                                 38,576         -     237         +     709 
      Total assets                                  (823)       872,766         -  20,925         +  26,466 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  777,405         +   2,562         +  20,312 
Reverse repurchase agreements (6)                                34,542         -     770         +   5,330 
Deposits                                              (0)        16,793         -  22,718         -   2,730 
  Depository institutions                                        10,744         -  23,495         -   2,131 
  U.S. Treasury, general account                                  5,645         +     702         -     577 
  Foreign official                                                   98         +       2         +       6 
  Other                                               (0)           306         +      73         -      28 
Deferred availability cash items                    (823)         3,337         +     157         -   1,514 
Other liabilities and accrued dividends (7)                       6,004         -       2         +     602 
      Total liabilities                             (823)       838,080         -  20,771         +  22,000 
                                                     
Capital Accounts                                     
Capital paid in                                                  17,290         +     143         +   2,213 
Surplus                                                          15,438         +      13         +   2,537 
Other capital accounts                                            1,958         -     310         -     284 
      Total capital                                              34,686         -     154         +   4,466 
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, October 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              47        46,514    -   5,648             0            0        35,250        34,542
16 days to 90 days         132       164,935    +   7,342             0            0             0             0
91 days to 1 year            0       169,183    -   3,182             0            0      ------       ------   
Over 1 to 5 years     ------         237,311    +   1,483             0            0      ------       ------   
Over 5 to 10 years    ------          75,487    -       1             0            0      ------       ------   
Over 10 years         ------          86,195    -       3             0            0      ------       ------   
           
All                        179       779,624    -       9             0            0        35,250       34,542 
 
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 October 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         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                                           1,120          37          62          81         100         119         158         128          49          40          81         119         147 
Securities, repurchase agreements,                                 
      and loans                              815,053      37,554     295,064      36,058      33,347      70,627      75,578      68,379      26,071      16,305      26,413      35,811      93,846 
   Securities held outright                  779,624      35,930     282,300      34,491      31,905      67,548      72,308      65,392      24,918      15,555      25,237      34,254      89,786 
      U.S. Treasury (1)                      779,624      35,930     282,300      34,491      31,905      67,548      72,308      65,392      24,918      15,555      25,237      34,254      89,786 
         Bills (2)                           267,019      12,306      96,687      11,813      10,927      23,135      24,765      22,397       8,534       5,328       8,644      11,732      30,752 
         Notes and bonds(3)                  512,606      23,624     185,613      22,678      20,977      44,413      47,543      42,996      16,383      10,228      16,593      22,522      59,035 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                35,250       1,625      12,764       1,559       1,443       3,054       3,269       2,957       1,127         703       1,141       1,549       4,060 
      Loans                                      179           0           0           7           0          25           0          30          27          47          35           8           0 
Items in process of collection                 3,501         122          52         350         301         165         277         262         149         249         586         274         713 
Bank premises                                  2,103         119         217          62         154         177         230         206         104         113         254         259         209 
Other assets(5)                               38,576       1,279      11,908       3,286       2,232       7,321       3,291       2,499         766         725         761         995       3,513 
Interdistrict settlement account                   0     - 4,458     +11,086     - 1,311     - 2,136     + 2,692     + 3,403     -   582     -   197     - 1,565     +   222     - 3,247     - 3,908 
          Total Assets                       873,589      35,217     323,315      39,064      34,529      82,118      84,220      72,007      27,339      16,101      28,718      34,921      96,040 
 
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 October 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           1,001,331      37,017     364,748      40,768      38,155      81,679     111,410      79,901      29,162      17,171      30,198      57,604     113,520 
  Less: notes held by F.R. Banks              223,927       5,891      72,650       8,011       8,731      15,053      35,042      14,649       3,990       3,148       3,846      25,960      26,955 
    Federal Reserve notes, net                777,405      31,126     292,098      32,757      29,424      66,626      76,368      65,252      25,171      14,022      26,352      31,644      86,564 
Reverse repurchase agreements (1)              34,542       1,592      12,507       1,528       1,414       2,993       3,204       2,897       1,104         689       1,118       1,518       3,978 
Deposits                                       16,794         493       8,006         353         674       1,965       1,046       1,187         318         224         380         614       1,534 
  Depository institutions                      10,744         486       2,121         349         671       1,831       1,042       1,184         315         223         378         613       1,530 
  U.S. Treasury, general account                5,645           0       5,645           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 98           1          68           5           3          11           3           2           0           1           0           1           3 
  Other                                           306           6         172           0           0         123           0           0           3           0           1           0           0 
Deferred availability cash items                4,159         216         123         510         553         289         479         333         143         295         254         258         708 
Other liabilities and accrued                                                 
  dividends (2)                                 6,004         271       1,796         280         274         896         561         475         225         158         213         277         576 
                                                                    
    Total liabilities                         838,904      33,697     314,530      35,428      32,339      72,769      81,658      70,144      26,962      15,388      28,317      34,310      93,361 
                                                                    
Capital                                                             
Capital paid in                                17,290         973       4,289       1,810       1,089       4,661       1,229         909         179         353         190         297       1,310 
Surplus                                        15,438         396       3,827       1,811       1,087       4,098       1,278         860         167         276         176         214       1,248 
Other capital                                   1,958         150         669          14          15         590          56          93          31          84          35         100         122 
     Total liabilities and capital            873,589      35,217     323,315      39,064      34,529      82,118      84,220      72,007      27,339      16,101      28,718      34,921      96,040 
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
Oct 3, 2007
Federal Reserve notes outstanding        1,001,331  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   223,927  
      Federal Reserve Notes to be         
         collateralized                    777,405  
Collateral held against Federal Reserve             
   notes                                   777,405  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           764,168  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      814,874  
   Less:face value of securities under    
         reverse repurchase agreements      34,586  
      U.S. Treasury and agency securities  
             eligible to be pledged        780,288  
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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