Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 06, 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
December 6, 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
Dec 5, 2007
Week ended
Dec 5, 2007
Change from week ended
Nov 28, 2007 Dec 6, 2006
                                                              
Reserve Bank Credit                                         866,962     -   2,658     +  24,652       868,380 
 Securities held outright                                   779,705     +      22     +   6,337       779,715 
    U.S. Treasury (1)                                       779,705     +      22     +   6,337       779,715 
       Bills (2)                                            267,019             0     -  10,000       267,019 
       Notes and bonds, nominal (2)                         470,984             0     +   8,831       470,984 
       Notes and bonds, inflation-indexed (2)                36,911             0     +   6,806        36,911 
       Inflation compensation (3)                             4,791     +      21     +     699         4,801 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    46,857     -   2,393     +  17,178        46,500 
 Loans to depository institutions                               342     +     287     +     159         2,146 
    Primary credit                                              309     +     302     +     208         2,108 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              33     -      15     -      49            38 
 Float                                                         -759     -     191     -   1,937          -915 
 Other Federal Reserve assets                               40,817    -     383    +   2,914       40,934 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,765     +      14     +     588        38,765 
                                                              
Total factors supplying reserve funds                       918,968     -   2,644     +  25,240       920,386 
                                                                          
Currency in circulation(5)                                  818,102     -   3,890     +  12,499       819,261 
Reverse repurchase agreements (6)                            36,036     +     890     +   6,835        36,650 
   Foreign official and international accounts               36,036     +     890     +   6,835        36,650 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          265     -       2     +      99           257 
Deposits with F.R.Banks, other than reserve balances         11,794     -     277     -     507        12,011 
  U.S. Treasury, general account                              4,905     -     271     -     155         5,079 
  Foreign official                                               97             0     +       6            96 
  Service-related                                             6,486     -       1     -     346         6,486 
     Required clearing balances                               6,486     -       1     -     346         6,486 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         306     -       5     -      13           350 
Other liabilities and capital                                42,697     -     551     +   6,359        42,710 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  908,894     -   3,830     +  25,285       910,890 
                                                              
Reserve balances with Federal Reserve Banks                  10,074     +   1,187     -      45         9,497 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         2,036,737     +   5,262     + 324,168     2,033,518 
     U.S. Treasury                                        1,225,718     +     425     +  77,192     1,225,176 
     Federal agency                                         811,019     +   4,838     + 246,976       808,342 
  Securities lent to dealers                                  5,747     -   2,259     +   3,715         4,486 
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
Dec 5, 2007
Wednesday
Nov 28, 2007
Wednesday
Dec 6, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,190         +      25         +     376 
Securities, repurchase agreements, and loans                    828,361         +   2,614         +  21,880 
   Securities held outright                                     779,715         +      22         +   5,500 
      U.S. Treasury (1)                                         779,715         +      22         +   5,500 
         Bills (2)                                              267,019                 0         -  10,000 
         Notes and bonds, nominal (2)                           470,984                 0         +   7,969 
         Notes and bonds, inflation-indexed (2)                    36,911                 0         +   6,806 
         Inflation compensation (3)                               4,801         +      22         +     724 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     46,500         +     500         +  14,500 
   Loans                                                          2,146         +   2,092         +   1,880 
Items in process of collection                      (700)         2,445         +     882         -   4,982 
Bank premises                                                     2,118         +       4         +     195 
Other assets (5)                                                 38,814         -     210         +   2,556 
      Total assets                                  (700)       886,165         +   3,317         +  20,025 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  781,939         -   1,736         +  12,282 
Reverse repurchase agreements (6)                                36,650         +   2,378         +   7,611 
Deposits                                              (0)        21,506         +   1,930         -   4,953 
  Depository institutions                                        15,981         +   1,504         -   5,594 
  U.S. Treasury, general account                                  5,079         +     368         +     556 
  Foreign official                                                   96         -       1         +       2 
  Other                                               (0)           350         +      59         +      83 
Deferred availability cash items                    (700)         3,360         +     482         -   1,472 
Other liabilities and accrued dividends (7)                       5,996         +      92         +      28 
      Total liabilities                             (700)       849,451         +   3,146         +  13,497 
                                                     
Capital Accounts                                     
Capital paid in                                                  18,187         -      91         +   2,879 
Surplus                                                          15,461         +       4         +   4,907 
Other capital accounts                                            3,066         +     257         -   1,257 
      Total capital                                              36,714         +     171         +   6,529 
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, December 5, 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             113        49,744    -   8,456             0            0        38,500        36,650
16 days to 90 days       2,033       164,739    +   5,933             0            0         8,000             0
91 days to 1 year            0       159,811    -     635             0            0      ------       ------   
Over 1 to 5 years     ------         234,701    +   3,167             0            0      ------       ------   
Over 5 to 10 years    ------          81,935    +       4             0            0      ------       ------   
Over 10 years         ------          88,785    +       9             0            0      ------       ------   
           
All                      2,146       779,715    +      22             0            0        46,500       36,650 
 
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 December 5, 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                                           1,190          40          59          88         115         131         155         139          52          44          74         131         162 
Securities, repurchase agreements,                                 
      and loans                              828,361      38,080     301,270      36,559      33,811      71,585      76,630      69,307      26,407      16,491      26,762      36,305      95,155 
   Securities held outright                  779,715      35,934     282,333      34,495      31,908      67,556      72,317      65,400      24,920      15,557      25,240      34,258      89,797 
      U.S. Treasury (1)                      779,715      35,934     282,333      34,495      31,908      67,556      72,317      65,400      24,920      15,557      25,240      34,258      89,797 
         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)                  512,696      23,628     185,646      22,682      20,981      44,421      47,551      43,003      16,386      10,229      16,596      22,526      59,045 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                46,500       2,143      16,838       2,057       1,903       4,029       4,313       3,900       1,486         928       1,505       2,043       5,355 
      Loans                                    2,146           3       2,100           7           0           0           0           7           0           6          17           4           3 
Items in process of collection                 3,145         136          64         152         263         119         629         128          69         203         341         305         737 
Bank premises                                  2,118         119         215          63         153         181         230         204         108         113         264         257         212 
Other assets(5)                               38,814       1,261      11,852       3,483       2,262       7,517       3,292       2,479         734         722         747         966       3,498 
Interdistrict settlement account                   0     - 2,715     + 3,196     -   757     -   367     + 4,672     - 3,910     + 1,074     + 3,387     -    15     + 3,656     - 2,897     - 5,324 
          Total Assets                       886,865      37,485     321,583      40,125      36,769      85,221      78,309      74,445      31,154      17,792      32,244      35,778      95,958 
 
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 December 5, 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           1,005,311      39,212     358,532      41,434      38,890      81,529     107,259      82,373      32,970      18,651      33,259      57,862     113,340 
  Less: notes held by F.R. Banks              223,372       6,228      71,374       7,974       7,685      14,076      37,644      14,808       3,982       2,964       3,483      25,601      27,553 
    Federal Reserve notes, net                781,939      32,983     287,158      33,460      31,205      67,453      69,615      67,566      28,989      15,686      29,776      32,260      85,787 
Reverse repurchase agreements (1)              36,650       1,689      13,271       1,621       1,500       3,175       3,399       3,074       1,171         731       1,186       1,610       4,221 
Deposits                                       21,506         510      10,034         559         938       3,221       1,454       1,204         309         248         411         667       1,951 
  Depository institutions                      15,981         482       4,658         554         934       3,135       1,442       1,202         296         247         417         666       1,947 
  U.S. Treasury, general account                5,079           0       5,079           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                                           350          27         232           0           0          76           8           0          12           0          -7           0           0 
Deferred availability cash items                4,060         217         108         564         528         304         437         326          90         252         269         221         744 
Other liabilities and accrued                                                 
  dividends (2)                                 5,996         265       1,732         284         275         985         593         465         215         157         201         270         553 
                                                                    
    Total liabilities                         850,151      35,665     312,304      36,488      34,446      75,138      75,498      72,635      30,775      17,075      31,844      35,029      93,255 
                                                                    
Capital                                                             
Capital paid in                                18,187         985       4,538       1,813       1,154       4,995       1,411         880         180         354         190         362       1,323 
Surplus                                        15,461         396       3,845       1,811       1,088       4,099       1,279         861         167         276         176         214       1,248 
Other capital                                   3,066         440         897          12          81         989         121          69          32          87          34         172         132 
     Total liabilities and capital            886,865      37,485     321,583      40,125      36,769      85,221      78,309      74,445      31,154      17,792      32,244      35,778      95,958 
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
Dec 5, 2007
Federal Reserve notes outstanding        1,005,311  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   223,372  
      Federal Reserve Notes to be         
         collateralized                    781,939  
Collateral held against Federal Reserve             
   notes                                   781,939  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           768,702  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      826,215  
   Less:face value of securities under    
         reverse repurchase agreements      36,701  
      U.S. Treasury and agency securities  
             eligible to be pledged        789,514  
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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