Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 20, 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 20, 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 19, 2007
Week ended
Dec 19, 2007
Change from week ended
Dec 12, 2007 Dec 20, 2006
                                                              
Reserve Bank Credit                                         870,930     +   7,157     +  25,466       872,803 
 Securities held outright                                   769,748     -   4,980     -   7,182       769,755 
    U.S. Treasury (1)                                       769,748     -   4,980     -   7,182       769,755 
       Bills (2)                                            257,019     -   5,000     -  20,000       257,019 
       Notes and bonds, nominal (2)                         470,984             0     +   5,186       470,984 
       Notes and bonds, inflation-indexed (2)                36,911             0     +   6,806        36,911 
       Inflation compensation (3)                             4,834     +      20     +     826         4,842 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    55,750     +  10,107     +  26,821        57,750 
 Loans to depository institutions                             4,619     +   1,572     +   4,427         4,765 
    Primary credit                                            4,586     +   1,577     +   4,479         4,735 
    Secondary credit                                              0     -       3             0             0 
    Seasonal credit                                              32     -       4     -      53            31 
 Float                                                         -369     +     413     -   1,266          -670 
 Other Federal Reserve assets                               41,183    +      46    +   2,666       41,203 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,793     +      14     +     602        38,793 
                                                              
Total factors supplying reserve funds                       922,964     +   7,171     +  26,067       924,838 
                                                                          
Currency in circulation(5)                                  819,571     +   1,276     +  10,920       823,138 
Reverse repurchase agreements (6)                            37,089     -     883     +   7,548        36,430 
   Foreign official and international accounts               37,089     -     883     +   7,548        36,430 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          247     -       9     +      43           246 
Deposits with F.R.Banks, other than reserve balances         14,475     +   2,718     +   1,046        11,540 
  U.S. Treasury, general account                              7,500     +   2,669     +   1,434         4,586 
  Foreign official                                              104     +       7     +       9            96 
  Service-related                                             6,598     +      45     -     425         6,598 
     Required clearing balances                               6,541             0     -     475         6,541 
     Adjustments to compensate for float                         57     +      44     +      50            57 
  Other                                                         272     -       3     +      27           260 
Other liabilities and capital                                42,809     -     255     +   6,383        42,403 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  914,190     +   2,847     +  25,939       913,757 
                                                              
Reserve balances with Federal Reserve Banks                   8,775     +   4,324     +     130        11,080 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         2,047,895     +   7,592     + 305,793     2,047,648 
     U.S. Treasury                                        1,224,633     -   3,981     +  68,034     1,221,665 
     Federal agency                                         823,262     +  11,574     + 237,760       825,983 
  Securities lent to dealers                                 10,752     +   2,833     +   9,789         8,449 
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 19, 2007
Wednesday
Dec 12, 2007
Wednesday
Dec 20, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,198         -      11         +     377 
Securities, repurchase agreements, and loans                    832,271         +   5,239         +  21,042 
   Securities held outright                                     769,755         -   4,980         -   7,883 
      U.S. Treasury (1)                                         769,755         -   4,980         -   7,883 
         Bills (2)                                              257,019         -   5,000         -  20,000 
         Notes and bonds, nominal (2)                           470,984                 0         +   4,462 
         Notes and bonds, inflation-indexed (2)                    36,911                 0         +   6,806 
         Inflation compensation (3)                               4,842         +      21         +     849 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     57,750         +  10,000         +  24,250 
   Loans                                                          4,765         +     218         +   4,675 
Items in process of collection                      (709)         3,385         +     972         -   1,429 
Bank premises                                                     2,124         +       4         +     193 
Other assets (5)                                                 39,061         -      26         +   2,148 
      Total assets                                  (709)       891,276         +   6,179         +  22,332 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  785,785         +   3,272         +   9,876 
Reverse repurchase agreements (6)                                36,430         -   1,334         +   6,527 
Deposits                                              (0)        22,602         +   3,991         +     330 
  Depository institutions                                        17,661         +   3,772         +   1,172 
  U.S. Treasury, general account                                  4,586         +     253         -     850 
  Foreign official                                                   96         -       1         +       7 
  Other                                               (0)           260         -      32         +       2 
Deferred availability cash items                    (709)         4,055         +     670         -     412 
Other liabilities and accrued dividends (7)                       5,860         -      87         -      89 
      Total liabilities                             (709)       854,733         +   6,513         +  16,234 
                                                     
Capital Accounts                                     
Capital paid in                                                  18,217         -      65         +   2,891 
Surplus                                                          15,460         -       1         +   4,906 
Other capital accounts                                            2,867         -     266         -   1,698 
      Total capital                                              36,543         -     334         +   6,098 
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 19, 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             265        48,814    +   2,703             0            0        49,750        36,430
16 days to 90 days       4,500       153,854    -   8,842             0            0         8,000             0
91 days to 1 year            0       162,951    +   2,463             0            0      ------       ------   
Over 1 to 5 years     ------         233,394    -   1,315             0            0      ------       ------   
Over 5 to 10 years    ------          81,942    +       4             0            0      ------       ------   
Over 10 years         ------          88,801    +       8             0            0      ------       ------   
           
All                      4,765       769,755    -   4,980             0            0        57,750       36,430 
 
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 19, 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                                           1,198          38          56          90         112         139         157         138          52          46          73         130         166 
Securities, repurchase agreements,                                 
      and loans                              832,271      38,362     304,138      36,614      33,864      71,697      76,749      69,413      26,448      16,518      26,801      36,360      95,306 
   Securities held outright                  769,755      35,475     278,726      34,054      31,501      66,693      71,393      64,565      24,602      15,358      24,918      33,820      88,650 
      U.S. Treasury (1)                      769,755      35,475     278,726      34,054      31,501      66,693      71,393      64,565      24,602      15,358      24,918      33,820      88,650 
         Bills (2)                           257,019      11,845      93,066      11,371      10,518      22,269      23,838      21,558       8,215       5,128       8,320      11,293      29,600 
         Notes and bonds(3)                  512,736      23,630     185,660      22,684      20,983      44,425      47,555      43,007      16,388      10,230      16,598      22,528      59,050 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                57,750       2,661      20,911       2,555       2,363       5,004       5,356       4,844       1,846       1,152       1,869       2,537       6,651 
      Loans                                    4,765         226       4,501           5           0           0           0           5           0           7          14           3           5 
Items in process of collection                 4,094         108          67         343       1,204         188         185         235         108         248         679         162         567 
Bank premises                                  2,124         119         215          64         154         181         230         204         110         113         264         257         214 
Other assets(5)                               39,061       1,287      12,055       3,374       2,265       7,460       3,300       2,526         752         728         766         999       3,549 
Interdistrict settlement account                   0     - 2,308     - 6,882     -    74     -   625     + 4,761     -   854     + 5,954     + 3,663     +   827     + 3,775     - 2,698     - 5,540 
          Total Assets                       891,985      38,171     314,574      40,950      37,507      85,441      81,050      79,585      31,529      18,713      32,760      35,922      95,783 
 
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 19, 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           1,014,232      39,332     357,705      42,109      39,690      81,451     109,388      87,113      33,349      19,434      33,726      57,653     113,282 
  Less: notes held by F.R. Banks              228,447       6,253      76,445       8,156       7,915      14,542      36,948      14,611       4,033       3,012       3,538      25,255      27,739 
    Federal Reserve notes, net                785,785      33,079     281,261      33,953      31,775      66,909      72,440      72,501      29,316      16,423      30,188      32,398      85,542 
Reverse repurchase agreements (1)              36,430       1,679      13,191       1,612       1,491       3,156       3,379       3,056       1,164         727       1,179       1,601       4,196 
Deposits                                       22,602         977       9,069         672       1,113       4,100       1,393       1,469         362         334         372         678       2,063 
  Depository institutions                      17,661         966       4,246         667       1,109       4,027       1,390       1,466         350         334         370         677       2,059 
  U.S. Treasury, general account                4,586           0       4,586           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                                           260          10         172           1           2          62           0           0          12           0           2           0           0 
Deferred availability cash items                4,764         245         141         807         552         375         426         375         105         361         439         233         707 
Other liabilities and accrued                                                 
  dividends (2)                                 5,860         261       1,698         283         272         975         557         455         206         155         191         265         542 
                                                                    
    Total liabilities                         855,442      36,241     305,360      37,327      35,203      75,515      78,195      77,856      31,154      17,999      32,369      35,173      93,050 
                                                                    
Capital                                                             
Capital paid in                                18,217       1,049       4,538       1,814       1,154       4,996       1,420         819         180         354         190         362       1,339 
Surplus                                        15,460         396       3,845       1,810       1,088       4,099       1,279         861         167         276         176         215       1,248 
Other capital                                   2,867         485         832           0          61         831         156          50          28          83          24         171         146 
     Total liabilities and capital            891,985      38,171     314,574      40,950      37,507      85,441      81,050      79,585      31,529      18,713      32,760      35,922      95,783 
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 19, 2007
Federal Reserve notes outstanding        1,014,232  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   228,447  
      Federal Reserve Notes to be         
         collateralized                    785,785  
Collateral held against Federal Reserve             
   notes                                   785,785  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           772,548  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      827,505  
   Less:face value of securities under    
         reverse repurchase agreements      36,470  
      U.S. Treasury and agency securities  
             eligible to be pledged        791,035  
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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