Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  February 23, 2006
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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
February 23, 2006
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
Feb 22, 2006
Week ended
Feb 22, 2006
Change from week ended
Feb 15, 2006 Feb 23, 2005
                                                              
Reserve Bank Credit                                         815,809     -      30     +  35,041       821,538 
 Securities held outright                                   751,487     +     862     +  33,642       752,549 
    U.S. Treasury (1)                                       751,487     +     862     +  33,642       752,549 
       Bills (2)                                            274,142     +     711     +  11,137       274,142 
       Notes and bonds, nominal (2)                         452,009     +     179     +  18,580       453,078 
       Notes and bonds, inflation-indexed (2)                22,196             0     +   3,088        22,196 
       Inflation compensation (3)                             3,141     -      27     +     838         3,133 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    27,536     +   3,179     +   3,572        29,000 
 Loans to depository institutions                                45     -      53     +      24           103 
    Primary credit                                                5     -      61             0            14 
    Secondary credit                                              8     +       8     +       8            59 
    Seasonal credit                                              32             0     +      16            30 
 Float                                                         -475     -   1,055     -     156         2,527 
 Other Federal Reserve assets                               37,216    -   2,963    -   2,040       37,358 
Gold stock                                                   11,044             0     +       2        11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            36,638     +      14     +     120        36,638 
                                                              
Total factors supplying reserve funds                       865,691     -      16     +  35,163       871,419 
                                                                          
Currency in circulation(5)                                  788,615     +   2,600     +  35,372       788,940 
Reverse repurchase agreements (6)                            23,786     +   1,390     -      71        24,510 
   Foreign official and international accounts               23,786     +   1,390     -      71        24,510 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          191     -       7     -      78           185 
Deposits with F.R.Banks, other than reserve balances         13,373     -     672     -     924        12,693 
  U.S. Treasury, general account                              5,005     -     219     -     245         4,334 
  Foreign official                                               84     -       7     +       3            88 
  Service-related                                             8,015     -     456     -     654         8,015 
     Required clearing balances                               8,015     -     456     -     654         8,015 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         269     +      10     -      27           257 
Other liabilities and capital                                32,014     +     224     +   4,579        31,739 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  857,979     +   3,536     +  38,878       858,067 
                                                              
Reserve balances with Federal Reserve Banks                   7,712     -   3,552     -   3,715        13,352 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,572,360     +  15,648     + 207,655     1,575,902 
     U.S. Treasury                                        1,124,600     +  13,325     +  47,243     1,127,880 
     Federal agency                                         447,759     +   2,322     + 160,412       448,023 
  Securities lent to dealers                                  2,067     +     732     -     899         4,685 
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
Feb 22, 2006
Wednesday
Feb 15, 2006
Wednesday
Feb 23, 2005
Assets                                               
Gold certificate account                                         11,040                 0         +       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                841         -       5         +      31 
Securities, repurchase agreements, and loans                    781,652         +     112         +  38,538 
   Securities held outright                                     752,549         +   1,222         +  34,710 
      U.S. Treasury (1)                                         752,549         +   1,222         +  34,710 
         Bills (2)                                              274,142                 0         +  11,137 
         Notes and bonds, nominal (2)                           453,078         +   1,248         +  19,649 
         Notes and bonds, inflation-indexed (2)                    22,196                 0         +   3,088 
         Inflation compensation (3)                               3,133         -      25         +     836 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     29,000         -     750         +   3,750 
   Loans                                                            103         -     361         +      79 
Items in process of collection                    (1,824)        10,442         +   4,898         +     787 
Bank premises                                                     1,820                 0         +      36 
Other assets (5)                                                 35,541         +     336         -   2,130 
      Total assets                                (1,824)       843,536         +   5,341         +  37,264 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  753,325         +   1,067         +  34,954 
Reverse repurchase agreements (6)                                24,510         +   1,815         +   1,036 
Deposits                                              (0)        26,048         +     530         -   2,297 
  Depository institutions                                        21,369         +   1,339         -   2,133 
  U.S. Treasury, general account                                  4,334         -     791         -     153 
  Foreign official                                                   88         -      13         +       7 
  Other                                               (0)           257         -       5         -      18 
Deferred availability cash items                  (1,824)         7,915         +   1,773         -     866 
Other liabilities and accrued dividends (7)                       4,326         +      77         +   1,315 
      Total liabilities                           (1,824)       816,123         +   5,262         +  34,141 
                                                     
Capital Accounts                                     
Capital paid in                                                  13,716         +       1         +   1,208 
Surplus                                                          12,901                 0         +   1,787 
Other capital accounts                                              796         +      78         +     128 
      Total capital                                              27,413         +      79         +   3,123 
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, February 22, 2006
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             103        57,558    -     281             0            0        29,000        24,510
16 days to 90 days           0       166,743    +     249             0            0             0             0
91 days to 1 year            0       180,550    +      30             0            0      ------       ------   
Over 1 to 5 years     ------         213,888    +   1,240             0            0      ------       ------   
Over 5 to 10 years    ------          54,931    +   1,875             0            0      ------       ------   
Over 10 years         ------          78,879    -   1,890             0            0      ------       ------   
           
All                        103       752,549    +   1,222             0            0        29,000       24,510 
 
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 February 22, 2006
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                      11,040         510       4,358         432         453         836         945         928         327         212         318         549       1,172 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             841          37          70          48          66          83         107          98          49          28          73          73         109 
Securities, repurchase agreements,                                 
      and loans                              781,652      38,511     327,471      26,696      31,791      57,432      58,221      67,786      23,352      15,721      21,289      37,064      76,316 
   Securities held outright                  752,549      38,503     298,412      26,696      31,791      57,432      58,221      67,771      23,352      15,717      21,285      37,064      76,304 
      U.S. Treasury (1)                      752,549      38,503     298,412      26,696      31,791      57,432      58,221      67,771      23,352      15,717      21,285      37,064      76,304 
         Bills (2)                           274,142      14,026     108,707       9,725      11,581      20,922      21,209      24,688       8,507       5,726       7,754      13,502      27,796 
         Notes and bonds(3)                  478,407      24,477     189,705      16,971      20,210      36,510      37,012      43,083      14,845       9,992      13,531      23,562      48,507 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                29,000           0      29,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                      103           8          59           0           0           0           0          15           0           4           4           0          13 
Items in process of collection                12,267         554         746         653       1,775         584       2,882         768         401         405         970         840       1,689 
Bank premises                                  1,820         112         206          53         157         152         232         211          70         119          88         260         159 
Other assets(5)                               35,541       1,155      13,243       1,579       2,097       6,388       2,395       2,469         685         655         642         913       3,321 
Interdistrict settlement account                   0     - 3,146     -38,318     + 5,762     +   245     +11,426     +10,073     - 1,587     + 1,336     -   277     + 2,085     - 3,259     +15,658 
          Total Assets                       845,361      37,848     308,651      35,306      36,689      77,049      75,021      70,885      26,292      16,893      25,532      36,538      98,658 
 
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 February 22, 2006
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             910,875      38,936     325,775      38,427      36,800      72,862      88,232      77,016      27,805      17,668      27,668      49,842     109,844 
  Less: notes held by F.R. Banks              157,550       4,955      46,778       7,053       5,166      11,933      20,753      12,503       3,643       2,700       4,729      16,461      20,876 
    Federal Reserve notes, net                753,325      33,981     278,997      31,374      31,634      60,929      67,479      64,512      24,162      14,968      22,939      33,380      88,968 
Reverse repurchase agreements (1)              24,510       1,254       9,719         869       1,035       1,871       1,896       2,207         761         512         693       1,207       2,485 
Deposits                                       26,048         802       9,701         541         992       5,575       2,136       1,294         523         324         651         838       2,672 
  Depository institutions                      21,369         793       5,135         539         987       5,493       2,133       1,290         520         323         650         838       2,668 
  U.S. Treasury, general account                4,334           0       4,334           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 88           1          59           2           3          11           3           3           0           1           1           0           4 
  Other                                           257           7         173           0           1          71           0           1           2           0           1           0           0 
Deferred availability cash items                9,739         904       1,096         830         769         814       1,139         659         382         470         740         561       1,374 
Other liabilities and accrued                                                 
  dividends (2)                                 4,326         231       1,516         176         208         392         360         402         158         120         137         218         407 
                                                                    
    Total liabilities                         817,948      37,172     301,029      33,790      34,639      69,580      73,011      69,074      25,986      16,395      25,160      36,205      95,906 
                                                                    
Capital                                                             
Capital paid in                                13,716         323       3,693         750       1,014       3,946       1,035         884         144         243         178         153       1,351 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                     796          35         243          22          22         216          82          50          18           9          19          27          52 
     Total liabilities and capital            845,361      37,848     308,651      35,306      36,689      77,049      75,021      70,885      26,292      16,893      25,532      36,538      98,658 
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
Feb 22, 2006
Federal Reserve notes outstanding          910,875  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   157,550  
      Federal Reserve Notes to be         
         collateralized                    753,325  
Collateral held against Federal Reserve             
   notes                                   753,325  
   Gold certificate account                 11,040  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           740,085  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      781,549  
   Less:face value of securities under    
         reverse repurchase agreements      24,540  
      U.S. Treasury and agency securities  
             eligible to be pledged        757,009  
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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