Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  June 01, 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
June 1, 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
May 31, 2006
Week ended
May 31, 2006
Change from week ended
May 24, 2006 Jun 1, 2005
                                                              
Reserve Bank Credit                                         826,970     +   4,139     +  34,496       833,645 
 Securities held outright                                   762,401     +   1,952     +  37,836       762,411 
    U.S. Treasury (1)                                       762,401     +   1,952     +  37,836       762,411 
       Bills (2)                                            275,370             0     +  10,605       275,370 
       Notes and bonds, nominal (2)                         460,850     +   1,918     +  22,772       460,850 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,538        22,646 
       Inflation compensation (3)                             3,535     +      34     +     921         3,545 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    26,429     +   3,572     -   3,285        30,750 
 Loans to depository institutions                               195     +      21     +      39           207 
    Primary credit                                               23     +       2     +      12            20 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             172     +      20     +      27           187 
 Float                                                       -1,520     -   1,734     -     516         1,030 
 Other Federal Reserve assets                               39,465    +     328    +     423       39,248 
Gold stock                                                   11,041             0     -       1        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            37,991     +      14     +   1,446        37,991 
                                                              
Total factors supplying reserve funds                       878,202     +   4,153     +  35,942       884,877 
                                                                          
Currency in circulation(5)                                  798,199     +   4,348     +  37,753       799,113 
Reverse repurchase agreements (6)                            23,584     +     366     -   1,541        24,603 
   Foreign official and international accounts               23,584     +     366     -   1,541        24,603 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          188     +       3     -      89           196 
Deposits with F.R.Banks, other than reserve balances         12,790     -     428     -   1,355        10,545 
  U.S. Treasury, general account                              4,870     -     606     -      57         2,637 
  Foreign official                                               88             0     +       4            86 
  Service-related                                             7,580     +     215     -   1,271         7,580 
     Required clearing balances                               7,580     +     215     -   1,271         7,580 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         253     -      35     -      31           242 
Other liabilities and capital                                34,002     +     496     +   4,705        34,508 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  868,764     +   4,787     +  39,474       868,964 
                                                              
Reserve balances with Federal Reserve Banks                   9,438     -     633     -   3,532        15,913 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,614,555     -   2,011     + 188,258     1,619,796 
     U.S. Treasury                                        1,114,648     -   2,452     +  29,669     1,115,371 
     Federal agency                                         499,907     +     442     + 158,589       504,425 
  Securities lent to dealers                                  2,876     +   1,540     -   1,564         4,426 
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
May 31, 2006
Wednesday
May 24, 2006
Wednesday
Jun 1, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                716         -      27         +     114 
Securities, repurchase agreements, and loans                    793,368         +   8,311         +  36,298 
   Securities held outright                                     762,411         +      33         +  36,985 
      U.S. Treasury (1)                                         762,411         +      33         +  36,985 
         Bills (2)                                              275,370                 0         +  10,355 
         Notes and bonds, nominal (2)                           460,850                 0         +  22,172 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,538 
         Inflation compensation (3)                               3,545         +      32         +     920 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     30,750         +   8,250         -     750 
   Loans                                                            207         +      28         +      63 
Items in process of collection                    (1,974)         8,412         +   3,002         -   1,103 
Bank premises                                                     1,837         +       1         +      20 
Other assets (5)                                                 37,314         +      60         +     288 
      Total assets                                (1,974)       854,883         +  11,346         +  35,615 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  762,030         +   2,750         +  35,565 
Reverse repurchase agreements (6)                                24,603         +   1,800         -     129 
Deposits                                              (0)        26,360         +   3,480         -   4,605 
  Depository institutions                                        23,395         +   6,041         -   3,136 
  U.S. Treasury, general account                                  2,637         -   2,551         -   1,402 
  Foreign official                                                   86         +       1         +       6 
  Other                                               (0)           242         -      10         -      72 
Deferred availability cash items                  (1,974)         7,383         +   1,956         -   1,021 
Other liabilities and accrued dividends (7)                       4,888         -       1         +   1,480 
      Total liabilities                           (1,974)       825,264         +   9,985         +  31,291 
                                                     
Capital Accounts                                     
Capital paid in                                                  14,956         +   1,090         +   2,062 
Surplus                                                          12,901                 0         +   1,537 
Other capital accounts                                            1,762         +     271         +     725 
      Total capital                                              29,619         +   1,361         +   4,324 
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, May 31, 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             171        58,534    -   7,306             0            0        30,750        24,603
16 days to 90 days          36       164,445    +   1,166             0            0             0             0
91 days to 1 year            0       188,284    +   6,537             0            0      ------       ------   
Over 1 to 5 years     ------         213,268    -     384             0            0      ------       ------   
Over 5 to 10 years    ------          59,600    +       5             0            0      ------       ------   
Over 10 years         ------          78,280    +      15             0            0      ------       ------   
           
All                        207       762,411    +      33             0            0        30,750       24,603 
 
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 May 31, 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                      11,037         486       4,139         463         446         853       1,023         947         328         211         324         575       1,242 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             716          34          53          33          71          60          82          78          36          33          58          65         115 
Securities, repurchase agreements,                                 
      and loans                              793,368      36,391     312,939      33,102      32,921      63,334      63,834      70,086      24,251      15,540      22,347      34,217      84,407 
   Securities held outright                  762,411      36,381     282,189      33,101      32,921      63,334      63,827      70,004      24,223      15,499      22,325      34,216      84,391 
      U.S. Treasury (1)                      762,411      36,381     282,189      33,101      32,921      63,334      63,827      70,004      24,223      15,499      22,325      34,216      84,391 
         Bills (2)                           275,370      13,140     101,922      11,955      11,890      22,875      23,053      25,284       8,749       5,598       8,063      12,358      30,481 
         Notes and bonds(3)                  487,041      23,241     180,267      21,145      21,030      40,459      40,774      44,720      15,474       9,901      14,262      21,858      53,911 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                30,750           0      30,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                      207          10           0           1           0           0           7          82          28          40          22           1          16 
Items in process of collection                10,386         852         979         427         842         746       1,484         620         405         372         753         938       1,969 
Bank premises                                  1,837         113         205          57         156         154         230         208          70         118         100         260         166 
Other assets(5)                               37,314       1,155      13,432       1,875       2,213       6,871       2,611       2,619         696         674         679         884       3,604 
Interdistrict settlement account                   0     - 1,524     - 4,921     + 2,146     -   301     + 3,410     + 2,338     - 6,203     -   237     +    53     + 1,894     - 2,014     + 5,360 
          Total Assets                       856,858      37,622     327,699      38,186      36,452      75,574      71,768      68,567      25,619      17,030      26,220      35,024      97,097 
 
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 May 31, 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             924,207      38,265     344,465      39,538      36,788      73,756      87,491      74,850      27,552      17,393      27,366      49,124     107,618 
  Less: notes held by F.R. Banks              162,177       4,103      47,349       6,716       5,471      12,265      23,582      13,432       3,977       2,304       3,687      17,756      21,536 
    Federal Reserve notes, net                762,030      34,163     297,116      32,821      31,317      61,491      63,910      61,418      23,575      15,089      23,678      31,368      86,082 
Reverse repurchase agreements (1)              24,603       1,174       9,106       1,068       1,062       2,044       2,060       2,259         782         500         720       1,104       2,723 
Deposits                                       26,360         652      11,314         673       1,007       2,669       2,053       2,071         580         336         687         904       3,414 
  Depository institutions                      23,395         650       8,455         653       1,004       2,586       2,063       2,068         578         335         685         909       3,410 
  U.S. Treasury, general account                2,637           0       2,637           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 86           1          57           2           3          11           3           3           0           1           1           0           4 
  Other                                           242           1         166          19           0          72         -13           0           1           0           1          -6           0 
Deferred availability cash items                9,358         657         893         849         752         739       1,145         508         186         480         614         980       1,555 
Other liabilities and accrued                                                 
  dividends (2)                                 4,888         239       1,610         254         244         530         413         435         177         124         156         223         485 
                                                                    
    Total liabilities                         827,238      36,885     320,040      35,665      34,382      67,472      69,581      66,691      25,299      16,530      25,855      34,579      94,259 
                                                                    
Capital                                                             
Capital paid in                                14,956         382       3,671       1,744       1,023       4,012       1,064         902         154         243         174         209       1,379 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   1,762          38         304          32          33         783         230          98          22          13          16          83         110 
     Total liabilities and capital            856,858      37,622     327,699      38,186      36,452      75,574      71,768      68,567      25,619      17,030      26,220      35,024      97,097 
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
May 31, 2006
Federal Reserve notes outstanding          924,207  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   162,177  
      Federal Reserve Notes to be         
         collateralized                    762,030  
Collateral held against Federal Reserve             
   notes                                   762,030  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           748,793  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      793,161  
   Less:face value of securities under    
         reverse repurchase agreements      24,633  
      U.S. Treasury and agency securities  
             eligible to be pledged        768,528  
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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