Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 06, 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
July 6, 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
Jul 5, 2006
Week ended
Jul 5, 2006
Change from week ended
Jun 28, 2006 Jul 6, 2005
                                                              
Reserve Bank Credit                                         836,187     +  11,458     +  40,391       836,958 
 Securities held outright                                   766,371     +      41     +  41,652       766,385 
    U.S. Treasury (1)                                       766,371     +      41     +  41,652       766,385 
       Bills (2)                                            275,370             0     +  10,355       275,370 
       Notes and bonds, nominal (2)                         464,580             0     +  27,206       464,580 
       Notes and bonds, inflation-indexed (2)                22,646             0     +   3,113        22,646 
       Inflation compensation (3)                             3,775     +      41     +     978         3,789 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    29,464     +  11,035     -     607        28,250 
 Loans to depository institutions                               291     -       2     -     454           282 
    Primary credit                                               15     -       1     -     524             6 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             276     -       1     +      70           276 
 Float                                                         -428     +     194     -     941         1,475 
 Other Federal Reserve assets                               40,488    +     188    +     740       40,567 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,062     +      14     +   1,447        38,062 
                                                              
Total factors supplying reserve funds                       887,490     +  11,472     +  41,838       888,261 
                                                                          
Currency in circulation(5)                                  798,204     +   5,267     +  31,703       800,735 
Reverse repurchase agreements (6)                            29,683     +   2,641     +   3,916        29,086 
   Foreign official and international accounts               29,683     +   2,641     +   3,916        29,086 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          173     -      20     -      64           167 
Deposits with F.R.Banks, other than reserve balances         12,849     +     437     +     319        13,037 
  U.S. Treasury, general account                              5,334     +     410     +   1,494         5,528 
  Foreign official                                              111     +      24     -      14            90 
  Service-related                                             7,162     -       4     -   1,116         7,162 
     Required clearing balances                               7,162     -       4     -   1,116         7,162 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         242     +       7     -      45           258 
Other liabilities and capital                                34,926     -     152     +   5,883        34,629 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  875,835     +   8,173     +  41,757       877,654 
                                                              
Reserve balances with Federal Reserve Banks                  11,655     +   3,299     +      81        10,607 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,636,139     -   2,136     + 198,165     1,637,480 
     U.S. Treasury                                        1,117,918     -   2,668     +  31,982     1,119,882 
     Federal agency                                         518,220     +     531     + 166,182       517,598 
  Securities lent to dealers                                  6,725     +   4,385     +   1,369         5,613 
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
Jul 5, 2006
Wednesday
Jun 28, 2006
Wednesday
Jul 6, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                696         -      24         +      88 
Securities, repurchase agreements, and loans                    794,917         +   5,768         +  35,978 
   Securities held outright                                     766,385         +      36         +  41,668 
      U.S. Treasury (1)                                         766,385         +      36         +  41,668 
         Bills (2)                                              275,370                 0         +  10,355 
         Notes and bonds, nominal (2)                           464,580                 0         +  27,206 
         Notes and bonds, inflation-indexed (2)                    22,646                 0         +   3,113 
         Inflation compensation (3)                               3,789         +      36         +     993 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     28,250         +   5,750         -   5,750 
   Loans                                                            282         -      18         +      60 
Items in process of collection                    (1,423)         5,979         +   1,355         -   4,939 
Bank premises                                                     1,857         +       2         +      41 
Other assets (5)                                                 38,463         +     149         +     430 
      Total assets                                (1,423)       855,149         +   7,251         +  31,598 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  763,532         +   5,211         +  31,015 
Reverse repurchase agreements (6)                                29,086         -   1,314         +   4,622 
Deposits                                              (2)        23,397         +   3,958         -   5,947 
  Depository institutions                                        17,521         +   3,282         -   6,903 
  U.S. Treasury, general account                                  5,528         +     649         +     984 
  Foreign official                                                   90                 0         +       8 
  Other                                               (2)           258         +      27         -      37 
Deferred availability cash items                  (1,421)         4,505         -     592         -   3,927 
Other liabilities and accrued dividends (7)                       4,727         -     452         +   1,502 
      Total liabilities                           (1,423)       825,247         +   6,811         +  27,265 
                                                     
Capital Accounts                                     
Capital paid in                                                  14,975         +       7         +   2,036 
Surplus                                                          12,901                 0         +   1,464 
Other capital accounts                                            2,026         +     433         +     832 
      Total capital                                              29,902         +     440         +   4,333 
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, July 5, 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              47        58,899    -   2,410             0            0        28,250        29,086
16 days to 90 days         235       174,987    +   2,020             0            0             0             0
91 days to 1 year            0       176,068    -     935             0            0      ------       ------   
Over 1 to 5 years     ------         217,323    +   1,341             0            0      ------       ------   
Over 5 to 10 years    ------          60,717    +       5             0            0      ------       ------   
Over 10 years         ------          78,392    +      17             0            0      ------       ------   
           
All                        282       766,385    +      36             0            0        28,250       29,086 
 
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 July 5, 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                                             696          31          40          30          66          62          87          74          34          31          58          68         116 
Securities, repurchase agreements,                                 
      and loans                              794,917      36,573     311,910      33,273      33,092      63,664      64,165      70,459      24,386      15,679      22,470      34,398      84,847 
   Securities held outright                  766,385      36,571     283,660      33,273      33,092      63,664      64,159      70,369      24,349      15,580      22,441      34,394      84,831 
      U.S. Treasury (1)                      766,385      36,571     283,660      33,273      33,092      63,664      64,159      70,369      24,349      15,580      22,441      34,394      84,831 
         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)                  491,015      23,430     181,738      21,318      21,202      40,789      41,106      45,085      15,600       9,982      14,378      22,036      54,351 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                28,250           0      28,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                      282           3           0           0           0           0           6          90          37          99          28           4          15 
Items in process of collection                 7,403         458         590         222       1,015         326         875         516         260         294         801         384       1,662 
Bank premises                                  1,857         113         206          57         157         154         231         208          70         118         115         259         171 
Other assets(5)                               38,463       1,224      13,918       1,819       2,264       6,905       2,728       2,739         748         701         720         954       3,743 
Interdistrict settlement account                   0     -    75     - 3,906     + 1,919     -   660     + 3,440     + 3,373     - 7,401     -   264     +    47     + 1,551     - 2,021     + 3,997 
          Total Assets                       856,572      38,925     327,771      37,866      36,485      75,550      72,648      67,754      25,632      17,111      26,104      34,715      96,012 
 
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 July 5, 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             929,257      38,135     348,559      39,754      37,076      73,357      90,449      74,131      27,392      17,271      27,176      48,997     106,960 
  Less: notes held by F.R. Banks              165,725       3,518      50,525       7,132       5,917      12,642      25,248      12,978       3,824       2,126       3,512      17,274      21,029 
    Federal Reserve notes, net                763,532      34,617     298,034      32,622      31,158      60,715      65,201      61,152      23,568      15,145      23,665      31,723      85,931 
Reverse repurchase agreements (1)              29,086       1,388      10,766       1,263       1,256       2,416       2,435       2,671         924         591         852       1,305       3,220 
Deposits                                       23,399       1,475       9,121         871       1,212       3,582       1,800       1,325         509         290         527         726       1,960 
  Depository institutions                      17,521       1,473       3,367         866       1,209       3,488       1,817       1,322         501         270         525         725       1,956 
  U.S. Treasury, general account                5,528           0       5,528           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 90           1          61           2           3          11           3           3           0           1           1           0           4 
  Other                                           260           1         165           3           0          82         -19           1           7          19           1           0           0 
Deferred availability cash items                5,926         411         565         264         544         276         603         282         124         455         536         288       1,577 
Other liabilities and accrued                                                 
  dividends (2)                                 4,727         239       1,592         216         227         442         406         434         177         124         162         229         479 
                                                                    
    Total liabilities                         826,670      38,130     320,078      35,236      34,397      67,430      70,445      65,865      25,302      16,606      25,742      34,270      93,167 
                                                                    
Capital                                                             
Capital paid in                                14,975         382       3,674       1,744       1,024       4,014       1,069         908         155         243         174         209       1,377 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,026          96         334         142          50         798         242         105          31          16          13          83         118 
     Total liabilities and capital            856,572      38,925     327,771      37,866      36,485      75,550      72,648      67,754      25,632      17,111      26,104      34,715      96,012 
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
Jul 5, 2006
Federal Reserve notes outstanding          929,257  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   165,725  
      Federal Reserve Notes to be         
         collateralized                    763,532  
Collateral held against Federal Reserve             
   notes                                   763,532  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           750,295  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      794,635  
   Less:face value of securities under    
         reverse repurchase agreements      29,126  
      U.S. Treasury and agency securities  
             eligible to be pledged        765,509  
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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