Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 14, 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
December 14, 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
Dec 13, 2006
Week ended
Dec 13, 2006
Change from week ended
Dec 6, 2006 Dec 14, 2005
                                                              
Reserve Bank Credit                                         837,607     -   4,757     +  25,985       838,600 
 Securities held outright                                   775,414     +   2,046     +  31,229       775,603 
    U.S. Treasury (1)                                       775,414     +   2,046     +  31,229       775,603 
       Bills (2)                                            277,019             0     +   5,749       277,019 
       Notes and bonds, nominal (2)                         464,241     +   2,088     +  14,646       464,445 
       Notes and bonds, inflation-indexed (2)                30,105             0     +  10,122        30,105 
       Inflation compensation (3)                             4,050     -      42     +     713         4,035 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,464     -   7,215     -   4,715        21,250 
 Loans to depository institutions                               228     +      45     +     147           936 
    Primary credit                                              147     +      46     +     136           853 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              81     -       1     +      11            84 
 Float                                                        1,527     +     337     -     517         2,706 
 Other Federal Reserve assets                               37,973    +      28    -     161       38,105 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,217     +      14     +   1,677        38,217 
                                                              
Total factors supplying reserve funds                       889,064     -   4,744     +  27,661       890,058 
                                                                          
Currency in circulation(5)                                  806,257     +     629     +  26,887       808,488 
Reverse repurchase agreements (6)                            28,082     -   1,119     +   2,910        28,302 
   Foreign official and international accounts               28,082     -   1,119     +   2,910        28,302 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          180     +      14     -      19           201 
Deposits with F.R.Banks, other than reserve balances         12,109     -     192     -   2,455        11,866 
  U.S. Treasury, general account                              4,740     -     320     -     656         4,500 
  Foreign official                                               91             0     -       8            91 
  Service-related                                             7,015     +     183     -   1,790         7,015 
     Required clearing balances                               7,015     +     183     -   1,790         7,015 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         264     -      55     -       1           260 
Other liabilities and capital                                36,439     +     101     +   3,331        36,119 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  883,067     -     568     +  30,655       884,975 
                                                              
Reserve balances with Federal Reserve Banks                   5,998     -   4,175     -   2,993         5,083 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,730,274     +  17,705     + 219,790     1,738,464 
     U.S. Treasury                                        1,161,198     +  12,672     +  58,148     1,162,238 
     Federal agency                                         569,076     +   5,033     + 161,643       576,225 
  Securities lent to dealers                                  3,146     +   1,114     -     674           952 
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 13, 2006
Wednesday
Dec 6, 2006
Wednesday
Dec 14, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                827         +      13         +     116 
Securities, repurchase agreements, and loans                    797,790         -   8,691         +  25,262 
   Securities held outright                                     775,603         +   1,388         +  31,414 
      U.S. Treasury (1)                                         775,603         +   1,388         +  31,414 
         Bills (2)                                              277,019                 0         +   5,749 
         Notes and bonds, nominal (2)                           464,445         +   1,430         +  14,850 
         Notes and bonds, inflation-indexed (2)                    30,105                 0         +  10,122 
         Inflation compensation (3)                               4,035         -      42         +     694 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     21,250         -  10,750         -   7,000 
   Loans                                                            936         +     670         +     847 
Items in process of collection                    (1,683)         7,585         +     158         -     943 
Bank premises                                                     1,921         -       2         +      73 
Other assets (5)                                                 36,444         +     186         -     366 
      Total assets                                (1,683)       857,804         -   8,336         +  24,143 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  771,295         +   1,638         +  24,724 
Reverse repurchase agreements (6)                                28,302         -     737         +   1,727 
Deposits                                              (0)        17,209         -   9,250         -   4,337 
  Depository institutions                                        12,358         -   9,217         -   3,870 
  U.S. Treasury, general account                                  4,500         -      23         -     490 
  Foreign official                                                   91         -       3         +       7 
  Other                                               (0)           260         -       7         +      16 
Deferred availability cash items                  (1,683)         4,879         +      47         -   1,300 
Other liabilities and accrued dividends (7)                       6,011         +      43         +   1,630 
      Total liabilities                           (1,683)       827,696         -   8,258         +  22,444 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,314         +       6         +   1,784 
Surplus                                                          10,554                 0         -   1,076 
Other capital accounts                                            4,240         -      83         +     990 
      Total capital                                              30,108         -      77         +   1,699 
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 13, 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             866        51,484    -     821             0            0        21,250        28,302
16 days to 90 days          71       168,695    +   1,111             0            0             0             0
91 days to 1 year            0       186,441    -     292             0            0      ------       ------   
Over 1 to 5 years     ------         221,541    +   1,416             0            0      ------       ------   
Over 5 to 10 years    ------          67,668    -      10             0            0      ------       ------   
Over 10 years         ------          79,773    -      17             0            0      ------       ------   
           
All                        936       775,603    +   1,388             0            0        21,250       28,302 
 
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 13, 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                                             827          25          51          58          79          81          99          99          38          31          63          82         121 
Securities, repurchase agreements,                                 
      and loans                              797,790      37,018     309,174      33,674      33,490      64,429      64,938      71,244      24,642      15,791      22,729      34,809      85,852 
   Securities held outright                  775,603      37,011     287,072      33,673      33,490      64,429      64,931      71,216      24,642      15,768      22,711      34,808      85,852 
      U.S. Treasury (1)                      775,603      37,011     287,072      33,673      33,490      64,429      64,931      71,216      24,642      15,768      22,711      34,808      85,852 
         Bills (2)                           277,019      13,219     102,532      12,027      11,962      23,012      23,191      25,436       8,801       5,632       8,112      12,432      30,663 
         Notes and bonds(3)                  498,584      23,792     184,540      21,646      21,529      41,417      41,740      45,780      15,841      10,136      14,600      22,376      55,188 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                21,250           0      21,250           0           0           0           0           0           0           0           0           0           0 
      Loans                                      936           7         853           0           0           0           7          28           0          23          18           1           0 
Items in process of collection                 9,268         330         276         900         890         444       1,210         858         183         342       1,239         490       2,107 
Bank premises                                  1,921         116         207          58         157         166         231         207          77         116         147         259         179 
Other assets(5)                               36,444       1,209      11,828       1,852       2,271       7,012       2,728       2,724         732         699         714         934       3,740 
Interdistrict settlement account                   0     +    42     -12,435     +   397     - 3,500     + 2,706     + 8,381     - 5,619     +   797     -   466     + 3,725     + 1,794     + 4,177 
          Total Assets                       859,487      39,342     314,115      37,484      33,938      75,838      78,777      70,673      26,869      16,753      29,006      39,039      97,653 
 
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 13, 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             955,565      39,311     343,399      38,849      36,450      75,447      96,629      79,928      28,229      17,561      30,337      55,642     113,782 
  Less: notes held by F.R. Banks              184,270       3,501      56,712       7,654       7,368      12,523      25,503      15,655       3,405       2,792       4,240      19,611      25,307 
    Federal Reserve notes, net                771,295      35,810     286,687      31,194      29,082      62,924      71,126      64,274      24,824      14,770      26,097      36,030      88,475 
Reverse repurchase agreements (1)              28,302       1,351      10,475       1,229       1,222       2,351       2,369       2,599         899         575         829       1,270       3,133 
Deposits                                       17,209         669       7,891         501         650       1,253       1,579       1,076         460         270         436         636       1,788 
  Depository institutions                      12,358         668       3,155         499         645       1,166       1,576       1,073         452         269         435         636       1,784 
  U.S. Treasury, general account                4,500           0       4,500           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 91           1          62           2           3          11           3           3           0           1           1           0           4 
  Other                                           260           0         174           0           1          75           0           0           8           0           1           0           0 
Deferred availability cash items                6,562         418         130         991         505         480         619         414         110         421       1,083         362       1,028 
Other liabilities and accrued                                                 
  dividends (2)                                 6,011         277       1,958         304         300         670         503         543         218         158         194         294         592 
                                                                    
    Total liabilities                         829,379      38,525     307,141      34,219      31,759      67,678      76,196      68,906      26,511      16,195      28,639      38,593      95,017 
                                                                    
Capital                                                             
Capital paid in                                15,314         396       3,726       1,809       1,086       4,091       1,275         855         166         276         176         211       1,246 
Surplus                                        10,554         309       1,604         723         996       3,238         872         838         124         235         166         121       1,328 
Other capital                                   4,240         112       1,643         733          97         831         434          74          67          48          25         115          62 
     Total liabilities and capital            859,487      39,342     314,115      37,484      33,938      75,838      78,777      70,673      26,869      16,753      29,006      39,039      97,653 
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 13, 2006
Federal Reserve notes outstanding          955,565  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   184,270  
      Federal Reserve Notes to be         
         collateralized                    771,295  
Collateral held against Federal Reserve             
   notes                                   771,295  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           758,058  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      796,853  
   Less:face value of securities under    
         reverse repurchase agreements      28,396  
      U.S. Treasury and agency securities  
             eligible to be pledged        768,457  
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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