Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 21, 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 21, 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 20, 2006
Week ended
Dec 20, 2006
Change from week ended
Dec 13, 2006 Dec 21, 2005
                                                              
Reserve Bank Credit                                         845,210     +   7,603     +  28,034       850,162 
 Securities held outright                                   776,930     +   1,516     +  32,734       777,638 
    U.S. Treasury (1)                                       776,930     +   1,516     +  32,734       777,638 
       Bills (2)                                            277,019             0     +   5,749       277,019 
       Notes and bonds, nominal (2)                         465,798     +   1,557     +  16,203       466,522 
       Notes and bonds, inflation-indexed (2)                30,105             0     +  10,122        30,105 
       Inflation compensation (3)                             4,008     -      42     +     661         3,993 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    28,929     +   6,465     -   3,035        33,500 
 Loans to depository institutions                               192     -      36     -     245            90 
    Primary credit                                              107     -      40     -     258             5 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              85     +       4     +      13            85 
 Float                                                          896     -     631     -     913           347 
 Other Federal Reserve assets                               38,263    +     290    -     507       38,587 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,231     +      14     +   1,691        38,231 
                                                              
Total factors supplying reserve funds                       896,681     +   7,617     +  29,724       901,634 
                                                                          
Currency in circulation(5)                                  808,690     +   2,433     +  24,877       813,096 
Reverse repurchase agreements (6)                            29,541     +   1,459     +   2,704        29,903 
   Foreign official and international accounts               29,541     +   1,459     +   2,704        29,903 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          204     +      24     +       5           227 
Deposits with F.R.Banks, other than reserve balances         13,428     +   1,319     -   1,281        12,806 
  U.S. Treasury, general account                              6,066     +   1,326     +     664         5,436 
  Foreign official                                               95     +       4     -      44            89 
  Service-related                                             7,022     +       7     -   1,797         7,022 
     Required clearing balances                               7,015             0     -   1,788         7,015 
     Adjustments to compensate for float                          7     +       7     -       9             7 
  Other                                                         245     -      19     -     104           258 
Other liabilities and capital                                36,426     -      13     +   3,421        36,394 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  888,290     +   5,223     +  29,727       892,424 
                                                              
Reserve balances with Federal Reserve Banks                   8,391     +   2,393     -       3         9,210 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,742,102     +  11,828     + 227,824     1,744,957 
     U.S. Treasury                                        1,156,599     -   4,599     +  54,894     1,155,171 
     Federal agency                                         585,502     +  16,426     + 172,929       589,787 
  Securities lent to dealers                                    963     -   2,183     -   4,292           684 
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 20, 2006
Wednesday
Dec 13, 2006
Wednesday
Dec 21, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                821         -       6         +     117 
Securities, repurchase agreements, and loans                    811,229         +  13,439         +  21,954 
   Securities held outright                                     777,638         +   2,035         +  33,438 
      U.S. Treasury (1)                                         777,638         +   2,035         +  33,438 
         Bills (2)                                              277,019                 0         +   5,749 
         Notes and bonds, nominal (2)                           466,522         +   2,077         +  16,927 
         Notes and bonds, inflation-indexed (2)                    30,105                 0         +  10,122 
         Inflation compensation (3)                               3,993         -      42         +     642 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     33,500         +  12,250         -  11,500 
   Loans                                                             90         -     846         +      15 
Items in process of collection                    (1,953)         4,814         -   2,771         -   4,303 
Bank premises                                                     1,931         +      10         +      75 
Other assets (5)                                                 36,913         +     469         +      71 
      Total assets                                (1,953)       868,944         +  11,140         +  17,914 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  775,909         +   4,614         +  22,940 
Reverse repurchase agreements (6)                                29,903         +   1,601         +   3,141 
Deposits                                              (0)        22,272         +   5,063         -   9,789 
  Depository institutions                                        16,489         +   4,131         -   9,916 
  U.S. Treasury, general account                                  5,436         +     936         +     146 
  Foreign official                                                   89         -       2         +       3 
  Other                                               (0)           258         -       2         -      22 
Deferred availability cash items                  (1,953)         4,467         -     412         -   2,636 
Other liabilities and accrued dividends (7)                       5,949         -      62         +   1,595 
      Total liabilities                           (1,953)       838,499         +  10,803         +  15,250 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,326         +      12         +   1,790 
Surplus                                                          10,554                 0         -   1,075 
Other capital accounts                                            4,565         +     325         +   1,948 
      Total capital                                              30,445         +     337         +   2,664 
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 20, 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              90        58,550    +   7,066             0            0        33,500        29,903
16 days to 90 days           0       161,869    -   6,826             0            0             0             0
91 days to 1 year            0       186,198    -     243             0            0      ------       ------   
Over 1 to 5 years     ------         222,856    +   1,315             0            0      ------       ------   
Over 5 to 10 years    ------          67,659    -       9             0            0      ------       ------   
Over 10 years         ------          80,505    +     732             0            0      ------       ------   
           
All                         90       777,638    +   2,035             0            0        33,500       29,903 
 
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 20, 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                                             821          24          51          57          79          79          98          99          40          30          63          82         120 
Securities, repurchase agreements,                                 
      and loans                              811,229      37,117     321,325      33,765      33,578      64,598      65,109      71,437      24,708      15,828      22,788      34,899      86,077 
   Securities held outright                  777,638      37,108     287,825      33,762      33,578      64,598      65,101      71,403      24,707      15,809      22,771      34,899      86,077 
      U.S. Treasury (1)                      777,638      37,108     287,825      33,762      33,578      64,598      65,101      71,403      24,707      15,809      22,771      34,899      86,077 
         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)                  500,620      23,889     185,293      21,735      21,617      41,587      41,910      45,967      15,906      10,177      14,659      22,467      55,414 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                33,500           0      33,500           0           0           0           0           0           0           0           0           0           0 
      Loans                                       90           9           0           3           0           0           8          34           1          19          17           0           0 
Items in process of collection                 6,767         316         120         763         707         564         796         265         145         163         652         530       1,745 
Bank premises                                  1,931         117         212          58         157         167         231         208          79         116         147         259         180 
Other assets(5)                               36,913       1,238      12,021       1,874       2,296       7,040       2,728       2,772         752         710         731         961       3,790 
Interdistrict settlement account                   0     +    71     -22,433     +   634     - 2,699     + 3,609     +10,862     - 4,181     + 1,723     -   170     + 4,452     + 2,838     + 5,295 
          Total Assets                       870,897      39,484     316,309      37,696      34,669      77,058      81,014      71,759      27,844      16,918      29,223      40,242      98,682 
 
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 20, 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             959,582      39,164     342,773      38,792      36,522      75,335      97,952      80,031      29,145      17,499      30,648      56,826     114,894 
  Less: notes held by F.R. Banks              183,673       3,453      57,997       7,539       7,186      12,245      24,657      15,147       3,415       2,685       4,095      19,729      25,525 
    Federal Reserve notes, net                775,909      35,711     284,776      31,253      29,336      63,090      73,296      64,885      25,730      14,815      26,553      37,096      89,369 
Reverse repurchase agreements (1)              29,903       1,427      11,068       1,298       1,291       2,484       2,503       2,746         950         608         876       1,342       3,310 
Deposits                                       22,272         817      11,161         491       1,023       1,975       1,391       1,342         465         441         729         689       1,748 
  Depository institutions                      16,489         815       5,489         488       1,018       1,893       1,388       1,337         458         440         728         688       1,746 
  U.S. Treasury, general account                5,436           0       5,436           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 89           1          60           2           3          11           3           3           0           1           1           0           4 
  Other                                           258           0         176           0           1          71           0           2           7           0           1           0          -2 
Deferred availability cash items                6,420         437         153       1,065         531         668         728         464         131         337         509         377       1,019 
Other liabilities and accrued                                                 
  dividends (2)                                 5,949         275       1,945         302         297         654         498         541         219         156         191         288         583 
                                                                    
    Total liabilities                         840,452      38,667     309,104      34,410      32,477      68,871      78,416      69,977      27,496      16,356      28,858      39,792      96,029 
                                                                    
Capital                                                             
Capital paid in                                15,326         396       3,727       1,810       1,087       4,095       1,276         858         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                                   4,565         112       1,873         752         110         854         449          87          58          51          24         118          78 
     Total liabilities and capital            870,897      39,484     316,309      37,696      34,669      77,058      81,014      71,759      27,844      16,918      29,223      40,242      98,682 
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 20, 2006
Federal Reserve notes outstanding          959,582  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   183,673  
      Federal Reserve Notes to be         
         collateralized                    775,909  
Collateral held against Federal Reserve             
   notes                                   775,909  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           762,672  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      811,138  
   Less:face value of securities under    
         reverse repurchase agreements      29,975  
      U.S. Treasury and agency securities  
             eligible to be pledged        781,163  
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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