Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  February 01, 2007
Release dates
Current release   Other formats: Screen reader | ASCII | PDF (21 KB)
FEDERAL RESERVE Statistical Release
 

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
February 1, 2007
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
Jan 31, 2007
Week ended
Jan 31, 2007
Change from week ended
Jan 24, 2007 Feb 1, 2006
                                                              
Reserve Bank Credit                                         844,206     +   7,114     +  29,860       851,098 
 Securities held outright                                   778,868     -      12     +  30,196       778,863 
    U.S. Treasury (1)                                       778,868     -      12     +  30,196       778,863 
       Bills (2)                                            277,019             0     +   4,182       277,019 
       Notes and bonds, nominal (2)                         467,694     -     170     +  16,023       466,675 
       Notes and bonds, inflation-indexed (2)                30,757     +     170     +   9,821        31,776 
       Inflation compensation (3)                             3,398     -      12     +     169         3,393 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    25,500     +   6,893     +     107        32,000 
 Loans to depository institutions                               210     -     109     +     170         1,326 
    Primary credit                                              189     -     109     +     178         1,309 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              22     +       1     -       7            18 
 Float                                                         -941     -     400     -     759        -1,482 
 Other Federal Reserve assets                               40,569    +     742    +     146       40,391 
Gold stock                                                   11,041             0     -       2        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,289     +      14     +   1,750        38,289 
                                                              
Total factors supplying reserve funds                       895,736     +   7,128     +  31,608       902,628 
                                                                          
Currency in circulation(5)                                  800,843     -   2,496     +  19,823       802,635 
Reverse repurchase agreements (6)                            31,706     +   2,296     +   7,895        32,379 
   Foreign official and international accounts               31,706     +   2,296     +   7,895        32,379 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          210     -      10     -       5           175 
Deposits with F.R.Banks, other than reserve balances         12,268     -      98     -   1,916        13,264 
  U.S. Treasury, general account                              5,055     -      57     -      62         6,053 
  Foreign official                                               90     -      19     +       7            90 
  Service-related                                             6,835     -       2     -   1,875         6,835 
     Required clearing balances                               6,835     -       2     -   1,875         6,835 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         287     -      21     +      13           285 
Other liabilities and capital                                37,417     +     393     +   5,931        36,727 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  882,443     +      83     +  31,728       885,179 
                                                              
Reserve balances with Federal Reserve Banks                  13,293     +   7,045     -     120        17,449 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,790,193     +  10,882     + 250,155     1,791,200 
     U.S. Treasury                                        1,173,303     +   4,123     +  71,665     1,176,156 
     Federal agency                                         616,890     +   6,759     + 178,490       615,043 
  Securities lent to dealers                                  1,289     -     378     -   2,424         3,513 
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
Jan 31, 2007
Wednesday
Jan 24, 2007
Wednesday
Feb 1, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,069         +      85         +     259 
Securities, repurchase agreements, and loans                    812,189         +  14,288         +  40,293 
   Securities held outright                                     778,863         -      12         +  30,023 
      U.S. Treasury (1)                                         778,863         -      12         +  30,023 
         Bills (2)                                              277,019                 0         +   4,165 
         Notes and bonds, nominal (2)                           466,675         -   1,189         +  16,095 
         Notes and bonds, inflation-indexed (2)                    31,776         +   1,189         +   9,580 
         Inflation compensation (3)                               3,393         -      13         +     183 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     32,000         +  13,000         +   9,000 
   Loans                                                          1,326         +   1,300         +   1,271 
Items in process of collection                      (829)         2,729         -     389         -   5,779 
Bank premises                                                     1,962         +      13         +     138 
Other assets (5)                                                 38,373         -      23         -      13 
      Total assets                                  (829)       869,559         +  13,974         +  34,896 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  765,586         -     252         +  17,408 
Reverse repurchase agreements (6)                                32,379         +   2,960         +   9,199 
Deposits                                              (0)        30,657         +  11,644         +   5,752 
  Depository institutions                                        24,228         +  11,020         +   4,822 
  U.S. Treasury, general account                                  6,053         +     641         +     958 
  Foreign official                                                   90                 0         +       7 
  Other                                               (0)           285         -      18         -      36 
Deferred availability cash items                    (829)         4,211                 0         -   3,242 
Other liabilities and accrued dividends (7)                       5,568         +      17         +   1,466 
      Total liabilities                             (829)       838,400         +  14,367         +  30,582 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,358         +      26         +   1,800 
Surplus                                                          15,127         +      35         +   2,248 
Other capital accounts                                              674         -     454         +     266 
      Total capital                                              31,159         -     393         +   4,314 
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, January 31, 2007
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           1,325        56,075    -   2,079             0            0        32,000        32,379
16 days to 90 days           1       169,534    +   6,702             0            0             0             0
91 days to 1 year            0       179,349    -   5,552             0            0      ------       ------   
Over 1 to 5 years     ------         222,478    -     264             0            0      ------       ------   
Over 5 to 10 years    ------          69,780    -       3             0            0      ------       ------   
Over 10 years         ------          81,647    +   1,183             0            0      ------       ------   
           
All                      1,326       778,863    -      12             0            0        32,000       32,379 
 
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 January 31, 2007
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                                           1,069          42          73          70         103         105         119         130          48          45          81          99         155 
Securities, repurchase agreements,                                 
      and loans                              812,189      37,175     321,032      33,815      34,079      64,700      65,304      71,519      24,747      15,838      22,808      34,954      86,217 
   Securities held outright                  778,863      37,166     288,278      33,815      33,631      64,700      65,204      71,515      24,746      15,834      22,807      34,954      86,212 
      U.S. Treasury (1)                      778,863      37,166     288,278      33,815      33,631      64,700      65,204      71,515      24,746      15,834      22,807      34,954      86,212 
         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)                  501,844      23,947     185,746      21,788      21,669      41,688      42,013      46,079      15,944      10,202      14,695      22,522      55,549 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                32,000           0      32,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                    1,326           9         754           0         448           0         100           4           1           4           1           0           5 
Items in process of collection                 3,558         179          61         543         354         395         321         210         118         173         473         211         519 
Bank premises                                  1,962         117         211          58         157         171         231         206          82         116         167         260         186 
Other assets(5)                               38,373       1,293      12,877       1,886       2,332       7,093       2,828       2,864         798         738         767       1,008       3,890 
Interdistrict settlement account                   0     -   341     -23,974     -    40     - 3,532     + 4,077     +11,713     - 1,693     + 1,779     +   885     + 4,155     + 2,675     + 4,297 
          Total Assets                       870,388      39,067     315,294      36,877      34,043      77,540      81,705      74,393      27,971      18,036      28,840      39,880      96,742 
 
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 January 31, 2007
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             960,128      39,080     341,101      38,237      36,107      75,188     100,052      82,402      29,123      17,410      30,804      56,697     113,927 
  Less: notes held by F.R. Banks              194,542       3,969      62,472       7,596       7,570      13,006      27,000      15,220       3,416       2,629       4,400      20,249      27,016 
    Federal Reserve notes, net                765,586      35,112     278,630      30,641      28,537      62,182      73,052      67,182      25,707      14,781      26,404      36,447      86,911 
Reverse repurchase agreements (1)              32,379       1,545      11,984       1,406       1,398       2,690       2,711       2,973       1,029         658         948       1,453       3,584 
Deposits                                       30,657         981      15,040         457       1,139       3,206       2,250       1,659         547       1,623         571         862       2,322 
  Depository institutions                      24,228         977       8,760         454       1,135       3,094       2,247       1,656         535       1,622         569         859       2,318 
  U.S. Treasury, general account                6,053           0       6,053           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                                           285           3         166           1           0         101           0           0          11           0           1           2           0 
Deferred availability cash items                5,040         349         101         706         501         623         569         292         119         262         351         385         781 
Other liabilities and accrued                                                 
  dividends (2)                                 5,568         261       1,812         258         274         581         513         505         213         146         188         275         542 
                                                                    
    Total liabilities                         839,230      38,248     307,568      33,467      31,848      69,282      79,094      72,611      27,615      17,470      28,462      39,423      94,140 
                                                                    
Capital                                                             
Capital paid in                                15,358         396       3,725       1,810       1,087       4,093       1,274         859         167         277         178         215       1,277 
Surplus                                        15,127         396       3,738       1,600       1,087       4,094       1,276         858         166         276         176         212       1,247 
Other capital                                     674          26         263           0          22          71          60          65          22          12          24          31          77 
     Total liabilities and capital            870,388      39,067     315,294      36,877      34,043      77,540      81,705      74,393      27,971      18,036      28,840      39,880      96,742 
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
Jan 31, 2007
Federal Reserve notes outstanding          960,128  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   194,542  
      Federal Reserve Notes to be         
         collateralized                    765,586  
Collateral held against Federal Reserve             
   notes                                   765,586  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           752,349  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      810,863  
   Less:face value of securities under    
         reverse repurchase agreements      32,428  
      U.S. Treasury and agency securities  
             eligible to be pledged        778,435  
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.

Release dates
Current release   Other formats: Screen reader | ASCII | PDF (21 KB)

Statistical releases