Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  February 08, 2007
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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
February 8, 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
Feb 7, 2007
Week ended
Feb 7, 2007
Change from week ended
Jan 31, 2007 Feb 8, 2006
                                                              
Reserve Bank Credit                                         841,481     -   2,724     +  32,378       840,250 
 Securities held outright                                   778,871     +       3     +  30,044       778,876 
    U.S. Treasury (1)                                       778,871     +       3     +  30,044       778,876 
       Bills (2)                                            277,019             0     +   4,162       277,019 
       Notes and bonds, nominal (2)                         466,675     -   1,019     +  16,095       466,675 
       Notes and bonds, inflation-indexed (2)                31,776     +   1,019     +   9,580        31,776 
       Inflation compensation (3)                             3,401     +       3     +     207         3,406 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    22,393     -   3,107     +   2,357        19,750 
 Loans to depository institutions                                21     -     189     -      12            23 
    Primary credit                                                1     -     188     -       4             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              20     -       2     -       8            23 
 Float                                                         -452     +     490     -     332           717 
 Other Federal Reserve assets                               40,648    +      80    +     320       40,884 
Gold stock                                                   11,041             0     -       3        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,303     +      14     +   1,445        38,303 
                                                              
Total factors supplying reserve funds                       893,025     -   2,710     +  33,820       891,794 
                                                                          
Currency in circulation(5)                                  802,449     +   1,606     +  17,997       804,987 
Reverse repurchase agreements (6)                            35,489     +   3,783     +  12,211        33,630 
   Foreign official and international accounts               35,489     +   3,783     +  12,211        33,630 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          178     -      32     -      28           196 
Deposits with F.R.Banks, other than reserve balances         12,385     +     117     -   1,831        12,512 
  U.S. Treasury, general account                              5,097     +      42     -     263         5,255 
  Foreign official                                               89     -       1     +       6            90 
  Service-related                                             6,861     +      26     -   1,611         6,861 
     Required clearing balances                               6,861     +      26     -   1,611         6,861 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         337     +      50     +      35           306 
Other liabilities and capital                                37,126     -     291     +   5,849        36,801 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  887,626     +   5,183     +  34,196       888,128 
                                                              
Reserve balances with Federal Reserve Banks                   5,399     -   7,892     -     377         3,667 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,797,684     +   7,491     + 253,616     1,800,977 
     U.S. Treasury                                        1,180,647     +   7,344     +  75,968     1,178,446 
     Federal agency                                         617,037     +     147     + 177,648       622,531 
  Securities lent to dealers                                  2,819     +   1,530     +     563           816 
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
Feb 7, 2007
Wednesday
Jan 31, 2007
Wednesday
Feb 8, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,040         -      29         +     210 
Securities, repurchase agreements, and loans                    798,649         -  13,540         +  30,280 
   Securities held outright                                     778,876         +      13         +  30,048 
      U.S. Treasury (1)                                         778,876         +      13         +  30,048 
         Bills (2)                                              277,019                 0         +   4,151 
         Notes and bonds, nominal (2)                           466,675                 0         +  16,095 
         Notes and bonds, inflation-indexed (2)                    31,776                 0         +   9,580 
         Inflation compensation (3)                               3,406         +      13         +     222 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     19,750         -  12,250         +     250 
   Loans                                                             23         -   1,303         -      18 
Items in process of collection                      (893)         5,093         +   2,364         -   2,532 
Bank premises                                                     1,956         -       6         +     132 
Other assets (5)                                                 38,893         +     520         +     284 
      Total assets                                  (893)       858,868         -  10,691         +  28,371 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  767,917         +   2,331         +  16,910 
Reverse repurchase agreements (6)                                33,630         +   1,251         +  10,952 
Deposits                                              (0)        16,144         -  14,513         -   2,780 
  Depository institutions                                        10,492         -  13,736         -   4,121 
  U.S. Treasury, general account                                  5,255         -     798         +   1,282 
  Foreign official                                                   90                 0         +       8 
  Other                                               (0)           306         +      21         +      50 
Deferred availability cash items                    (893)         4,376         +     165         -   2,368 
Other liabilities and accrued dividends (7)                       5,619         +      51         +   1,423 
      Total liabilities                             (893)       827,686         -  10,714         +  24,137 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,361         +       3         +   1,788 
Surplus                                                          15,156         +      29         +   2,272 
Other capital accounts                                              665         -       9         +     174 
      Total capital                                              31,182         +      23         +   4,234 
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, February 7, 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               8        56,872    +     797             0            0        19,750        33,630
16 days to 90 days          16       169,234    -     300             0            0             0             0
91 days to 1 year            0       178,853    -     496             0            0      ------       ------   
Over 1 to 5 years     ------         222,482    +       4             0            0      ------       ------   
Over 5 to 10 years    ------          69,783    +       3             0            0      ------       ------   
Over 10 years         ------          81,652    +       5             0            0      ------       ------   
           
All                         23       778,876    +      13             0            0        19,750       33,630 
 
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 February 7, 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                                           1,040          40          69          64         100         104         118         121          44          43          81         100         158 
Securities, repurchase agreements,                                 
      and loans                              798,649      37,174     308,033      33,815      33,632      64,701      65,205      71,521      24,746      15,844      22,808      34,955      86,214 
   Securities held outright                  778,876      37,167     288,283      33,815      33,632      64,701      65,205      71,516      24,746      15,834      22,807      34,955      86,214 
      U.S. Treasury (1)                      778,876      37,167     288,283      33,815      33,632      64,701      65,205      71,516      24,746      15,834      22,807      34,955      86,214 
         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)                  501,857      23,948     185,751      21,789      21,670      41,689      42,014      46,080      15,945      10,202      14,695      22,523      55,551 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                19,750           0      19,750           0           0           0           0           0           0           0           0           0           0 
      Loans                                       23           8           0           0           0           0           0           5           0          10           1           0           0 
Items in process of collection                 5,986         218          68         615         918         551         609         345         154         279         449         480       1,301 
Bank premises                                  1,956         117         211          58         157         169         231         206          80         116         167         259         184 
Other assets(5)                               38,893       1,354      12,336       3,163       2,244       6,988       3,208       2,699         812         739         747       1,075       3,528 
Interdistrict settlement account                   0     -   748     -22,153     - 1,051     - 3,808     + 2,632     +11,093     - 2,104     + 5,876     -   506     + 4,278     + 2,485     + 4,007 
          Total Assets                       859,761      38,757     303,577      37,210      33,792      76,144      81,654      73,946      32,111      16,755      28,920      40,027      96,867 
 
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 February 7, 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             961,002      39,103     341,205      38,164      36,114      75,263     100,885      82,291      29,193      17,394      30,804      56,670     113,917 
  Less: notes held by F.R. Banks              193,086       3,963      62,786       7,428       7,393      12,902      26,963      15,067       3,232       2,565       4,255      19,964      26,568 
    Federal Reserve notes, net                767,917      35,141     278,419      30,735      28,721      62,361      73,921      67,224      25,962      14,829      26,549      36,705      87,349 
Reverse repurchase agreements (1)              33,630       1,605      12,448       1,460       1,452       2,794       2,815       3,088       1,068         684         985       1,509       3,723 
Deposits                                       16,144         507       3,050         532         795       1,548       1,188       1,060       4,396         286         388         678       1,716 
  Depository institutions                      10,492         503       1,548         525         792       1,448       1,185       1,057         374         285         387         676       1,713 
  U.S. Treasury, general account                5,255           0       5,255           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 90           1          60           5           3          11           3           2           0           1           0           1           3 
  Other                                           306           3      -3,813           2           0          89           0           0       4,021           0           1           2           0 
Deferred availability cash items                5,269         420         112         783         344         611         593         293         119         242         436         404         913 
Other liabilities and accrued                                                 
  dividends (2)                                 5,619         261       1,813         261         271         606         529         507         213         148         190         275         545 
                                                                    
    Total liabilities                         828,579      37,934     295,841      33,771      31,583      67,920      79,047      72,172      31,758      16,188      28,547      39,572      94,246 
                                                                    
Capital                                                             
Capital paid in                                15,361         396       3,725       1,810       1,089       4,093       1,275         859         168         277         178         213       1,277 
Surplus                                        15,156         396       3,738       1,630       1,087       4,094       1,276         858         166         276         176         212       1,247 
Other capital                                     665          31         273           0          33          37          56          57          19          14          18          30          97 
     Total liabilities and capital            859,761      38,757     303,577      37,210      33,792      76,144      81,654      73,946      32,111      16,755      28,920      40,027      96,867 
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
Feb 7, 2007
Federal Reserve notes outstanding          961,002  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   193,086  
      Federal Reserve Notes to be         
         collateralized                    767,917  
Collateral held against Federal Reserve             
   notes                                   767,917  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           754,680  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      798,626  
   Less:face value of securities under    
         reverse repurchase agreements      33,683  
      U.S. Treasury and agency securities  
             eligible to be pledged        764,943  
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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