Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  March 29, 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
March 29, 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
Mar 28, 2007
Week ended
Mar 28, 2007
Change from week ended
Mar 21, 2007 Mar 29, 2006
                                                              
Reserve Bank Credit                                         852,122     +     997     +  38,019       855,715 
 Securities held outright                                   780,882     +      25     +  22,369       780,890 
    U.S. Treasury (1)                                       780,882     +      25     +  22,369       780,890 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         468,553             0     +  11,376       468,553 
       Notes and bonds, inflation-indexed (2)                31,776             0     +   9,130        31,776 
       Inflation compensation (3)                             3,534     +      25     +     214         3,543 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    32,179     +     429     +  11,429        36,000 
 Loans to depository institutions                                80     +      40     -      11            28 
    Primary credit                                               52     +      42     +      16             0 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              28     -       2     -      27            28 
 Float                                                         -553     +      50     -     262          -989 
 Other Federal Reserve assets                               39,534    +     453    +   4,494       39,785 
Gold stock                                                   11,041             0     -       3        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,366     +      14     +     500        38,366 
                                                              
Total factors supplying reserve funds                       903,729     +   1,012     +  38,516       907,321 
                                                                          
Currency in circulation(5)                                  805,493     -     805     +  17,047       807,386 
Reverse repurchase agreements (6)                            37,444     -   1,793     +  14,551        37,643 
   Foreign official and international accounts               37,444     -   1,793     +  14,551        37,643 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          274     +      37     +      70           301 
Deposits with F.R.Banks, other than reserve balances         12,365     -     404     -   1,320        12,135 
  U.S. Treasury, general account                              4,990     -     418     -     410         4,772 
  Foreign official                                               99     +       9     +      14            91 
  Service-related                                             7,040     -       1     -     941         7,040 
     Required clearing balances                               7,040     -       1     -     941         7,040 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         236     +       7     +      17           231 
Other liabilities and capital                                38,759     -      25     +   5,864        38,468 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  894,336     -   2,988     +  36,212       895,933 
                                                              
Reserve balances with Federal Reserve Banks                   9,393     +   3,999     +   2,304        11,388 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,879,744     +   3,889     + 287,555     1,884,794 
     U.S. Treasury                                        1,210,818     -   6,610     +  83,278     1,213,661 
     Federal agency                                         668,926     +  10,499     + 204,277       671,133 
  Securities lent to dealers                                    581     -   1,066     -     344         1,994 
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
Mar 28, 2007
Wednesday
Mar 21, 2007
Wednesday
Mar 29, 2006
Assets                                               
Gold certificate account                                         11,037                 0         -       3 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                921         -      10         +     132 
Securities, repurchase agreements, and loans                    816,919         +   6,273         +  38,639 
   Securities held outright                                     780,890         +      24         +  22,361 
      U.S. Treasury (1)                                         780,890         +      24         +  22,361 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           468,553                 0         +  11,376 
         Notes and bonds, inflation-indexed (2)                    31,776                 0         +   9,130 
         Inflation compensation (3)                               3,543         +      25         +     207 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     36,000         +   6,250         +  16,500 
   Loans                                                             28         -       1         -     223 
Items in process of collection                      (853)         2,819         -      86         -   2,440 
Bank premises                                                     1,975         +       1         +     151 
Other assets (5)                                                 37,811         +     551         +     340 
      Total assets                                  (853)       873,681         +   6,729         +  36,819 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  770,238         +     186         +  17,111 
Reverse repurchase agreements (6)                                37,643         -     854         +  15,224 
Deposits                                              (0)        23,524         +   7,203         +     643 
  Depository institutions                                        18,429         +   7,139         +     470 
  U.S. Treasury, general account                                  4,772         +      51         +     153 
  Foreign official                                                   91         +       1         +       7 
  Other                                               (0)           231         +      11         +      12 
Deferred availability cash items                    (853)         3,808         -       5         -   2,145 
Other liabilities and accrued dividends (7)                       5,852         +      41         +   1,205 
      Total liabilities                             (853)       841,066         +   6,572         +  32,039 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,841         -      16         +   2,093 
Surplus                                                          15,361         +      22         +   2,460 
Other capital accounts                                            1,414         +     152         +     228 
      Total capital                                              32,615         +     157         +   4,780 
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, March 28, 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              28        57,927    -     835             0            0        36,000        37,643
16 days to 90 days           0       174,578    +     727             0            0             0             0
91 days to 1 year            0       174,718    +     110             0            0      ------       ------   
Over 1 to 5 years     ------         224,582    +       6             0            0      ------       ------   
Over 5 to 10 years    ------          66,552    +       6             0            0      ------       ------   
Over 10 years         ------          82,534    +      10             0            0      ------       ------   
           
All                         28       780,890    +      24             0            0        36,000       37,643 
 
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 March 28, 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                                             921          37          60          64          98          86          92         107          39          38          67          87         145 
Securities, repurchase agreements,                                 
      and loans                              816,919      38,987     302,354      35,466      35,273      67,859      68,387      75,020      25,954      16,614      23,922      36,661      90,422 
   Securities held outright                  780,890      37,263     289,029      33,903      33,719      64,869      65,374      71,701      24,810      15,875      22,866      35,045      86,437 
      U.S. Treasury (1)                      780,890      37,263     289,029      33,903      33,719      64,869      65,374      71,701      24,810      15,875      22,866      35,045      86,437 
         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)                  503,872      24,044     186,497      21,876      21,757      41,857      42,183      46,265      16,009      10,243      14,754      22,613      55,774 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                36,000       1,718      13,325       1,563       1,554       2,991       3,014       3,306       1,144         732       1,054       1,616       3,985 
      Loans                                       28           7           0           0           0           0           0          13           0           7           2           0           0 
Items in process of collection                 3,672         129          58         482         217         370         637         196         143         134         302         273         730 
Bank premises                                  1,975         117         211          57         157         170         231         207          82         115         178         260         189 
Other assets(5)                               37,811       1,292      11,879       3,164       2,208       6,999       3,094       2,584         749         716         705       1,011       3,409 
Interdistrict settlement account                   0     - 2,813     - 8,020     - 1,832     - 4,968     +   985     +14,105     - 5,150     +   587     -   697     + 3,780     + 1,673     + 2,349 
          Total Assets                       874,534      38,351     311,555      37,948      33,535      77,470      87,736      74,123      27,954      17,161      29,345      40,638      98,718 
 
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 March 28, 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             964,904      38,665     340,137      38,067      36,006      75,063     107,643      81,647      29,333      17,317      30,728      57,090     113,209 
  Less: notes held by F.R. Banks              194,666       4,524      64,512       6,708       7,978      13,224      28,174      14,809       3,575       2,442       4,003      20,088      24,629 
    Federal Reserve notes, net                770,238      34,141     275,625      31,359      28,027      61,839      79,469      66,838      25,758      14,875      26,726      37,002      88,580 
Reverse repurchase agreements (1)              37,643       1,796      13,933       1,634       1,625       3,127       3,151       3,456       1,196         765       1,102       1,689       4,167 
Deposits                                       23,524       1,035      11,267         435         993       3,137       1,359       1,222         302         467         532         775       2,000 
  Depository institutions                      18,429       1,033       6,269         430         989       3,075       1,356       1,220         289         466         530         775       1,997 
  U.S. Treasury, general account                4,772           0       4,772           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 91           1          61           5           3          11           3           2           0           1           0           1           3 
  Other                                           231           1         164           1           1          51           0           0          13           0           1           0           0 
Deferred availability cash items                4,661         283         121         578         418         529         534         293         129         250         420         319         788 
Other liabilities and accrued                                                 
  dividends (2)                                 5,852         268       1,875         280         285         702         522         518         214         155         188         283         563 
                                                                    
    Total liabilities                         841,919      37,523     302,820      34,287      31,348      69,334      85,035      72,327      27,599      16,512      28,968      40,068      96,097 
                                                                    
Capital                                                             
Capital paid in                                15,841         396       4,220       1,811       1,060       3,972       1,313         863         168         317         179         276       1,267 
Surplus                                        15,361         396       3,760       1,810       1,087       4,094       1,276         859         166         276         176         212       1,247 
Other capital                                   1,414          36         754          41          41          70         111          74          20          57          22          82         107 
     Total liabilities and capital            874,534      38,351     311,555      37,948      33,535      77,470      87,736      74,123      27,954      17,161      29,345      40,638      98,718 
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
Mar 28, 2007
Federal Reserve notes outstanding          964,904  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   194,666  
      Federal Reserve Notes to be         
         collateralized                    770,238  
Collateral held against Federal Reserve             
   notes                                   770,238  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           757,001  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      816,890  
   Less:face value of securities under    
         reverse repurchase agreements      37,712  
      U.S. Treasury and agency securities  
             eligible to be pledged        779,179  
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