Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  May 03, 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
May 3, 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
May 2, 2007
Week ended
May 2, 2007
Change from week ended
Apr 25, 2007 May 3, 2006
                                                              
Reserve Bank Credit                                         866,926     +  16,947     +  43,871       875,167 
 Securities held outright                                   787,183     +   2,396     +  27,489       787,210 
    U.S. Treasury (1)                                       787,183     +   2,396     +  27,489       787,210 
       Bills (2)                                            277,019             0     +   1,649       277,019 
       Notes and bonds, nominal (2)                         473,150     +   1,436     +  14,877       471,936 
       Notes and bonds, inflation-indexed (2)                33,245     +     909     +  10,599        34,459 
       Inflation compensation (3)                             3,769     +      50     +     365         3,796 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    38,750     +  13,786     +  13,679        48,000 
 Loans to depository institutions                                66     -      49     -      72            76 
    Primary credit                                                6     -      55     -      19             3 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                              60     +       5     -      53            73 
 Float                                                         -297     +     650     +   2,756        -1,135 
 Other Federal Reserve assets                               41,225    +     166    +      20       41,017 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,431     +      14     +     495        38,431 
                                                              
Total factors supplying reserve funds                       918,598     +  16,961     +  44,366       926,839 
                                                                          
Currency in circulation(5)                                  807,377     +     163     +  15,586       809,251 
Reverse repurchase agreements (6)                            40,111     +   6,031     +  15,740        41,421 
   Foreign official and international accounts               35,754     +   1,674     +  11,383        35,671 
   Dealers                                                    4,357     +   4,357     +   4,357         5,750 
Treasury cash holdings                                          296     -       9     +     115           275 
Deposits with F.R.Banks, other than reserve balances         21,782     +   8,334     +   9,330        32,231 
  U.S. Treasury, general account                             14,887     +   8,353     +   9,521        25,350 
  Foreign official                                               93     +       1     -       5            93 
  Service-related                                             6,510     -      45     -     186         6,510 
     Required clearing balances                               6,510     -      45     -     186         6,510 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         292     +      26     -       1           278 
Other liabilities and capital                                38,834     -     207     +   5,114        38,317 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  908,400     +  14,313     +  45,884       921,495 
                                                              
Reserve balances with Federal Reserve Banks                  10,198     +   2,647     -   1,519         5,345 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,926,764     +   8,642     + 314,919     1,929,244 
     U.S. Treasury                                        1,227,308     -     709     + 108,223     1,227,729 
     Federal agency                                         699,456     +   9,351     + 206,696       701,515 
  Securities lent to dealers                                  3,247     +     589     +   1,576         3,639 
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
May 2, 2007
Wednesday
Apr 25, 2007
Wednesday
May 3, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,073         +      54         +     270 
Securities, repurchase agreements, and loans                    835,286         +  10,080         +  49,696 
   Securities held outright                                     787,210         +      61         +  27,506 
      U.S. Treasury (1)                                         787,210         +      61         +  27,506 
         Bills (2)                                              277,019                 0         +   1,649 
         Notes and bonds, nominal (2)                           471,936         -   2,123         +  13,663 
         Notes and bonds, inflation-indexed (2)                    34,459         +   2,123         +  11,813 
         Inflation compensation (3)                               3,796         +      60         +     381 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     48,000         +  10,000         +  22,250 
   Loans                                                             76         +      19         -      59 
Items in process of collection                    (1,515)         3,984         +   1,277         -   2,378 
Bank premises                                                     2,003         +      13         +     168 
Other assets (5)                                                 39,032         -     270         -     154 
      Total assets                                (1,515)       894,615         +  11,154         +  47,601 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  772,163         +     732         +  14,948 
Reverse repurchase agreements (6)                                41,421         +   7,396         +  16,943 
Deposits                                              (0)        37,594         +   2,612         +  12,545 
  Depository institutions                                        11,873         -  10,493         -   7,535 
  U.S. Treasury, general account                                 25,350         +  13,100         +  20,135 
  Foreign official                                                   93         +       1         -      23 
  Other                                               (0)           278         +       4         -      32 
Deferred availability cash items                  (1,515)         5,120         +     588         -   1,989 
Other liabilities and accrued dividends (7)                       5,892         +      55         +   1,246 
      Total liabilities                           (1,515)       862,190         +  11,383         +  43,694 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,875         +       3         +   2,050 
Surplus                                                          15,374         +      12         +   2,473 
Other capital accounts                                            1,176         -     243         -     616 
      Total capital                                              32,425         -     228         +   3,907 
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, May 2, 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              10        65,945    +   3,174             0            0        48,000        41,421
16 days to 90 days          66       164,712    -   4,995             0            0             0             0
91 days to 1 year            0       171,410    -   3,297             0            0      ------       ------   
Over 1 to 5 years     ------         234,977    +   5,144             0            0      ------       ------   
Over 5 to 10 years    ------          66,901    +      14             0            0      ------       ------   
Over 10 years         ------          83,265    +      21             0            0      ------       ------   
           
All                         76       787,210    +      61             0            0        48,000       41,421 
 
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 May 2, 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         449       4,053         455         428         869       1,117         903         326         203         335         613       1,286 
Special drawing rights certificate acct.       2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,073          47          71          69         112          97         120         127          47          47          80         102         156 
Securities, repurchase agreements,                                 
      and loans                              835,286      38,497     302,427      36,950      34,179      72,364      77,466      70,088      26,706      16,671      27,048      36,696      96,192 
   Securities held outright                  787,210      36,279     285,047      34,826      32,215      68,206      73,012      66,029      25,160      15,707      25,483      34,587      90,660 
      U.S. Treasury (1)                      787,210      36,279     285,047      34,826      32,215      68,206      73,012      66,029      25,160      15,707      25,483      34,587      90,660 
         Bills (2)                           277,019      12,767     100,308      12,255      11,336      24,001      25,693      23,235       8,854       5,527       8,967      12,171      31,903 
         Notes and bonds(3)                  510,191      23,513     184,739      22,571      20,879      44,204      47,319      42,793      16,306      10,179      16,515      22,416      58,757 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                48,000       2,212      17,381       2,124       1,964       4,159       4,452       4,026       1,534         958       1,554       2,109       5,528 
      Loans                                       76           6           0           0           0           0           2          33          12           7          12           0           4 
Items in process of collection                 5,499         278          31         466         677         857         525         381         140         272         482         742         648 
Bank premises                                  2,003         117         212          57         156         171         231         208          87         115         201         260         190 
Other assets(5)                               39,032       1,320      12,174       3,237       2,226       7,187       3,348       2,563         806         737         791       1,045       3,599 
Interdistrict settlement account                   0     - 3,086     + 9,730     - 2,681     - 5,076     -   160     + 4,189     -   147     -    71     - 1,154     +   750     +   749     - 3,044 
          Total Assets                       896,130      37,738     329,571      38,636      32,807      81,533      87,161      74,335      28,111      16,921      29,752      40,304      99,260 
 
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 May 2, 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             967,274      38,286     340,041      38,319      35,945      78,309     107,715      81,048      29,424      17,309      30,598      57,559     112,722 
  Less: notes held by F.R. Banks              195,111       4,320      63,414       6,626       8,507      12,892      29,501      14,338       3,676       2,507       3,875      21,428      24,027 
    Federal Reserve notes, net                772,163      33,966     276,626      31,693      27,438      65,417      78,214      66,710      25,748      14,802      26,723      36,132      88,695 
Reverse repurchase agreements (1)              41,421       1,909      14,998       1,832       1,695       3,589       3,842       3,474       1,324         826       1,341       1,820       4,770 
Deposits                                       37,594         414      27,311         382         592       2,580       1,332       1,525         317         224         427         728       1,762 
  Depository institutions                      11,873         412       1,714         378         589       2,488       1,329       1,523         310         219         426         727       1,758 
  U.S. Treasury, general account               25,350           0      25,350           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 93           1          63           5           3          11           3           2           0           1           0           1           3 
  Other                                           278           1         184           0           0          82           0           0           6           4           1           0           0 
Deferred availability cash items                6,634         372         140         811         642       1,103         514         340         145         275         671         771         852 
Other liabilities and accrued                                                 
  dividends (2)                                 5,892         258       1,825         288         278         764         577         479         215         150         210         273         574 
                                                                    
    Total liabilities                         863,705      36,919     320,900      35,007      30,644      73,453      84,480      72,528      27,749      16,277      29,373      39,723      96,652 
                                                                    
Capital                                                             
Capital paid in                                15,875         397       4,220       1,810       1,064       3,972       1,317         877         172         317         180         278       1,272 
Surplus                                        15,374         396       3,771       1,810       1,087       4,095       1,276         859         166         276         176         213       1,247 
Other capital                                   1,176          26         680           9          12          13          87          71          24          52          23          90          89 
     Total liabilities and capital            896,130      37,738     329,571      38,636      32,807      81,533      87,161      74,335      28,111      16,921      29,752      40,304      99,260 
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
May 2, 2007
Federal Reserve notes outstanding          967,274  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   195,111  
      Federal Reserve Notes to be         
         collateralized                    772,163  
Collateral held against Federal Reserve             
   notes                                   772,163  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           758,926  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      835,210  
   Less:face value of securities under    
         reverse repurchase agreements      41,487  
      U.S. Treasury and agency securities  
             eligible to be pledged        793,723  
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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