Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  July 26, 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
July 26, 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
Jul 25, 2007
Week ended
Jul 25, 2007
Change from week ended
Jul 18, 2007 Jul 26, 2006
                                                              
Reserve Bank Credit                                         850,186     -   3,669     +  24,131       849,899 
 Securities held outright                                   790,694     +      54     +  25,942       790,714 
    U.S. Treasury (1)                                       790,694     +      54     +  25,942       790,714 
       Bills (2)                                            277,019             0             0       277,019 
       Notes and bonds, nominal (2)                         474,672             0     +  15,611       474,672 
       Notes and bonds, inflation-indexed (2)                34,459             0     +   9,676        34,459 
       Inflation compensation (3)                             4,544     +      53     +     655         4,564 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    18,857     -   3,679     -   1,679        18,750 
 Loans to depository institutions                               239     -     121     -     111           246 
    Primary credit                                                3     -     142     -      12             3 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             236     +      20     -      98           243 
 Float                                                         -926     -     200     -     115        -1,270 
 Other Federal Reserve assets                               41,321    +     277    +      92       41,460 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,560     +      14     +     543        38,560 
                                                              
Total factors supplying reserve funds                       901,987     -   3,655     +  24,674       901,700 
                                                                          
Currency in circulation(5)                                  812,492     -   1,519     +  19,813       813,701 
Reverse repurchase agreements (6)                            31,500     -      66     +   2,339        31,109 
   Foreign official and international accounts               31,500     -      66     +   2,339        31,109 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          317     -      33     +     159           298 
Deposits with F.R.Banks, other than reserve balances         11,908     +     865     -     543        11,792 
  U.S. Treasury, general account                              5,052     +     878     +      35         4,931 
  Foreign official                                               95     -      29     -       8            98 
  Service-related                                             6,464     +      32     -     564         6,464 
     Required clearing balances                               6,464     +      32     -     564         6,464 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         298     -      14     -       5           300 
Other liabilities and capital                                39,377     +      27     +   4,400        38,836 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  895,595     -     726     +  26,168       895,737 
                                                              
Reserve balances with Federal Reserve Banks                   6,392     -   2,929     -   1,495         5,963 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         2,002,989     +   6,970     + 358,191     2,011,785 
     U.S. Treasury                                        1,253,258     +   1,781     + 139,067     1,252,385 
     Federal agency                                         749,731     +   5,188     + 219,124       759,400 
  Securities lent to dealers                                  4,632     -      46     +   2,144         4,632 
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
Jul 25, 2007
Wednesday
Jul 18, 2007
Wednesday
Jul 26, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,047         +      66         +     297 
Securities, repurchase agreements, and loans                    809,710         -   8,452         +  23,576 
   Securities held outright                                     790,714         +      54         +  25,951 
      U.S. Treasury (1)                                         790,714         +      54         +  25,951 
         Bills (2)                                              277,019                 0                 0 
         Notes and bonds, nominal (2)                           474,672                 0         +  15,611 
         Notes and bonds, inflation-indexed (2)                    34,459                 0         +   9,676 
         Inflation compensation (3)                               4,564         +      54         +     664 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     18,750         -   8,500         -   2,250 
   Loans                                                            246         -       6         -     125 
Items in process of collection                      (810)         2,095         -   1,134         -   1,935 
Bank premises                                                     2,055         +       9         +     191 
Other assets (5)                                                 39,535         +     484         +     449 
      Total assets                                  (810)       867,680         -   9,027         +  22,579 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  776,483         -     461         +  19,844 
Reverse repurchase agreements (6)                                31,109         -   1,398         +   2,641 
Deposits                                              (0)        17,886         -   6,717         -   2,235 
  Depository institutions                                        12,558         -   7,358         -   2,316 
  U.S. Treasury, general account                                  4,931         +     831         +     107 
  Foreign official                                                   98         -     195         -      42 
  Other                                               (0)           300         +       6         +      17 
Deferred availability cash items                    (810)         3,366         -     434         -   1,756 
Other liabilities and accrued dividends (7)                       5,751         +      73         +     885 
      Total liabilities                             (810)       834,595         -   8,937         +  19,378 
                                                     
Capital Accounts                                     
Capital paid in                                                  16,171         +       2         +   1,178 
Surplus                                                          15,399                 0         +   2,498 
Other capital accounts                                            1,515         -      92         -     475 
      Total capital                                              33,085         -      89         +   3,201 
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, July 25, 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             236        59,560    -     453             0            0        18,750        31,109
16 days to 90 days          10       171,335    -     978             0            0             0             0
91 days to 1 year            0       170,324    +   1,434             0            0      ------       ------   
Over 1 to 5 years     ------         237,758    +      20             0            0      ------       ------   
Over 5 to 10 years    ------          69,342    +      10             0            0      ------       ------   
Over 10 years         ------          82,395    +      21             0            0      ------       ------   
           
All                        246       790,714    +      54             0            0        18,750       31,109 
 
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 July 25, 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                                           1,047          29          55          69         102          99         140         127          53          40          78         116         138 
Securities, repurchase agreements,                                 
      and loans                              809,710      37,305     293,105      35,812      33,126      70,134      75,082      67,950      25,931      16,230      26,230      35,575      93,230 
   Securities held outright                  790,714      36,441     286,315      34,981      32,359      68,509      73,337      66,323      25,272      15,776      25,596      34,741      91,063 
      U.S. Treasury (1)                      790,714      36,441     286,315      34,981      32,359      68,509      73,337      66,323      25,272      15,776      25,596      34,741      91,063 
         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)                  513,695      23,674     186,007      22,726      21,022      44,508      47,644      43,087      16,418      10,249      16,629      22,570      59,160 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                18,750         864       6,789         830         767       1,625       1,739       1,573         599         374         607         824       2,159 
      Loans                                      246           0           0           1           0           0           6          55          60          80          27          10           8 
Items in process of collection                 2,905         119          49         303         443         192         378         162          68         199         279         196         517 
Bank premises                                  2,055         118         216          56         156         173         231         207          98         114         225         260         201 
Other assets(5)                               39,535       1,340      12,348       3,278       2,256       7,263       3,376       2,601         801         747         804       1,062       3,660 
Interdistrict settlement account                   0     - 3,697     + 3,835     -   422     - 2,425     +   340     + 5,959     +   365     +   218     - 1,281     +   811     - 1,815     - 1,887 
          Total Assets                       868,490      35,777     314,535      39,633      34,190      79,217      86,448      72,526      27,566      16,284      28,829      36,106      97,379 
 
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 July 25, 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             986,851      37,657     351,080      40,851      37,594      80,505     109,708      80,552      29,453      17,209      30,273      57,595     114,375 
  Less: notes held by F.R. Banks              210,369       5,413      66,015       7,644       9,024      15,631      30,905      14,554       3,872       2,874       3,776      24,662      25,998 
    Federal Reserve notes, net                776,483      32,245     285,064      33,206      28,571      64,873      78,803      65,997      25,582      14,335      26,497      32,933      88,377 
Reverse repurchase agreements (1)              31,109       1,434      11,265       1,376       1,273       2,695       2,885       2,609         994         621       1,007       1,367       3,583 
Deposits                                       17,886         800       7,478         609       1,276       2,098       1,118       1,324         310         236         414         648       1,575 
  Depository institutions                      12,558         798       2,290         604       1,272       1,983       1,115       1,320         309         235         412         647       1,572 
  U.S. Treasury, general account                4,931           0       4,931           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 98           1          67           5           3          11           3           2           0           1           0           1           3 
  Other                                           300           1         190           0           1         105           0           1           1           0           1           0           0 
Deferred availability cash items                4,176         230         108         529         574         328         515         283         109         282         315         293         610 
Other liabilities and accrued                                                 
  dividends (2)                                 5,751         253       1,765         262         264         784         547         473         216         152         197         277         562 
                                                                    
    Total liabilities                         835,405      34,961     305,679      35,983      31,958      70,778      83,868      70,686      27,211      15,626      28,430      35,517      94,707 
                                                                    
Capital                                                             
Capital paid in                                16,171         388       4,292       1,809       1,101       4,196       1,238         890         173         322         188         280       1,294 
Surplus                                        15,399         396       3,794       1,811       1,087       4,096       1,277         859         166         276         176         213       1,248 
Other capital                                   1,515          33         770          31          44         146          66          90          15          60          35          96         130 
     Total liabilities and capital            868,490      35,777     314,535      39,633      34,190      79,217      86,448      72,526      27,566      16,284      28,829      36,106      97,379 
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
Jul 25, 2007
Federal Reserve notes outstanding          986,851  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   210,369  
      Federal Reserve Notes to be         
         collateralized                    776,483  
Collateral held against Federal Reserve             
   notes                                   776,483  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           763,246  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      809,464  
   Less:face value of securities under    
         reverse repurchase agreements      31,156  
      U.S. Treasury and agency securities  
             eligible to be pledged        778,308  
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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