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Release Date: September 27, 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
September 27, 2007
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Averages of daily figures
Reserve Bank credit, related items, and Week ended Change from week ended Wednesday
reserve balances of depository institutions at Sep 26, 2007 Sep 19, 2007 Sep 27, 2006 Sep 26, 2007
Federal Reserve Banks
Reserve Bank Credit 859,548 + 6,550 + 34,415 876,096
Securities held outright 779,634 - 2 + 10,726 779,633
U.S. Treasury (1) 779,634 - 2 + 10,726 779,633
Bills (2) 267,019 0 - 10,000 267,019
Notes and bonds, nominal (2) 472,142 0 + 10,351 472,142
Notes and bonds, inflation-indexed (2) 35,753 0 + 9,734 35,753
Inflation compensation (3) 4,720 - 3 + 640 4,719
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 39,107 + 8,928 + 22,464 56,000
Loans to depository institutions 306 - 2,115 - 78 207
Primary credit 88 - 2,091 + 57 0
Secondary credit 0 0 0 0
Seasonal credit 218 - 23 - 135 207
Float -175 - 797 + 488 -586
Other Federal Reserve assets 40,676 + 536 + 814 40,843
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,653 + 14 + 584 38,653
Total factors supplying reserve funds 911,442 + 6,564 + 34,999 927,990
Currency in circulation(5) 809,870 - 45 + 19,122 812,059
Reverse repurchase agreements (6) 35,138 - 597 + 6,747 35,312
Foreign official and international accounts 35,138 - 597 + 6,747 35,312
Dealers 0 0 0 0
Treasury cash holdings 333 - 6 + 175 336
Deposits with F.R.Banks, other than reserve balances 11,745 - 687 + 139 11,921
U.S. Treasury, general account 4,761 - 655 + 481 4,943
Foreign official 97 - 8 + 7 96
Service-related 6,649 - 4 - 318 6,649
Required clearing balances 6,649 - 4 - 318 6,649
Adjustments to compensate for float 0 0 0 0
Other 238 - 20 - 31 233
Other liabilities and capital 41,150 + 253 + 4,938 40,846
Total factors, other than reserve balances,
absorbing reserve funds 898,236 - 1,081 + 31,121 900,473
Reserve balances with Federal Reserve Banks 13,206 + 7,645 + 3,878 27,517
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,995,246 + 7,747 + 333,837 1,997,612
U.S. Treasury 1,214,842 + 3,845 + 95,652 1,213,618
Federal agency 780,404 + 3,902 + 238,185 783,994
Securities lent to dealers 3,319 + 1,142 + 2,209 4,158
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
Eliminations Change Since
from Wednesday Wednesday Wednesday
Assets, liabilities, and capital consolidation Sep 26, 2007 Sep 19, 2007 Sep 27, 2006
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 1,105 + 15 + 247
Securities, repurchase agreements, and loans 835,840 + 22,096 + 39,058
Securities held outright 779,633 - 2 + 10,718
U.S. Treasury (1) 779,633 - 2 + 10,718
Bills (2) 267,019 0 - 10,000
Notes and bonds, nominal (2) 472,142 0 + 10,351
Notes and bonds, inflation-indexed (2) 35,753 0 + 9,734
Inflation compensation (3) 4,719 - 3 + 632
Federal agency (2) 0 0 0
Repurchase agreements (4) 56,000 + 23,250 + 28,500
Loans 207 - 1,152 - 159
Items in process of collection (771) 2,607 - 675 - 534
Bank premises 2,090 + 4 + 201
Other assets (5) 38,813 + 667 + 744
Total assets (771) 893,691 + 22,105 + 39,716
Liabilities
Federal Reserve notes net of FR Bank holdings 774,843 + 1,476 + 19,701
Reverse repurchase agreements (6) 35,312 - 913 + 3,846
Deposits (0) 39,511 + 21,293 + 12,448
Depository institutions 34,239 + 20,787 + 12,088
U.S. Treasury, general account 4,943 + 488 + 358
Foreign official 96 - 2 + 5
Other (0) 233 + 20 - 3
Deferred availability cash items (771) 3,180 - 234 - 1,427
Other liabilities and accrued dividends (7) 6,006 - 27 + 492
Total liabilities (771) 858,851 + 21,594 + 35,059
Capital Accounts
Capital paid in 17,147 + 179 + 2,080
Surplus 15,425 0 + 2,524
Other capital accounts 2,268 + 332 + 54
Total capital 34,840 + 511 + 4,658
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, September 26, 2007
Millions of dollars
U.S. Treasury Federal agency Reverse
Maturity Loans securities (1) securities Repurchase repurchase
Weekly Weekly agreements(2)agreements(2)
Holdings changes Holdings changes
Within 15 days 201 52,162 + 1,323 0 0 56,000 35,312
16 days to 90 days 6 157,593 + 66 0 0 0 0
91 days to 1 year 0 172,365 - 1,388 0 0 ------ ------
Over 1 to 5 years ------ 235,828 0 0 0 ------ ------
Over 5 to 10 years ------ 75,488 - 1 0 0 ------ ------
Over 10 years ------ 86,198 - 1 0 0 ------ ------
All 207 779,633 - 2 0 0 56,000 35,312
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 September 26, 2007
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas 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 1,105 32 61 77 102 117 156 124 50 40 80 118 149
Securities, repurchase agreements,
and loans 835,840 38,511 302,580 36,978 34,197 72,401 77,503 70,123 26,760 16,737 27,090 36,722 96,237
Securities held outright 779,633 35,930 282,303 34,491 31,905 67,549 72,309 65,393 24,918 15,555 25,237 34,254 89,787
U.S. Treasury (1) 779,633 35,930 282,303 34,491 31,905 67,549 72,309 65,393 24,918 15,555 25,237 34,254 89,787
Bills (2) 267,019 12,306 96,687 11,813 10,927 23,135 24,765 22,397 8,534 5,328 8,644 11,732 30,752
Notes and bonds(3) 512,614 23,624 185,616 22,678 20,978 44,414 47,544 42,996 16,384 10,228 16,594 22,523 59,036
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 56,000 2,581 20,277 2,477 2,292 4,852 5,194 4,697 1,790 1,117 1,813 2,460 6,449
Loans 207 0 0 9 0 0 0 33 52 64 40 8 0
Items in process of collection 3,378 130 66 286 311 297 467 259 157 221 255 316 613
Bank premises 2,090 119 217 57 154 177 230 206 104 114 244 260 207
Other assets(5) 38,813 1,291 12,007 3,299 2,245 7,337 3,301 2,519 767 727 766 1,006 3,545
Interdistrict settlement account 0 - 5,069 +16,319 - 1,562 - 2,097 + 2,489 + 1,929 - 1,574 - 956 - 610 + 211 - 3,669 - 5,412
Total Assets 894,462 35,578 336,179 39,674 35,444 83,835 84,869 72,773 27,279 17,462 29,047 35,464 96,859
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 September 26, 2007
Millions of dollars
Kansas San
Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco
Liabilities
Federal Reserve notes outstanding 999,845 37,040 362,857 40,836 38,175 81,589 111,440 79,925 29,191 17,190 30,175 57,720 113,707
Less: notes held by F.R. Banks 225,002 6,034 72,223 8,153 8,979 15,281 34,788 14,939 4,130 3,206 3,878 25,877 27,514
Federal Reserve notes, net 774,843 31,006 290,634 32,682 29,195 66,308 76,652 64,986 25,061 13,984 26,297 31,843 86,193
Reverse repurchase agreements (1) 35,312 1,627 12,786 1,562 1,445 3,059 3,275 2,962 1,129 705 1,143 1,551 4,067
Deposits 39,511 1,087 21,973 916 1,806 3,828 1,409 2,152 296 1,630 710 959 2,744
Depository institutions 34,239 1,081 16,797 911 1,801 3,762 1,406 2,149 295 1,630 709 958 2,740
U.S. Treasury, general account 4,943 0 4,943 0 0 0 0 0 0 0 0 0 0
Foreign official 96 1 66 5 3 11 3 2 0 1 0 1 3
Other 233 5 168 0 2 55 0 0 1 0 1 0 0
Deferred availability cash items 3,951 219 97 556 503 347 390 313 191 264 285 221 566
Other liabilities and accrued
dividends (2) 6,006 269 1,809 283 275 871 562 483 225 156 208 282 582
Total liabilities 859,622 34,208 327,299 36,000 33,225 74,414 82,288 70,896 26,901 16,739 28,644 34,857 94,151
Capital
Capital paid in 17,147 847 4,289 1,810 1,089 4,661 1,229 905 179 353 190 289 1,307
Surplus 15,425 396 3,816 1,811 1,087 4,098 1,277 860 167 276 176 214 1,248
Other capital 2,268 127 776 53 43 662 75 111 32 94 37 105 153
Total liabilities and capital 894,462 35,578 336,179 39,674 35,444 83,835 84,869 72,773 27,279 17,462 29,047 35,464 96,859
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
Sep 26, 2007
Federal Reserve notes outstanding 999,845
Less: Notes held by F.R. Banks
not subject to collateralization 225,002
Federal Reserve Notes to be
collateralized 774,843
Collateral held against Federal Reserve
notes 774,843
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 761,606
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 835,633
Less:face value of securities under
reverse repurchase agreements 35,351
U.S. Treasury and agency securities
eligible to be pledged 800,282
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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Statistical releases