Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 23, 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
November 23, 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
Nov 21, 2007
Week ended
Nov 21, 2007
Change from week ended
Nov 14, 2007 Nov 22, 2006
                                                              
Reserve Bank Credit                                         868,136     +   2,363     +  29,261       876,859 
 Securities held outright                                   779,657     +      26     +   9,099       779,670 
    U.S. Treasury (1)                                       779,657     +      26     +   9,099       779,670 
       Bills (2)                                            267,019             0     -  10,000       267,019 
       Notes and bonds, nominal (2)                         470,984             0     +  11,720       470,984 
       Notes and bonds, inflation-indexed (2)                36,911             0     +   6,806        36,911 
       Inflation compensation (3)                             4,743     +      25     +     572         4,756 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    48,286     +   5,036     +  16,322        55,000 
 Loans to depository institutions                               481     -      86     +     282            58 
    Primary credit                                              434     -      89     +     334            11 
    Secondary credit                                              0             0             0             2 
    Seasonal credit                                              46     +       2     -      53            45 
 Float                                                         -624     +     293     -     243         1,277 
 Other Federal Reserve assets                               40,337    -   2,905    +   3,803       40,853 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,737     +      14     +     578        38,737 
                                                              
Total factors supplying reserve funds                       920,114     +   2,377     +  29,839       928,837 
                                                                          
Currency in circulation(5)                                  820,760     -     318     +  17,750       823,673 
Reverse repurchase agreements (6)                            35,092     -      84     +   3,899        35,383 
   Foreign official and international accounts               35,092     -      84     +   3,899        35,383 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          275     -       3     +     100           268 
Deposits with F.R.Banks, other than reserve balances         11,768     -     186     -      78        12,109 
  U.S. Treasury, general account                              4,959     -     184     +     296         5,324 
  Foreign official                                               98     -       4     +       7            96 
  Service-related                                             6,383     -      14     -     422         6,383 
     Required clearing balances                               6,381     -       1     -     424         6,381 
     Adjustments to compensate for float                          2     -      13     +       2             2 
  Other                                                         328     +      16     +      40           306 
Other liabilities and capital                                42,895     -      37     +   7,730        42,930 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  910,790     -     628     +  29,401       914,363 
                                                              
Reserve balances with Federal Reserve Banks                   9,324     +   3,005     +     438        14,474 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         2,025,772     -   2,963     + 316,166     2,027,434 
     U.S. Treasury                                        1,223,270     -  11,208     +  71,917     1,223,046 
     Federal agency                                         802,502     +   8,244     + 244,250       804,388 
  Securities lent to dealers                                  8,994     +     898     +   8,306         9,060 
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
Nov 21, 2007
Wednesday
Nov 14, 2007
Wednesday
Nov 22, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,178         -      25         +     373 
Securities, repurchase agreements, and loans                    834,728         +   5,528         +  19,716 
   Securities held outright                                     779,670         +      31         +   7,797 
      U.S. Treasury (1)                                         779,670         +      31         +   7,797 
         Bills (2)                                              267,019                 0         -  10,000 
         Notes and bonds, nominal (2)                           470,984                 0         +  10,386 
         Notes and bonds, inflation-indexed (2)                    36,911                 0         +   6,806 
         Inflation compensation (3)                               4,756         +      30         +     604 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     55,000         +   5,500         +  12,000 
   Loans                                                             58         -       2         -      81 
Items in process of collection                      (568)         4,365         -   1,520         +   1,289 
Bank premises                                                     2,114         +       3         +     204 
Other assets (5)                                                 38,848         -   2,538         +   3,795 
      Total assets                                  (568)       894,471         +   1,451         +  25,378 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  786,377         +   1,962         +  15,744 
Reverse repurchase agreements (6)                                35,383         +     680         +   6,048 
Deposits                                              (0)        26,693         +     305         -   2,535 
  Depository institutions                                        20,967         +     500         -   3,760 
  U.S. Treasury, general account                                  5,324         -     216         +   1,196 
  Foreign official                                                   96         -       1         +       4 
  Other                                               (0)           306         +      22         +      26 
Deferred availability cash items                    (568)         3,088         -   2,040         -   1,413 
Other liabilities and accrued dividends (7)                       5,896         -      44         -      36 
      Total liabilities                             (568)       857,437         +     863         +  17,809 
                                                     
Capital Accounts                                     
Capital paid in                                                  18,089         +      11         +   2,794 
Surplus                                                          15,457         +       1         +   4,903 
Other capital accounts                                            3,488         +     575         -     128 
      Total capital                                              37,033         +     587         +   7,568 
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, November 21, 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              58        56,879    -   1,529             0            0        55,000        35,383
16 days to 90 days           0       160,025    +   2,397             0            0             0             0
91 days to 1 year            0       160,545    -     334             0            0      ------       ------   
Over 1 to 5 years     ------         231,526    -   9,527             0            0      ------       ------   
Over 5 to 10 years    ------          81,927    +   6,443             0            0      ------       ------   
Over 10 years         ------          88,767    +   2,579             0            0      ------       ------   
           
All                         58       779,670    +      31             0            0        55,000       35,383 
 
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 November 21, 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                                           1,178          36          63          85         113         133         158         131          49          42          76         126         165 
Securities, repurchase agreements,                                 
      and loans                              834,728      38,466     302,232      36,933      34,157      72,318      77,414      70,017      26,679      16,665      27,034      36,677      96,138 
   Securities held outright                  779,670      35,932     282,316      34,493      31,907      67,552      72,313      65,396      24,919      15,556      25,239      34,256      89,792 
      U.S. Treasury (1)                      779,670      35,932     282,316      34,493      31,907      67,552      72,313      65,396      24,919      15,556      25,239      34,256      89,792 
         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)                  512,651      23,626     185,630      22,680      20,979      44,417      47,547      43,000      16,385      10,229      16,595      22,524      59,040 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                55,000       2,535      19,915       2,433       2,251       4,765       5,101       4,613       1,758       1,097       1,780       2,417       6,334 
      Loans                                       58           0           0           7           0           0           0           8           2          11          15           4          12 
Items in process of collection                 4,934          99          69         293       2,365         253         234         144          78         262         226         173         737 
Bank premises                                  2,114         119         216          62         154         179         230         206         107         113         259         258         212 
Other assets(5)                               38,848       1,259      11,836       3,512       2,275       7,579       3,279       2,474         718         721         741         961       3,493 
Interdistrict settlement account                   0     - 3,059     + 6,929     - 1,691     - 2,709     + 5,228     - 1,898     -   140     + 2,819     -   197     + 3,279     - 2,984     - 5,576 
          Total Assets                       895,039      37,485     326,270      39,732      36,887      86,705      80,700      73,948      30,848      17,838      32,016      35,922      96,689 
 
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 November 21, 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           1,004,450      38,373     360,718      41,003      38,227      81,120     109,310      81,231      32,575      18,277      33,085      57,516     113,014 
  Less: notes held by F.R. Banks              218,073       5,793      70,451       7,698       7,225      14,016      37,261      14,210       3,857       2,883       3,540      25,076      26,061 
    Federal Reserve notes, net                786,377      32,580     290,267      33,305      31,002      67,104      72,049      67,020      28,718      15,394      29,544      32,440      86,953 
Reverse repurchase agreements (1)              35,383       1,631      12,812       1,565       1,448       3,066       3,282       2,968       1,131         706       1,145       1,555       4,075 
Deposits                                       26,693       1,036      12,279         369       1,404       4,930       1,556       1,350         297         589         426         725       1,732 
  Depository institutions                      20,967       1,021       6,702         361       1,400       4,832       1,552       1,346         286         588         425         725       1,729 
  U.S. Treasury, general account                5,324           0       5,324           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                                           306          14         188           3           1          87           1           1          11           0           1           0           0 
Deferred availability cash items                3,656         198          96         504         416         342         356         299          98         264         292         169         622 
Other liabilities and accrued                                                 
  dividends (2)                                 5,896         264       1,727         282         274         953         526         469         215         156         200         274         556 
                                                                    
    Total liabilities                         858,006      35,709     317,181      36,025      34,544      76,394      77,769      72,107      30,459      17,108      31,608      35,163      93,938 
                                                                    
Capital                                                             
Capital paid in                                18,089         985       4,354       1,813       1,154       5,093       1,410         880         180         354         190         361       1,314 
Surplus                                        15,457         396       3,842       1,811       1,088       4,099       1,278         861         167         276         176         214       1,248 
Other capital                                   3,488         395         894          82         101       1,119         242          99          42         100          42         184         188 
     Total liabilities and capital            895,039      37,485     326,270      39,732      36,887      86,705      80,700      73,948      30,848      17,838      32,016      35,922      96,689 
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
Nov 21, 2007
Federal Reserve notes outstanding        1,004,450  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   218,073  
      Federal Reserve Notes to be         
         collateralized                    786,377  
Collateral held against Federal Reserve             
   notes                                   786,377  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           773,140  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      834,670  
   Less:face value of securities under    
         reverse repurchase agreements      35,423  
      U.S. Treasury and agency securities  
             eligible to be pledged        799,247  
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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