Skip to Content
Release Date: October 26, 2006
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
October 26, 2006
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 Oct 25, 2006 Oct 18, 2006 Oct 26, 2005 Oct 25, 2006
Federal Reserve Banks
Reserve Bank Credit 830,809 - 647 + 32,877 838,510
Securities held outright 767,413 - 1,164 + 29,131 768,422
U.S. Treasury (1) 767,413 - 1,164 + 29,131 768,422
Bills (2) 277,019 0 + 6,763 277,019
Notes and bonds, nominal (2) 458,811 - 1,992 + 13,778 459,815
Notes and bonds, inflation-indexed (2) 27,430 + 806 + 7,447 27,430
Inflation compensation (3) 4,152 + 21 + 1,143 4,157
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 22,893 + 107 + 3,822 30,000
Loans to depository institutions 174 - 56 - 48 172
Primary credit 9 - 25 - 31 6
Secondary credit 0 0 0 0
Seasonal credit 165 - 32 - 18 166
Float -402 + 58 - 867 -877
Other Federal Reserve assets 40,732 + 409 + 842 40,794
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,123 + 14 + 1,694 38,123
Total factors supplying reserve funds 882,173 - 633 + 34,572 889,875
Currency in circulation(5) 794,149 - 704 + 26,339 795,587
Reverse repurchase agreements (6) 30,721 - 703 + 6,503 31,151
Foreign official and international accounts 30,721 - 703 + 6,503 31,151
Dealers 0 0 0 0
Treasury cash holdings 180 + 15 - 40 179
Deposits with F.R.Banks, other than reserve balances 12,471 + 300 - 1,670 12,643
U.S. Treasury, general account 5,178 + 323 + 29 5,346
Foreign official 89 - 15 - 7 90
Service-related 6,914 - 2 - 1,673 6,914
Required clearing balances 6,914 - 2 - 1,673 6,914
Adjustments to compensate for float 0 0 0 0
Other 290 - 7 - 20 293
Other liabilities and capital 36,417 + 337 + 4,744 36,030
Total factors, other than reserve balances,
absorbing reserve funds 873,937 - 757 + 35,874 875,589
Reserve balances with Federal Reserve Banks 8,236 + 124 - 1,302 14,285
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,685,630 + 112 + 209,274 1,691,926
U.S. Treasury 1,141,536 - 3,988 + 53,821 1,142,934
Federal agency 544,094 + 4,100 + 155,454 548,992
Securities lent to dealers 1,663 + 663 - 2,843 219
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 Oct 25, 2006 Oct 18, 2006 Oct 26, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 831 + 1 + 104
Securities, repurchase agreements, and loans 798,593 + 8,788 + 37,126
Securities held outright 768,422 + 1,771 + 28,880
U.S. Treasury (1) 768,422 + 1,771 + 28,880
Bills (2) 277,019 0 + 6,370
Notes and bonds, nominal (2) 459,815 + 1,757 + 13,925
Notes and bonds, inflation-indexed (2) 27,430 0 + 7,447
Inflation compensation (3) 4,157 + 14 + 1,138
Federal agency (2) 0 0 0
Repurchase agreements (4) 30,000 + 7,250 + 8,250
Loans 172 - 232 - 4
Items in process of collection (1,033) 3,376 - 881 - 2,810
Bank premises 1,902 + 3 + 58
Other assets (5) 38,681 + 531 + 538
Total assets (1,033) 856,620 + 8,442 + 35,016
Liabilities
Federal Reserve notes net of FR Bank holdings 758,469 - 276 + 24,838
Reverse repurchase agreements (6) 31,151 - 1,744 + 7,497
Deposits (0) 26,736 + 10,740 + 37
Depository institutions 21,006 + 10,927 - 498
U.S. Treasury, general account 5,346 - 194 + 619
Foreign official 90 - 1 - 75
Other (0) 293 + 6 - 10
Deferred availability cash items (1,033) 4,235 - 436 - 1,899
Other liabilities and accrued dividends (7) 5,530 + 38 + 1,522
Total liabilities (1,033) 826,121 + 8,322 + 31,995
Capital Accounts
Capital paid in 15,099 + 3 + 1,648
Surplus 12,901 0 + 1,271
Other capital accounts 2,499 + 117 + 102
Total capital 30,500 + 121 + 3,022
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, October 25, 2006
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 168 57,745 + 1,075 0 0 30,000 31,151
16 days to 90 days 4 163,996 - 1,320 0 0 0 0
91 days to 1 year 0 186,185 + 2,003 0 0 ------ ------
Over 1 to 5 years ------ 217,176 + 4 0 0 ------ ------
Over 5 to 10 years ------ 61,745 + 3 0 0 ------ ------
Over 10 years ------ 81,575 + 6 0 0 ------ ------
All 172 768,422 + 1,771 0 0 30,000 31,151
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 October 25, 2006
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 11,037 486 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 831 23 45 60 78 77 107 97 39 30 62 80 134
Securities, repurchase agreements,
and loans 798,593 36,668 314,414 33,362 33,180 63,833 64,337 70,618 24,420 15,683 22,533 34,489 85,057
Securities held outright 768,422 36,668 284,414 33,362 33,180 63,833 64,330 70,556 24,414 15,622 22,501 34,486 85,057
U.S. Treasury (1) 768,422 36,668 284,414 33,362 33,180 63,833 64,330 70,556 24,414 15,622 22,501 34,486 85,057
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) 491,403 23,449 181,882 21,335 21,219 40,821 41,139 45,121 15,613 9,990 14,389 22,054 54,393
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 30,000 0 30,000 0 0 0 0 0 0 0 0 0 0
Loans 172 0 0 0 0 0 7 62 6 61 32 3 0
Items in process of collection 4,409 174 93 545 504 301 478 314 122 211 417 265 984
Bank premises 1,902 114 208 57 158 161 231 209 75 117 134 260 178
Other assets(5) 38,681 1,242 14,005 1,832 2,269 6,886 2,728 2,768 771 710 734 971 3,764
Interdistrict settlement account 0 - 1,472 - 8,874 + 926 - 525 + 7,980 + 7,734 - 7,607 - 557 - 400 + 2,471 - 2,348 + 2,670
Total Assets 857,653 37,350 324,905 37,327 36,214 80,239 76,804 67,558 25,269 16,592 26,743 34,391 94,263
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 October 25, 2006
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 939,010 37,800 345,927 38,637 36,920 75,191 95,427 76,419 27,060 17,119 28,338 50,434 109,738
Less: notes held by F.R. Banks 180,541 4,110 53,024 7,562 6,843 12,898 25,793 15,567 3,842 2,560 4,020 19,234 25,086
Federal Reserve notes, net 758,469 33,690 292,903 31,075 30,077 62,293 69,634 60,851 23,218 14,560 24,317 31,200 84,652
Reverse repurchase agreements (1) 31,151 1,486 11,530 1,352 1,345 2,588 2,608 2,860 990 633 912 1,398 3,448
Deposits 26,736 795 10,804 720 1,682 6,118 1,329 1,257 413 373 479 800 1,965
Depository institutions 21,006 793 5,224 718 1,677 5,993 1,327 1,254 412 372 477 799 1,961
U.S. Treasury, general account 5,346 0 5,346 0 0 0 0 0 0 0 0 0 0
Foreign official 90 1 61 2 3 11 3 3 0 1 1 0 4
Other 293 1 173 0 2 114 0 0 1 0 1 0 0
Deferred availability cash items 5,268 296 133 821 577 466 534 298 113 315 484 286 944
Other liabilities and accrued
dividends (2) 5,530 267 1,852 274 270 548 468 502 197 146 180 262 563
Total liabilities 827,154 36,535 317,221 34,243 33,952 72,013 74,574 65,768 24,931 16,027 26,372 33,946 91,572
Capital
Capital paid in 15,099 390 3,722 1,810 1,099 4,081 1,087 846 159 276 174 209 1,247
Surplus 12,901 317 3,685 744 1,013 3,307 892 876 144 245 175 153 1,349
Other capital 2,499 108 277 530 149 837 251 67 35 44 23 84 95
Total liabilities and capital 857,653 37,350 324,905 37,327 36,214 80,239 76,804 67,558 25,269 16,592 26,743 34,391 94,263
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
Oct 25, 2006
Federal Reserve notes outstanding 939,010
Less: Notes held by F.R. Banks
not subject to collateralization 180,541
Federal Reserve Notes to be
collateralized 758,469
Collateral held against Federal Reserve
notes 758,469
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 745,233
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 798,422
Less:face value of securities under
reverse repurchase agreements 31,486
U.S. Treasury and agency securities
eligible to be pledged 766,936
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