Skip to Content
Release Date: August 24, 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
August 24, 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 Aug 23, 2006 Aug 16, 2006 Aug 24, 2005 Aug 23, 2006
Federal Reserve Banks
Reserve Bank Credit 825,027 - 4,209 + 33,601 823,337
Securities held outright 764,850 + 13 + 36,297 764,855
U.S. Treasury (1) 764,850 + 13 + 36,297 764,855
Bills (2) 277,019 0 + 9,690 277,019
Notes and bonds, nominal (2) 457,826 0 + 18,921 457,826
Notes and bonds, inflation-indexed (2) 26,019 0 + 6,486 26,019
Inflation compensation (3) 3,987 + 13 + 1,202 3,992
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 21,536 - 1,893 - 3,571 19,750
Loans to depository institutions 348 + 1 + 15 367
Primary credit 7 - 1 - 9 10
Secondary credit 0 0 0 0
Seasonal credit 341 + 2 + 24 357
Float -274 + 82 + 261 -320
Other Federal Reserve assets 38,567 - 2,413 + 598 38,685
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,088 + 14 + 1,659 38,088
Total factors supplying reserve funds 876,356 - 4,195 + 35,260 874,666
Currency in circulation(5) 793,326 - 1,140 + 30,569 793,914
Reverse repurchase agreements (6) 27,503 - 1,390 + 3,466 26,553
Foreign official and international accounts 27,503 - 1,390 + 3,466 26,553
Dealers 0 0 0 0
Treasury cash holdings 159 - 1 - 94 170
Deposits with F.R.Banks, other than reserve balances 12,708 + 387 - 1,597 12,333
U.S. Treasury, general account 4,997 + 250 - 184 4,943
Foreign official 89 0 + 2 90
Service-related 6,982 - 219 - 1,739 6,982
Required clearing balances 6,982 - 219 - 1,739 6,982
Adjustments to compensate for float 0 0 0 0
Other 640 + 355 + 324 318
Other liabilities and capital 35,597 + 216 + 4,810 35,210
Total factors, other than reserve balances,
absorbing reserve funds 869,294 - 1,926 + 37,156 868,181
Reserve balances with Federal Reserve Banks 7,062 - 2,269 - 1,896 6,485
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,670,373 + 3,165 + 204,571 1,676,125
U.S. Treasury 1,139,087 + 1,223 + 42,910 1,142,527
Federal agency 531,286 + 1,942 + 161,661 533,598
Securities lent to dealers 1,228 - 1,250 - 589 1,465
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 Aug 23, 2006 Aug 16, 2006 Aug 24, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 776 + 7 + 126
Securities, repurchase agreements, and loans 784,972 - 5,481 + 29,047
Securities held outright 764,855 + 13 + 35,276
U.S. Treasury (1) 764,855 + 13 + 35,276
Bills (2) 277,019 0 + 9,511
Notes and bonds, nominal (2) 457,826 0 + 18,074
Notes and bonds, inflation-indexed (2) 26,019 0 + 6,486
Inflation compensation (3) 3,992 + 13 + 1,206
Federal agency (2) 0 0 0
Repurchase agreements (4) 19,750 - 5,500 - 6,250
Loans 367 + 6 + 21
Items in process of collection (970) 4,260 + 247 - 1,228
Bank premises 1,877 + 7 + 45
Other assets (5) 36,714 + 343 + 319
Total assets (970) 841,837 - 4,876 + 28,310
Liabilities
Federal Reserve notes net of FR Bank holdings 756,769 - 1,558 + 28,839
Reverse repurchase agreements (6) 26,553 - 956 + 2,439
Deposits (0) 18,725 - 2,197 - 6,323
Depository institutions 13,373 - 2,740 - 6,696
U.S. Treasury, general account 4,943 + 500 + 340
Foreign official 90 + 2 + 10
Other (0) 318 + 41 + 22
Deferred availability cash items (970) 4,580 - 225 - 1,246
Other liabilities and accrued dividends (7) 5,252 + 72 + 1,684
Total liabilities (970) 811,878 - 4,865 + 25,391
Capital Accounts
Capital paid in 15,047 + 17 + 1,606
Surplus 12,901 0 + 1,271
Other capital accounts 2,011 - 28 + 42
Total capital 29,959 - 11 + 2,919
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, August 23, 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 325 63,576 + 673 0 0 19,750 26,553
16 days to 90 days 42 165,659 + 6,656 0 0 0 0
91 days to 1 year 0 183,512 - 7,327 0 0 ------ ------
Over 1 to 5 years ------ 211,118 + 3 0 0 ------ ------
Over 5 to 10 years ------ 59,710 + 1,559 0 0 ------ ------
Over 10 years ------ 81,279 - 1,551 0 0 ------ ------
All 367 764,855 + 13 0 0 19,750 26,553
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 August 23, 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 776 24 45 39 72 73 105 95 39 30 56 80 118
Securities, repurchase agreements,
and loans 784,972 36,498 302,844 33,207 33,026 63,538 64,045 70,318 24,367 15,670 22,445 34,332 84,682
Securities held outright 764,855 36,498 283,094 33,207 33,026 63,537 64,031 70,229 24,301 15,549 22,397 34,326 84,662
U.S. Treasury (1) 764,855 36,498 283,094 33,207 33,026 63,537 64,031 70,229 24,301 15,549 22,397 34,326 84,662
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) 487,836 23,279 180,562 21,180 21,065 40,525 40,840 44,793 15,499 9,917 14,285 21,894 53,999
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 19,750 0 19,750 0 0 0 0 0 0 0 0 0 0
Loans 367 0 0 0 0 1 14 89 67 121 48 6 20
Items in process of collection 5,230 252 143 931 340 318 578 229 167 254 485 345 1,189
Bank premises 1,877 113 207 57 157 157 231 209 73 117 122 259 175
Other assets(5) 36,714 1,141 13,260 1,749 2,199 6,781 2,552 2,569 712 670 670 873 3,538
Interdistrict settlement account 0 - 1,075 + 3,799 + 709 - 373 + 2,523 + 5,487 - 9,809 - 816 - 374 + 1,357 - 1,696 + 266
Total Assets 842,807 37,554 325,310 37,238 35,971 74,390 74,187 64,769 24,942 16,607 25,526 34,866 91,444
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 August 23, 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 931,760 38,016 349,122 39,357 37,162 73,354 93,593 73,287 27,142 17,146 27,254 50,170 106,158
Less: notes held by F.R. Banks 174,991 3,852 50,028 7,601 6,352 13,361 26,489 14,698 4,161 2,374 4,050 18,259 23,765
Federal Reserve notes, net 756,769 34,164 299,094 31,756 30,810 59,993 67,104 58,589 22,981 14,772 23,203 31,911 82,393
Reverse repurchase agreements (1) 26,553 1,267 9,828 1,153 1,147 2,206 2,223 2,438 844 540 778 1,192 2,939
Deposits 18,725 686 6,914 471 923 3,180 1,518 1,230 475 272 511 767 1,777
Depository institutions 13,373 680 1,734 469 916 3,041 1,514 1,227 472 271 510 767 1,772
U.S. Treasury, general account 4,943 0 4,943 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 318 5 176 0 4 129 0 0 2 0 1 0 0
Deferred availability cash items 5,550 383 100 800 571 459 704 267 124 388 497 289 970
Other liabilities and accrued
dividends (2) 5,252 261 1,778 247 253 499 449 482 192 138 172 247 534
Total liabilities 812,848 36,761 317,715 34,427 33,703 66,337 71,997 63,006 24,615 16,109 25,161 34,406 88,612
Capital
Capital paid in 15,047 383 3,688 1,745 1,126 4,017 1,072 841 155 243 174 214 1,387
Surplus 12,901 317 3,685 744 1,013 3,307 892 876 144 245 175 153 1,349
Other capital 2,011 94 222 322 128 728 225 46 29 10 16 94 96
Total liabilities and capital 842,807 37,554 325,310 37,238 35,971 74,390 74,187 64,769 24,942 16,607 25,526 34,866 91,444
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
Aug 23, 2006
Federal Reserve notes outstanding 931,760
Less: Notes held by F.R. Banks
not subject to collateralization 174,991
Federal Reserve Notes to be
collateralized 756,769
Collateral held against Federal Reserve
notes 756,769
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 743,532
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 784,605
Less:face value of securities under
reverse repurchase agreements 26,591
U.S. Treasury and agency securities
eligible to be pledged 758,014
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