FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- June 21, 2007

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Release Date: June 21, 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
                                                                                              June 21, 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 Jun 20, 2007
	Week ended Jun 20, 2007	Change from week ended
	Week ended Jun 20, 2007	Jun 13, 2007	Jun 21, 2006

Reserve Bank Credit	852,284	+ 2,304	+ 26,414	851,426
Securities held outright	790,417	+ 58	+ 24,139	790,439
U.S. Treasury (1)	790,417	+ 58	+ 24,139	790,439
Bills (2)	277,019	0	+ 1,649	277,019
Notes and bonds, nominal (2)	474,672	0	+ 10,092	474,672
Notes and bonds, inflation-indexed (2)	34,459	0	+ 11,813	34,459
Inflation compensation (3)	4,267	+ 58	+ 585	4,289
Federal agency (2)	0	0	0	0
Repurchase agreements(4)	22,679	+ 1,608	+ 4,108	21,000
Loans to depository institutions	283	+ 137	+ 15	933
Primary credit	132	+ 106	+ 116	771
Secondary credit	0	0	0	0
Seasonal credit	151	+ 31	- 101	162
Float	-573	+ 267	- 1,389	-635
Other Federal Reserve assets	39,478	+ 234	- 458	39,689
Gold stock	11,041	0	0	11,041
Special drawing rights certificate account	2,200	0	0	2,200
Treasury currency outstanding (5)	38,525	+ 14	+ 539	38,525

Total factors supplying reserve funds	904,050	+ 2,317	+ 26,953	903,192

Currency in circulation(5)	810,274	- 1,185	+ 17,229	810,942
Reverse repurchase agreements (6)	31,721	- 594	+ 5,202	30,443
Foreign official and international accounts	31,721	- 594	+ 5,202	30,443
Dealers	0	0	0	0
Treasury cash holdings	301	+ 5	+ 97	292
Deposits with F.R.Banks, other than reserve balances	12,373	+ 492	- 286	12,923
U.S. Treasury, general account	5,475	+ 517	+ 468	6,022
Foreign official	96	- 13	+ 3	96
Service-related	6,583	0	- 734	6,583
Required clearing balances	6,583	0	- 734	6,583
Adjustments to compensate for float	0	0	0	0
Other	220	- 11	- 22	222
Other liabilities and capital	39,341	- 110	+ 4,400	39,153

Total factors, other than reserve balances,
absorbing reserve funds	894,011	- 1,391	+ 26,644	893,751

Reserve balances with Federal Reserve Banks	10,039	+ 3,708	+ 309	9,441


Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7)	1,967,018	+ 11,699	+ 329,573	1,971,902
U.S. Treasury	1,230,950	+ 4,283	+ 105,446	1,230,342
Federal agency	736,069	+ 7,417	+ 224,128	741,560
Securities lent to dealers	4,718	+ 1,131	+ 2,845	2,939

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
Assets, liabilities, and capital	Eliminations from consolidation	Wednesday Jun 20, 2007	Wednesday Jun 13, 2007	Wednesday Jun 21, 2006
Assets
Gold certificate account		11,037	0	0
Special drawing rights certificate account		2,200	0	0
Coin		932	+ 18	+ 203
Securities, repurchase agreements, and loans		812,372	- 151	+ 23,554
Securities held outright		790,439	+ 59	+ 24,142
U.S. Treasury (1)		790,439	+ 59	+ 24,142
Bills (2)		277,019	0	+ 1,649
Notes and bonds, nominal (2)		474,672	0	+ 10,092
Notes and bonds, inflation-indexed (2)		34,459	0	+ 11,813
Inflation compensation (3)		4,289	+ 58	+ 588
Federal agency (2)		0	0	0
Repurchase agreements (4)		21,000	- 1,000	- 1,250
Loans		933	+ 791	+ 662
Items in process of collection	(1,010)	3,514	+ 818	- 1,916
Bank premises		2,036	+ 8	+ 182
Other assets (5)		37,767	+ 415	- 383
Total assets	(1,010)	869,859	+ 1,110	+ 21,642

Liabilities
Federal Reserve notes net of FR Bank holdings		773,636	- 1,334	+ 16,701
Reverse repurchase agreements (6)		30,443	- 1,136	+ 4,766
Deposits	(0)	22,478	+ 3,325	- 2,882
Depository institutions		16,138	+ 2,048	- 3,513
U.S. Treasury, general account		6,022	+ 1,280	+ 637
Foreign official		96	+ 1	+ 9
Other	(0)	222	- 4	- 16
Deferred availability cash items	(1,010)	4,150	- 60	- 1,282
Other liabilities and accrued dividends (7)		6,042	- 4	+ 940
Total liabilities	(1,010)	836,748	+ 790	+ 18,240

Capital Accounts
Capital paid in		16,106	+ 9	+ 1,140
Surplus		15,387	+ 16	+ 2,486
Other capital accounts		1,617	+ 294	- 226
Total capital		33,110	+ 319	+ 3,400

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,      June 20, 2007
Millions of dollars

Maturity	Loans	U.S. Treasury securities (1)		Federal agency securities		Repurchase agreements(2)	Reverse repurchase agreements(2)
Maturity	Loans	Holding	Weekly changes	Holdings	Week change	Repurchase agreements(2)	Reverse repurchase agreements(2)
Within 15 days	933	66,144	+ 5,138	0	0	21,000	30,443
16 days to 90 days	0	168,821	- 5,101	0	0	0	0
91 days to 1 year	0	165,288	- 34	0	0	------	------
Over 1 to 5 years	------	233,355	+ 17	0	0	------	------
Over 5 to 10 years	------	74,541	+ 15	0	0	------	------
Over 10 years	------	82,289	+ 22	0	0	------	------

All	933	790,439	+ 59	0	0	21,000	30,443

 
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      June 20, 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	932	29	51	59	90	92	121	111	41	37	72	93	136
Securities, repurchase agreements,
and loans	812,372	37,401	294,260	35,898	33,247	70,480	75,263	68,100	25,974	16,228	26,292	35,660	93,570
Securities held outright	790,439	36,428	286,216	34,969	32,347	68,485	73,311	66,299	25,263	15,771	25,587	34,729	91,032
U.S. Treasury (1)	790,439	36,428	286,216	34,969	32,347	68,485	73,311	66,299	25,263	15,771	25,587	34,729	91,032
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)	513,420	23,661	185,908	22,714	21,011	44,484	47,619	43,064	16,409	10,244	16,620	22,558	59,129
Federal agency (2)	0	0	0	0	0	0	0	0	0	0	0	0	0
Repurchase agreements(4)	21,000	968	7,604	929	859	1,819	1,948	1,761	671	419	680	923	2,418
Loans	933	5	440	0	40	175	4	39	40	38	25	8	120
Items in process of collection	4,524	378	136	640	566	208	522	362	149	176	315	227	843
Bank premises	2,036	118	214	57	156	173	232	208	94	115	213	261	198
Other assets(5)	37,767	1,267	11,772	3,184	2,160	7,017	3,208	2,465	755	711	758	1,002	3,469
Interdistrict settlement account	0	- 3,310	+ 865	- 672	- 3,499	- 263	+ 5,420	+ 635	+ 166	- 515	+ 1,017	+ 905	- 750
Total Assets	870,868	36,447	312,224	39,704	33,253	78,723	86,048	72,996	27,576	16,986	29,067	38,859	98,986

 
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      June 20, 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	976,167	37,744	345,359	40,251	36,662	79,775	107,921	80,370	29,262	17,284	30,418	57,851	113,271
Less: notes held by F.R. Banks	202,531	5,033	64,862	7,139	9,003	14,481	30,225	14,076	3,723	2,673	3,790	22,303	25,223
Federal Reserve notes, net	773,636	32,711	280,497	33,112	27,659	65,294	77,696	66,294	25,539	14,610	26,628	35,548	88,048
Reverse repurchase agreements (1)	30,443	1,403	11,023	1,347	1,246	2,638	2,823	2,553	973	607	985	1,338	3,506
Deposits	22,478	760	9,822	588	1,101	1,487	1,588	1,498	349	587	437	811	3,451
Depository institutions	16,138	753	3,575	582	1,097	1,426	1,585	1,495	346	586	435	810	3,448
U.S. Treasury, general account	6,022	0	6,022	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	222	7	158	1	1	50	0	0	3	0	1	0	0
Deferred availability cash items	5,159	471	161	697	719	371	498	323	130	365	417	295	713
Other liabilities and accrued
dividends (2)	6,042	262	1,860	303	291	824	569	490	216	159	200	280	588

Total liabilities	837,758	35,607	303,363	36,047	31,016	70,614	83,174	71,158	27,207	16,328	28,667	38,271	96,306

Capital
Capital paid in	16,106	404	4,292	1,809	1,101	3,959	1,401	887	172	321	188	278	1,294
Surplus	15,387	396	3,782	1,810	1,087	4,096	1,277	859	166	276	176	213	1,247
Other capital	1,617	40	787	38	48	55	196	92	30	60	35	96	139
Total liabilities and capital	870,868	36,447	312,224	39,704	33,253	78,723	86,048	72,996	27,576	16,986	29,067	38,859	98,986

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 Jun 20, 2007
Federal Reserve notes outstanding	976,167
Less: Notes held by F.R. Banks
not subject to collateralization	202,531
Federal Reserve Notes to be
collateralized	773,636
Collateral held against Federal Reserve
notes	773,636
Gold certificate account	11,037
Special drawing rights
certificate account	2,200
U.S. Treasury and agency securities
pledged (1)	760,399
Other assets pledged	0

Memo:
Total U.S. Treasury and agency
securities (1)	811,439
Less:face value of securities under
reverse repurchase agreements	30,482
U.S. Treasury and agency securities
eligible to be pledged	780,957

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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