Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 14, 2006
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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 14, 2006
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
Sep 13, 2006
Week ended
Sep 13, 2006
Change from week ended
Sep 6, 2006 Sep 14, 2005
                                                              
Reserve Bank Credit                                         826,496     -   5,609     +  25,932       826,209 
 Securities held outright                                   767,291     +     540     +  34,898       768,874 
    U.S. Treasury (1)                                       767,291     +     540     +  34,898       768,874 
       Bills (2)                                            277,019             0     +   9,205       277,019 
       Notes and bonds, nominal (2)                         460,216     +     521     +  18,408       461,791 
       Notes and bonds, inflation-indexed (2)                26,019             0     +   6,100        26,019 
       Inflation compensation (3)                             4,038     +      19     +   1,186         4,046 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    18,250     -   8,107     -   9,786        16,000 
 Loans to depository institutions                               584     +     239     +     272         2,023 
    Primary credit                                              244     +     241     +     241         1,677 
    Secondary credit                                              0             0             0             0 
    Seasonal credit                                             340     -       1     +      31           346 
 Float                                                        1,254     +   1,410     +     434            33 
 Other Federal Reserve assets                               39,117    +     309    +     113       39,278 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,110     +      14     +   1,681        38,110 
                                                              
Total factors supplying reserve funds                       877,847     -   5,595     +  27,613       877,559 
                                                                          
Currency in circulation(5)                                  796,201     -   2,372     +  27,093       795,680 
Reverse repurchase agreements (6)                            27,089     +      38     +   1,854        26,923 
   Foreign official and international accounts               27,089     +      38     +   1,854        26,923 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          176     +       4     -      78           166 
Deposits with F.R.Banks, other than reserve balances         11,894     -      31     -   2,336        11,838 
  U.S. Treasury, general account                              4,749     +     218     -     224         4,690 
  Foreign official                                               95     +       3     +       4            93 
  Service-related                                             6,788     -       3     -   2,094         6,788 
     Required clearing balances                               6,788     -       3     -   2,094         6,788 
     Adjustments to compensate for float                          0             0             0             0 
  Other                                                         262     -     250     -      22           266 
Other liabilities and capital                                35,844     -       8     +   4,561        35,547 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  871,202     -   2,372     +  31,092       870,154 
                                                              
Reserve balances with Federal Reserve Banks                   6,645     -   3,223     -   3,479         7,406 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         1,682,130     +   1,758     + 222,400     1,681,477 
     U.S. Treasury                                        1,147,649     +   3,002     +  56,674     1,143,934 
     Federal agency                                         534,481     -   1,244     + 165,726       537,542 
  Securities lent to dealers                                  3,896     +     597     -   1,696         2,393 
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
Sep 13, 2006
Wednesday
Sep 6, 2006
Wednesday
Sep 14, 2005
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                809         +      29         +     142 
Securities, repurchase agreements, and loans                    786,897         +      42         +  21,296 
   Securities held outright                                     768,874         +   2,117         +  35,606 
      U.S. Treasury (1)                                         768,874         +   2,117         +  35,606 
         Bills (2)                                              277,019                 0         +   9,193 
         Notes and bonds, nominal (2)                           461,791         +   2,096         +  19,198 
         Notes and bonds, inflation-indexed (2)                    26,019                 0         +   6,036 
         Inflation compensation (3)                               4,046         +      21         +   1,181 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     16,000         -   3,750         -  16,000 
   Loans                                                          2,023         +   1,675         +   1,690 
Items in process of collection                    (1,130)         4,738         -   8,052         -   2,456 
Bank premises                                                     1,886         +       4         +      52 
Other assets (5)                                                 37,311         +     342         -      73 
      Total assets                                (1,130)       844,878         -   7,634         +  18,961 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  758,542         -   3,655         +  25,038 
Reverse repurchase agreements (6)                                26,923         +      45         +     963 
Deposits                                              (0)        19,162         -   2,403         -   9,556 
  Depository institutions                                        14,112         -   2,699         -   8,946 
  U.S. Treasury, general account                                  4,690         +     317         -     629 
  Foreign official                                                   93         -      11         +      10 
  Other                                               (0)           266         -      11         +       8 
Deferred availability cash items                  (1,130)         4,705         -   1,713         -   2,223 
Other liabilities and accrued dividends (7)                       5,464         +     125         +   1,713 
      Total liabilities                           (1,130)       814,795         -   7,602         +  15,934 
                                                     
Capital Accounts                                     
Capital paid in                                                  15,068         +       4         +   1,771 
Surplus                                                          12,901                 0         +   1,271 
Other capital accounts                                            2,114         -      37         -      15 
      Total capital                                              30,083         -      33         +   3,027 
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 13, 2006
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           1,731        54,071    -   1,326             0            0        16,000        26,923
16 days to 90 days         292       172,526    +     872             0            0             0             0
91 days to 1 year            0       185,863    +     457             0            0      ------       ------   
Over 1 to 5 years     ------         214,615    +   1,326             0            0      ------       ------   
Over 5 to 10 years    ------          60,269    +     552             0            0      ------       ------   
Over 10 years         ------          81,531    +     237             0            0      ------       ------   
           
All                      2,023       768,874    +   2,117             0            0        16,000       26,923 
 
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 13, 2006
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         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                                             809          24          49          45          71          75         106         103          39          31          63          78         124 
Securities, repurchase agreements,                                 
      and loans                              786,897      36,694     301,745      33,381      33,705      63,871      64,380      70,694      24,493      15,740      22,567      34,512      85,113 
   Securities held outright                  768,874      36,689     284,581      33,381      33,200      63,870      64,368      70,598      24,428      15,631      22,514      34,506      85,107 
      U.S. Treasury (1)                      768,874      36,689     284,581      33,381      33,200      63,870      64,368      70,598      24,428      15,631      22,514      34,506      85,107 
         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)                  491,855      23,471     182,049      21,354      21,238      40,858      41,177      45,162      15,627       9,999      14,403      22,074      54,444 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                16,000           0      16,000           0           0           0           0           0           0           0           0           0           0 
      Loans                                    2,023           5       1,164           0         505           1          12          96          65         110          53           6           7 
Items in process of collection                 5,869         266         145         647         440         364         573         235         196         242         587         632       1,542 
Bank premises                                  1,886         113         208          57         157         160         231         209          72         117         129         259         174 
Other assets(5)                               37,311       1,169      13,485       1,797       2,206       6,791       2,648       2,634         705         677         688         903       3,607 
Interdistrict settlement account                   0     - 1,214     + 3,948     + 1,455     - 1,068     + 3,035     + 7,032     - 9,949     -   658     -   419     + 1,188     - 2,659     -   692 
          Total Assets                       846,008      37,655     324,593      37,929      36,061      75,296      76,158      65,084      25,247      16,630      25,612      34,398      91,345 
 
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 13, 2006
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             932,763      38,132     348,582      39,171      37,101      74,229      94,162      73,392      27,166      17,206      27,359      50,009     106,254 
  Less: notes held by F.R. Banks              174,221       3,903      50,506       7,610       6,265      13,110      25,176      14,717       3,932       2,369       4,198      18,536      23,898 
    Federal Reserve notes, net                758,542      34,229     298,076      31,561      30,836      61,119      68,986      58,675      23,234      14,837      23,160      31,472      82,356 
Reverse repurchase agreements (1)              26,923       1,285       9,965       1,169       1,163       2,236       2,254       2,472         855         547         788       1,208       2,980 
Deposits                                       19,162         652       6,961       1,350         975       2,833       1,553       1,264         511         227         576         642       1,619 
  Depository institutions                      14,112         650       2,045       1,348         970       2,755       1,547       1,261         479         226         574         642       1,615 
  U.S. Treasury, general account                4,690           0       4,690           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 93           1          64           2           3          11           3           3           0           1           1           0           4 
  Other                                           266           0         161           0           2          67           3           0          31           0           1           0           0 
Deferred availability cash items                5,836         429         147         706         548         512         684         408         119         376         543         365         998 
Other liabilities and accrued                                                 
  dividends (2)                                 5,464         265       1,835         261         265         540         465         498         197         143         179         258         558 
                                                                    
    Total liabilities                         815,926      36,859     316,984      35,047      33,786      67,240      73,942      63,318      24,916      16,130      25,246      33,946      88,511 
                                                                    
Capital                                                             
Capital paid in                                15,068         383       3,691       1,749       1,128       4,019       1,084         841         156         244         173         211       1,388 
Surplus                                        12,901         317       3,685         744       1,013       3,307         892         876         144         245         175         153       1,349 
Other capital                                   2,114          96         233         389         133         730         240          48          31          10          18          89          97 
     Total liabilities and capital            846,008      37,655     324,593      37,929      36,061      75,296      76,158      65,084      25,247      16,630      25,612      34,398      91,345 
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 13, 2006
Federal Reserve notes outstanding          932,763  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   174,221  
      Federal Reserve Notes to be         
         collateralized                    758,542  
Collateral held against Federal Reserve             
   notes                                   758,542  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           745,305  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      784,874  
   Less:face value of securities under    
         reverse repurchase agreements      26,959  
      U.S. Treasury and agency securities  
             eligible to be pledged        757,915  
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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