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Release Date: December 28, 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
December 28, 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 Dec 27, 2006 Dec 20, 2006 Dec 28, 2005 Dec 27, 2006
Federal Reserve Banks
Reserve Bank Credit 852,198 + 6,988 + 25,801 855,179
Securities held outright 778,951 + 2,021 + 34,744 778,938
U.S. Treasury (1) 778,951 + 2,021 + 34,744 778,938
Bills (2) 277,019 0 + 5,749 277,019
Notes and bonds, nominal (2) 467,864 + 2,066 + 18,269 467,864
Notes and bonds, inflation-indexed (2) 30,105 0 + 10,122 30,105
Inflation compensation (3) 3,964 - 44 + 606 3,951
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 33,036 + 4,107 - 9,143 36,000
Loans to depository institutions 149 - 43 + 24 488
Primary credit 64 - 43 + 13 407
Secondary credit 0 0 0 0
Seasonal credit 85 0 + 11 81
Float 883 - 13 + 76 411
Other Federal Reserve assets 39,180 + 917 + 100 39,342
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,245 + 14 + 1,705 38,245
Total factors supplying reserve funds 903,684 + 7,003 + 27,506 906,665
Currency in circulation(5) 816,870 + 8,180 + 24,815 819,930
Reverse repurchase agreements (6) 30,509 + 968 + 1,932 32,126
Foreign official and international accounts 30,509 + 968 + 1,932 32,126
Dealers 0 0 0 0
Treasury cash holdings 230 + 26 + 27 252
Deposits with F.R.Banks, other than reserve balances 12,434 - 994 - 1,466 11,656
U.S. Treasury, general account 5,240 - 826 + 387 4,470
Foreign official 92 - 3 + 8 92
Service-related 6,836 - 186 - 1,825 6,836
Required clearing balances 6,836 - 179 - 1,812 6,836
Adjustments to compensate for float 0 - 7 - 13 0
Other 266 + 21 - 37 258
Other liabilities and capital 36,824 + 398 + 4,175 36,717
Total factors, other than reserve balances,
absorbing reserve funds 896,867 + 8,577 + 29,482 900,680
Reserve balances with Federal Reserve Banks 6,817 - 1,574 - 1,976 5,984
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,752,102 + 10,000 + 233,039 1,761,941
U.S. Treasury 1,155,885 - 714 + 56,151 1,162,198
Federal agency 596,217 + 10,715 + 176,888 599,743
Securities lent to dealers 3,325 + 2,362 + 2,029 3,141
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 Dec 27, 2006 Dec 20, 2006 Dec 28, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 800 - 21 + 112
Securities, repurchase agreements, and loans 815,426 + 4,197 + 25,852
Securities held outright 778,938 + 1,300 + 34,728
U.S. Treasury (1) 778,938 + 1,300 + 34,728
Bills (2) 277,019 0 + 5,749
Notes and bonds, nominal (2) 467,864 + 1,342 + 18,269
Notes and bonds, inflation-indexed (2) 30,105 0 + 10,122
Inflation compensation (3) 3,951 - 42 + 589
Federal agency (2) 0 0 0
Repurchase agreements (4) 36,000 + 2,500 - 9,250
Loans 488 + 398 + 374
Items in process of collection (1,174) 5,137 + 323 - 2,613
Bank premises 1,944 + 13 + 118
Other assets (5) 37,349 + 436 + 10
Total assets (1,174) 873,894 + 4,950 + 23,480
Liabilities
Federal Reserve notes net of FR Bank holdings 782,733 + 6,824 + 23,487
Reverse repurchase agreements (6) 32,126 + 2,223 + 1,754
Deposits (0) 17,591 - 4,681 - 4,075
Depository institutions 12,772 - 3,717 - 4,290
U.S. Treasury, general account 4,470 - 966 + 227
Foreign official 92 + 3 + 7
Other (0) 258 0 - 18
Deferred availability cash items (1,174) 4,727 + 260 - 1,970
Other liabilities and accrued dividends (7) 5,987 + 38 + 1,568
Total liabilities (1,174) 843,163 + 4,664 + 20,763
Capital Accounts
Capital paid in 15,328 + 2 + 1,792
Surplus 10,554 0 - 1,076
Other capital accounts 4,848 + 283 + 1,999
Total capital 30,731 + 286 + 2,717
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, December 27, 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 488 57,557 - 993 0 0 36,000 32,126
16 days to 90 days 0 163,462 + 1,593 0 0 0 0
91 days to 1 year 0 185,595 - 603 0 0 ------ ------
Over 1 to 5 years ------ 224,185 + 1,329 0 0 ------ ------
Over 5 to 10 years ------ 67,650 - 9 0 0 ------ ------
Over 10 years ------ 80,489 - 16 0 0 ------ ------
All 488 778,938 + 1,300 0 0 36,000 32,126
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 December 27, 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 800 23 48 53 77 78 94 97 39 30 61 80 119
Securities, repurchase agreements,
and loans 815,426 37,178 324,306 33,820 33,634 65,111 65,216 71,550 24,749 15,856 22,827 34,958 86,221
Securities held outright 778,938 37,170 288,306 33,818 33,634 64,706 65,210 71,522 24,748 15,835 22,809 34,958 86,221
U.S. Treasury (1) 778,938 37,170 288,306 33,818 33,634 64,706 65,210 71,522 24,748 15,835 22,809 34,958 86,221
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) 501,920 23,951 185,774 21,791 21,673 41,695 42,019 46,086 15,947 10,204 14,697 22,526 55,558
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 36,000 0 36,000 0 0 0 0 0 0 0 0 0 0
Loans 488 9 0 1 0 405 6 28 1 21 18 0 0
Items in process of collection 6,311 247 44 611 774 410 366 499 172 350 769 595 1,475
Bank premises 1,944 118 212 58 158 167 231 207 79 116 158 260 182
Other assets(5) 37,349 1,261 12,195 1,891 2,313 7,054 2,772 2,818 766 718 745 981 3,834
Interdistrict settlement account 0 + 305 -28,259 + 861 - 2,575 + 3,767 +12,370 - 3,568 + 2,091 - 328 + 4,636 + 3,433 + 7,268
Total Assets 875,068 39,733 313,560 37,839 34,931 77,588 82,238 72,762 28,295 16,983 29,586 40,979 100,575
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 December 27, 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 959,287 39,169 342,498 38,763 36,445 75,267 97,746 80,081 29,205 17,483 30,821 56,901 114,907
Less: notes held by F.R. Banks 176,554 3,149 56,921 7,288 6,736 11,492 23,731 14,441 3,141 2,555 3,738 19,223 24,141
Federal Reserve notes, net 782,733 36,020 285,578 31,475 29,709 63,775 74,015 65,641 26,064 14,928 27,083 37,678 90,767
Reverse repurchase agreements (1) 32,126 1,533 11,891 1,395 1,387 2,669 2,689 2,950 1,021 653 941 1,442 3,556
Deposits 17,591 713 6,573 600 954 1,672 1,892 1,502 526 237 463 700 1,761
Depository institutions 12,772 710 1,858 597 949 1,599 1,889 1,499 519 236 461 699 1,757
U.S. Treasury, general account 4,470 0 4,470 0 0 0 0 0 0 0 0 0 0
Foreign official 92 1 63 2 3 11 3 3 0 1 1 0 4
Other 258 1 182 1 3 62 0 0 6 0 2 0 0
Deferred availability cash items 5,900 373 125 759 388 583 551 340 125 449 529 425 1,253
Other liabilities and accrued
dividends (2) 5,987 276 1,941 305 296 682 495 542 216 155 202 293 584
Total liabilities 844,337 38,914 306,108 34,534 32,735 69,380 79,643 70,975 27,952 16,421 29,217 40,539 97,920
Capital
Capital paid in 15,328 396 3,727 1,810 1,087 4,097 1,276 858 166 276 176 211 1,247
Surplus 10,554 309 1,604 723 996 3,238 872 838 124 235 166 121 1,328
Other capital 4,848 114 2,121 771 113 872 447 91 53 51 27 108 80
Total liabilities and capital 875,068 39,733 313,560 37,839 34,931 77,588 82,238 72,762 28,295 16,983 29,586 40,979 100,575
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
Dec 27, 2006
Federal Reserve notes outstanding 959,287
Less: Notes held by F.R. Banks
not subject to collateralization 176,554
Federal Reserve Notes to be
collateralized 782,733
Collateral held against Federal Reserve
notes 782,733
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 769,496
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 814,938
Less:face value of securities under
reverse repurchase agreements 32,171
U.S. Treasury and agency securities
eligible to be pledged 782,767
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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Statistical releases