FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- July 19, 2007

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Release Date: July 19, 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
                                                                                              July 19, 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 Jul 18, 2007
	Week ended Jul 18, 2007	Change from week ended
	Week ended Jul 18, 2007	Jul 11, 2007	Jul 19, 2006

Reserve Bank Credit	853,857	- 417	+ 23,360	858,574
Securities held outright	790,640	+ 53	+ 24,852	790,660
U.S. Treasury (1)	790,640	+ 53	+ 24,852	790,660
Bills (2)	277,019	0	+ 1,178	277,019
Notes and bonds, nominal (2)	474,672	0	+ 12,458	474,672
Notes and bonds, inflation-indexed (2)	34,459	0	+ 10,583	34,459
Inflation compensation (3)	4,491	+ 54	+ 634	4,510
Federal agency (2)	0	0	0	0
Repurchase agreements(4)	22,536	- 357	- 1,750	27,250
Loans to depository institutions	360	+ 122	+ 32	252
Primary credit	145	+ 102	+ 129	17
Secondary credit	0	0	0	0
Seasonal credit	216	+ 21	- 97	234
Float	-724	- 721	- 98	-571
Other Federal Reserve assets	41,044	+ 485	+ 323	40,983
Gold stock	11,041	0	0	11,041
Special drawing rights certificate account	2,200	0	0	2,200
Treasury currency outstanding (5)	38,546	+ 14	+ 538	38,546

Total factors supplying reserve funds	905,644	- 403	+ 23,898	910,360

Currency in circulation(5)	814,011	- 3,321	+ 19,438	814,193
Reverse repurchase agreements (6)	31,566	- 158	+ 2,127	32,507
Foreign official and international accounts	31,566	- 158	+ 2,127	32,507
Dealers	0	0	0	0
Treasury cash holdings	350	+ 37	+ 188	320
Deposits with F.R.Banks, other than reserve balances	11,043	- 656	- 1,470	11,120
U.S. Treasury, general account	4,174	- 738	- 741	4,100
Foreign official	124	+ 29	+ 34	293
Service-related	6,432	- 1	- 784	6,432
Required clearing balances	6,432	- 1	- 784	6,432
Adjustments to compensate for float	0	0	0	0
Other	312	+ 53	+ 20	294
Other liabilities and capital	39,350	- 89	+ 4,542	38,852

Total factors, other than reserve balances,
absorbing reserve funds	896,321	- 4,186	+ 24,826	896,992

Reserve balances with Federal Reserve Banks	9,323	+ 3,784	- 928	13,369


Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7)	1,996,019	+ 7,036	+ 362,485	2,003,549
U.S. Treasury	1,251,477	+ 6,456	+ 139,490	1,258,875
Federal agency	744,543	+ 581	+ 222,997	744,674
Securities lent to dealers	4,678	+ 1,465	+ 3,057	6,039

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 Jul 18, 2007	Wednesday Jul 11, 2007	Wednesday Jul 19, 2006
Assets
Gold certificate account		11,037	0	0
Special drawing rights certificate account		2,200	0	0
Coin		981	+ 54	+ 245
Securities, repurchase agreements, and loans		818,162	+ 6,848	+ 24,087
Securities held outright		790,660	+ 54	+ 25,929
U.S. Treasury (1)		790,660	+ 54	+ 25,929
Bills (2)		277,019	0	0
Notes and bonds, nominal (2)		474,672	0	+ 15,611
Notes and bonds, inflation-indexed (2)		34,459	0	+ 9,676
Inflation compensation (3)		4,510	+ 53	+ 641
Federal agency (2)		0	0	0
Repurchase agreements (4)		27,250	+ 6,750	- 1,750
Loans		252	+ 44	- 91
Items in process of collection	(1,051)	3,229	- 3,474	- 1,699
Bank premises		2,046	0	+ 186
Other assets (5)		39,051	+ 80	+ 441
Total assets	(1,051)	876,707	+ 3,509	+ 23,262

Liabilities
Federal Reserve notes net of FR Bank holdings		776,944	- 2,947	+ 19,503
Reverse repurchase agreements (6)		32,507	+ 1,211	+ 2,920
Deposits	(0)	24,603	+ 8,593	- 2,192
Depository institutions		19,916	+ 9,193	- 1,225
U.S. Treasury, general account		4,100	- 814	- 1,172
Foreign official		293	+ 198	+ 205
Other	(0)	294	+ 17	0
Deferred availability cash items	(1,051)	3,800	- 3,313	- 1,454
Other liabilities and accrued dividends (7)		5,678	- 19	+ 862
Total liabilities	(1,051)	843,532	+ 3,525	+ 19,639

Capital Accounts
Capital paid in		16,169	+ 4	+ 1,183
Surplus		15,399	0	+ 2,498
Other capital accounts		1,607	- 20	- 58
Total capital		33,174	- 17	+ 3,622

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,      July 18, 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	246	60,013	+ 6,458	0	0	27,250	32,507
16 days to 90 days	6	172,313	- 7,408	0	0	0	0
91 days to 1 year	0	168,890	+ 3,464	0	0	------	------
Over 1 to 5 years	------	237,738	+ 2,769	0	0	------	------
Over 5 to 10 years	------	69,332	- 5,251	0	0	------	------
Over 10 years	------	82,374	+ 20	0	0	------	------

All	252	790,660	+ 54	0	0	27,250	32,507

 
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      July 18, 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	981	30	49	63	95	95	133	122	52	38	76	102	127
Securities, repurchase agreements,
and loans	818,162	37,694	296,163	36,185	33,472	70,865	75,864	68,660	26,206	16,396	26,500	35,949	94,208
Securities held outright	790,660	36,438	286,296	34,979	32,356	68,504	73,332	66,318	25,270	15,775	25,594	34,739	91,057
U.S. Treasury (1)	790,660	36,438	286,296	34,979	32,356	68,504	73,332	66,318	25,270	15,775	25,594	34,739	91,057
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)	513,641	23,672	185,988	22,724	21,020	44,503	47,639	43,083	16,416	10,248	16,627	22,568	59,154
Federal agency (2)	0	0	0	0	0	0	0	0	0	0	0	0	0
Repurchase agreements(4)	27,250	1,256	9,867	1,206	1,115	2,361	2,527	2,286	871	544	882	1,197	3,138
Loans	252	0	0	0	0	0	5	56	65	77	23	13	13
Items in process of collection	4,280	248	-4	360	840	313	584	332	111	205	317	232	743
Bank premises	2,046	117	215	56	156	173	231	207	94	114	225	260	198
Other assets(5)	39,051	1,319	12,179	3,256	2,238	7,234	3,318	2,558	786	737	789	1,041	3,598
Interdistrict settlement account	0	- 3,856	+ 3,591	- 140	- 3,375	+ 943	+ 5,607	+ 382	+ 25	- 649	+ 840	- 1,735	- 1,632
Total Assets	877,757	36,116	317,121	40,317	33,956	80,639	87,020	73,375	27,672	17,074	29,147	36,560	98,761

 
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      July 18, 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	984,343	37,670	350,175	40,962	37,240	80,369	108,560	80,721	29,396	17,236	30,405	57,443	114,166
Less: notes held by F.R. Banks	207,399	5,212	66,383	7,466	8,772	15,115	29,987	14,129	3,835	2,775	3,733	24,294	25,698
Federal Reserve notes, net	776,944	32,458	283,792	33,496	28,468	65,254	78,573	66,592	25,561	14,460	26,672	33,149	88,468
Reverse repurchase agreements (1)	32,507	1,498	11,771	1,438	1,330	2,816	3,015	2,727	1,039	649	1,052	1,428	3,744
Deposits	24,603	842	10,828	844	1,034	2,896	1,759	1,364	354	845	451	836	2,550
Depository institutions	19,916	839	6,290	839	1,030	2,772	1,756	1,361	352	845	450	836	2,547
U.S. Treasury, general account	4,100	0	4,100	0	0	0	0	0	0	0	0	0	0
Foreign official	293	1	263	5	3	11	3	2	0	1	0	1	3
Other	294	1	175	0	1	113	0	1	1	0	1	0	0
Deferred availability cash items	4,851	247	105	621	621	460	552	380	134	310	376	284	763
Other liabilities and accrued
dividends (2)	5,678	252	1,758	259	261	752	532	468	214	152	197	274	558

Total liabilities	844,583	35,297	308,253	36,658	31,713	72,178	84,431	71,531	27,302	16,416	28,749	35,971	96,083

Capital
Capital paid in	16,169	388	4,292	1,809	1,101	4,195	1,238	890	173	322	188	279	1,294
Surplus	15,399	396	3,794	1,811	1,087	4,096	1,277	859	166	276	176	213	1,248
Other capital	1,607	35	782	39	55	168	74	95	30	60	35	96	136
Total liabilities and capital	877,757	36,116	317,121	40,317	33,956	80,639	87,020	73,375	27,672	17,074	29,147	36,560	98,761

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 Jul 18, 2007
Federal Reserve notes outstanding	984,343
Less: Notes held by F.R. Banks
not subject to collateralization	207,399
Federal Reserve Notes to be
collateralized	776,944
Collateral held against Federal Reserve
notes	776,944
Gold certificate account	11,037
Special drawing rights
certificate account	2,200
U.S. Treasury and agency securities
pledged (1)	763,708
Other assets pledged	0

Memo:
Total U.S. Treasury and agency
securities (1)	817,910
Less:face value of securities under
reverse repurchase agreements	32,553
U.S. Treasury and agency securities
eligible to be pledged	785,357

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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