Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 13, 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
December 13, 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
Dec 12, 2007
Week ended
Dec 12, 2007
Change from week ended
Dec 5, 2007 Dec 13, 2006
                                                              
Reserve Bank Credit                                         863,773     -   3,181     +  26,415       867,291 
 Securities held outright                                   774,728     -   4,977     -     686       774,735 
    U.S. Treasury (1)                                       774,728     -   4,977     -     686       774,735 
       Bills (2)                                            262,019     -   5,000     -  15,000       262,019 
       Notes and bonds, nominal (2)                         470,984             0     +   6,743       470,984 
       Notes and bonds, inflation-indexed (2)                36,911             0     +   6,806        36,911 
       Inflation compensation (3)                             4,814     +      23     +     764         4,821 
    Federal agency (2)                                            0             0             0             0 
 Repurchase agreements(4)                                    45,643     -   1,214     +  23,179        47,750 
 Loans to depository institutions                             3,047     +   2,705     +   2,819         4,547 
    Primary credit                                            3,009     +   2,700     +   2,862         4,514 
    Secondary credit                                              3     +       3     +       3             0 
    Seasonal credit                                              36     +       3     -      45            33 
 Float                                                         -782     -      16     -   2,310          -973 
 Other Federal Reserve assets                               41,137    +     322    +   3,413       41,232 
Gold stock                                                   11,041             0             0        11,041 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding (5)                            38,779     +      14     +     595        38,779 
                                                              
Total factors supplying reserve funds                       915,793     -   3,167     +  27,010       919,311 
                                                                          
Currency in circulation(5)                                  818,295     +     193     +  12,070       819,841 
Reverse repurchase agreements (6)                            37,972     +   1,936     +   9,890        37,764 
   Foreign official and international accounts               37,972     +   1,936     +   9,890        37,764 
   Dealers                                                        0             0             0             0 
Treasury cash holdings                                          256     -       9     +      76           247 
Deposits with F.R.Banks, other than reserve balances         11,757     -      37     -     352        11,275 
  U.S. Treasury, general account                              4,831     -      74     +      91         4,333 
  Foreign official                                               97             0     +       6            97 
  Service-related                                             6,553     +      67     -     462         6,554 
     Required clearing balances                               6,541     +      55     -     474         6,541 
     Adjustments to compensate for float                         13     +      13     +      13            13 
  Other                                                         275     -      31     +      11           292 
Other liabilities and capital                                43,064     +     367     +   6,625        42,824 
                                                              
Total factors, other than reserve balances,                                                       
   absorbing reserve funds                                  911,343     +   2,449     +  28,309       911,951 
                                                              
Reserve balances with Federal Reserve Banks                   4,451     -   5,615     -   1,298         7,361 
                                                                          
                                                              
Memo (off-balance-sheet items):                               
  Marketable securities held in custody for foreign           
         official and international accounts(2,7)         2,040,303     +   3,566     + 310,029     2,042,499 
     U.S. Treasury                                        1,228,614     +   2,896     +  67,416     1,225,020 
     Federal agency                                         811,688     +     669     + 242,612       817,479 
  Securities lent to dealers                                  7,919     +   2,172     +   4,773        12,825 
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
Dec 12, 2007
Wednesday
Dec 5, 2007
Wednesday
Dec 13, 2006
Assets                                               
Gold certificate account                                         11,037                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,209         +      19         +     382 
Securities, repurchase agreements, and loans                    827,032         -   1,329         +  29,242 
   Securities held outright                                     774,735         -   4,980         -     868 
      U.S. Treasury (1)                                         774,735         -   4,980         -     868 
         Bills (2)                                              262,019         -   5,000         -  15,000 
         Notes and bonds, nominal (2)                           470,984                 0         +   6,539 
         Notes and bonds, inflation-indexed (2)                    36,911                 0         +   6,806 
         Inflation compensation (3)                               4,821         +      20         +     786 
      Federal agency (2)                                              0                 0                 0 
   Repurchase agreements (4)                                     47,750         +   1,250         +  26,500 
   Loans                                                          4,547         +   2,401         +   3,611 
Items in process of collection                      (686)         2,413         -      32         -   5,172 
Bank premises                                                     2,120         +       2         +     199 
Other assets (5)                                                 39,087         +     273         +   2,643 
      Total assets                                  (686)       885,097         -   1,068         +  27,293 
                                                     
Liabilities                                          
Federal Reserve notes net of FR Bank holdings                  782,513         +     574         +  11,218 
Reverse repurchase agreements (6)                                37,764         +   1,114         +   9,462 
Deposits                                              (0)        18,611         -   2,895         +   1,402 
  Depository institutions                                        13,889         -   2,092         +   1,531 
  U.S. Treasury, general account                                  4,333         -     746         -     167 
  Foreign official                                                   97         +       1         +       6 
  Other                                               (0)           292         -      58         +      32 
Deferred availability cash items                    (686)         3,385         +      25         -   1,494 
Other liabilities and accrued dividends (7)                       5,947         -      49         -      64 
      Total liabilities                             (686)       848,220         -   1,231         +  20,524 
                                                     
Capital Accounts                                     
Capital paid in                                                  18,282         +      95         +   2,968 
Surplus                                                          15,461                 0         +   4,907 
Other capital accounts                                            3,133         +      67         -   1,107 
      Total capital                                              36,877         +     163         +   6,769 
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 12, 2007
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              22        46,111    -   3,633             0            0        39,750        37,764
16 days to 90 days       4,525       162,696    -   2,043             0            0         8,000             0
91 days to 1 year            0       160,488    +     677             0            0      ------       ------   
Over 1 to 5 years     ------         234,709    +       8             0            0      ------       ------   
Over 5 to 10 years    ------          81,938    +       3             0            0      ------       ------   
Over 10 years         ------          88,793    +       8             0            0      ------       ------   
           
All                      4,547       774,735    -   4,980             0            0        47,750       37,764 
 
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 12, 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                                           1,209          40          59          90         112         140         159         138          54          45          75         132         164 
Securities, repurchase agreements,                                 
      and loans                              827,032      37,907     302,333      36,391      33,659      71,262      76,284      68,991      26,287      16,418      26,637      36,140      94,723 
   Securities held outright                  774,735      35,704     280,529      34,275      31,705      67,125      71,855      64,982      24,761      15,458      25,079      34,039      89,223 
      U.S. Treasury (1)                      774,735      35,704     280,529      34,275      31,705      67,125      71,855      64,982      24,761      15,458      25,079      34,039      89,223 
         Bills (2)                           262,019      12,075      94,876      11,592      10,723      22,702      24,302      21,977       8,374       5,228       8,482      11,512      30,176 
         Notes and bonds(3)                  512,716      23,629     185,653      22,683      20,982      44,423      47,553      43,005      16,387      10,230      16,597      22,527      59,048 
         Federal agency (2)                        0           0           0           0           0           0           0           0           0           0           0           0           0 
      Repurchase agreements(4)                47,750       2,201      17,290       2,112       1,954       4,137       4,429       4,005       1,526         953       1,546       2,098       5,499 
      Loans                                    4,547           2       4,514           4           0           0           0           4           0           8          13           3           1 
Items in process of collection                 3,099         114          94         513         408         394         188         160          66         141         273         152         597 
Bank premises                                  2,120         119         215          64         154         181         230         204         109         113         264         257         212 
Other assets(5)                               39,087       1,277      12,001       3,406       2,272       7,533       3,338       2,508         751         725         757         984       3,533 
Interdistrict settlement account                   0     - 2,380     - 2,121     -   579     -   165     + 4,508     - 4,254     + 4,016     + 3,803     +   726     + 4,086     - 2,541     - 5,098 
          Total Assets                       885,783      37,641     317,508      40,422      36,972      85,034      77,227      77,133      31,466      18,401      32,493      35,834      95,651 
 
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 12, 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           1,009,868      39,286     357,805      41,972      39,372      81,871     106,378      85,130      33,171      19,388      33,638      58,021     113,837 
  Less: notes held by F.R. Banks              227,355       6,204      73,990       8,218       7,972      14,281      37,644      14,849       3,949       3,079       3,579      25,693      27,896 
    Federal Reserve notes, net                782,513      33,082     283,814      33,755      31,400      67,590      68,734      70,281      29,222      16,309      30,059      32,328      85,940 
Reverse repurchase agreements (1)              37,764       1,740      13,674       1,671       1,545       3,272       3,503       3,168       1,207         753       1,222       1,659       4,349 
Deposits                                       18,611         444       8,853         454         825       2,840       1,218       1,050         336         227         386         618       1,359 
  Depository institutions                      13,889         416       4,269         450         821       2,765       1,215       1,047         324         226         384         618       1,355 
  U.S. Treasury, general account                4,333           0       4,333           0           0           0           0           0           0           0           0           0           0 
  Foreign official                                 97           1          66           5           3          11           3           2           0           1           0           1           3 
  Other                                           292          28         186           0           1          64           0           0          12           0           1           0           0 
Deferred availability cash items                4,071         196         144         609         594         328         360         360         108         235         229         206         701 
Other liabilities and accrued                                                 
  dividends (2)                                 5,947         262       1,716         287         277         992         553         464         214         157         194         272         557 
                                                                    
    Total liabilities                         848,906      35,725     308,202      36,776      34,642      75,022      74,368      75,323      31,086      17,682      32,090      35,083      92,907 
                                                                    
Capital                                                             
Capital paid in                                18,282       1,049       4,538       1,813       1,154       4,996       1,411         880         180         354         190         362       1,353 
Surplus                                        15,461         396       3,845       1,811       1,088       4,099       1,279         861         167         276         176         214       1,248 
Other capital                                   3,133         471         923          21          88         917         169          69          33          89          36         174         143 
     Total liabilities and capital            885,783      37,641     317,508      40,422      36,972      85,034      77,227      77,133      31,466      18,401      32,493      35,834      95,651 
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 12, 2007
Federal Reserve notes outstanding        1,009,868  
   Less: Notes held by F.R. Banks         
         not subject to collateralization   227,355  
      Federal Reserve Notes to be         
         collateralized                    782,513  
Collateral held against Federal Reserve             
   notes                                   782,513  
   Gold certificate account                 11,037  
   Special drawing rights                 
     certificate account                     2,200  
   U.S. Treasury and agency securities    
     pledged (1)                           769,277  
   Other assets pledged                          0  
                                          
Memo:                                     
Total U.S. Treasury and agency            
       securities (1)                      822,485  
   Less:face value of securities under    
         reverse repurchase agreements      37,812  
      U.S. Treasury and agency securities  
             eligible to be pledged        784,673  
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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