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Release Date: October 5, 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
October 5, 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 Oct 4, 2006 Sep 27, 2006 Oct 5, 2005 Oct 4, 2006
Federal Reserve Banks
Reserve Bank Credit 829,644 + 4,405 + 29,468 826,967
Securities held outright 768,926 + 18 + 32,387 768,932
U.S. Treasury (1) 768,926 + 18 + 32,387 768,932
Bills (2) 277,019 0 + 7,258 277,019
Notes and bonds, nominal (2) 461,791 0 + 17,923 461,791
Notes and bonds, inflation-indexed (2) 26,019 0 + 6,036 26,019
Inflation compensation (3) 4,098 + 18 + 1,171 4,104
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 21,214 + 4,571 - 2,715 18,250
Loans to depository institutions 343 - 41 - 217 267
Primary credit 40 + 9 - 68 1
Secondary credit 0 0 - 152 0
Seasonal credit 303 - 50 + 3 266
Float -351 + 312 - 435 149
Other Federal Reserve assets 39,512 - 456 + 447 39,370
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,152 + 14 + 1,723 38,152
Total factors supplying reserve funds 881,037 + 4,419 + 31,191 878,360
Currency in circulation(5) 791,854 + 1,038 + 24,481 794,246
Reverse repurchase agreements (6) 30,498 + 2,107 + 4,226 29,212
Foreign official and international accounts 30,498 + 2,107 + 4,226 29,212
Dealers 0 0 0 0
Treasury cash holdings 151 - 7 - 83 154
Deposits with F.R.Banks, other than reserve balances 14,016 + 2,409 - 110 13,640
U.S. Treasury, general account 6,650 + 2,370 + 1,793 6,222
Foreign official 94 + 4 - 5 92
Service-related 6,993 + 25 - 1,871 6,993
Required clearing balances 6,993 + 25 - 1,871 6,993
Adjustments to compensate for float 0 0 0 0
Other 280 + 11 - 27 334
Other liabilities and capital 36,016 - 196 + 4,962 35,622
Total factors, other than reserve balances,
absorbing reserve funds 872,535 + 5,350 + 33,475 872,875
Reserve balances with Federal Reserve Banks 8,502 - 931 - 2,284 5,485
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 1,674,664 + 13,255 + 210,897 1,682,645
U.S. Treasury 1,131,365 + 12,175 + 48,369 1,141,823
Federal agency 543,298 + 1,079 + 162,526 540,821
Securities lent to dealers 1,609 + 499 - 4,098 349
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 Oct 4, 2006 Sep 27, 2006 Oct 5, 2005
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 848 - 10 + 136
Securities, repurchase agreements, and loans 787,448 - 9,334 + 30,813
Securities held outright 768,932 + 17 + 31,340
U.S. Treasury (1) 768,932 + 17 + 31,340
Bills (2) 277,019 0 + 7,240
Notes and bonds, nominal (2) 461,791 0 + 16,901
Notes and bonds, inflation-indexed (2) 26,019 0 + 6,036
Inflation compensation (3) 4,104 + 17 + 1,164
Federal agency (2) 0 0 0
Repurchase agreements (4) 18,250 - 9,250 - 500
Loans 267 - 99 - 26
Items in process of collection (1,561) 4,999 + 1,858 - 4,759
Bank premises 1,901 + 12 + 61
Other assets (5) 37,867 - 202 + 486
Total assets (1,561) 846,300 - 7,675 + 26,736
Liabilities
Federal Reserve notes net of FR Bank holdings 757,093 + 1,951 + 23,261
Reverse repurchase agreements (6) 29,212 - 2,254 + 3,274
Deposits (0) 19,523 - 7,540 - 1,250
Depository institutions 12,875 - 9,276 - 2,656
U.S. Treasury, general account 6,222 + 1,637 + 1,436
Foreign official 92 + 1 - 57
Other (0) 334 + 98 + 27
Deferred availability cash items (1,561) 4,851 + 244 - 3,137
Other liabilities and accrued dividends (7) 5,402 - 112 + 1,549
Total liabilities (1,561) 816,080 - 7,712 + 23,696
Capital Accounts
Capital paid in 15,077 + 10 + 1,651
Surplus 12,901 0 + 1,271
Other capital accounts 2,242 + 28 + 118
Total capital 30,220 + 38 + 3,040
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, October 4, 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 20 54,634 - 3,601 0 0 18,250 29,212
16 days to 90 days 247 170,012 + 3,026 0 0 0 0
91 days to 1 year 0 186,680 - 562 0 0 ------ ------
Over 1 to 5 years ------ 215,770 + 1,143 0 0 ------ ------
Over 5 to 10 years ------ 60,279 + 3 0 0 ------ ------
Over 10 years ------ 81,557 + 7 0 0 ------ ------
All 267 768,932 + 17 0 0 18,250 29,212
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 October 4, 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 848 24 47 57 77 76 113 104 43 31 63 83 129
Securities, repurchase agreements,
and loans 787,448 36,692 302,853 33,384 33,202 63,875 64,384 70,691 24,463 15,713 22,562 34,515 85,115
Securities held outright 768,932 36,692 284,603 33,384 33,202 63,875 64,372 70,603 24,430 15,632 22,516 34,509 85,113
U.S. Treasury (1) 768,932 36,692 284,603 33,384 33,202 63,875 64,372 70,603 24,430 15,632 22,516 34,509 85,113
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) 491,913 23,473 182,070 21,357 21,241 40,863 41,181 45,167 15,629 10,000 14,404 22,076 54,450
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 18,250 0 18,250 0 0 0 0 0 0 0 0 0 0
Loans 267 0 0 0 0 0 11 88 32 81 46 7 1
Items in process of collection 6,561 277 481 964 641 573 553 277 131 285 530 443 1,405
Bank premises 1,901 113 208 57 157 161 230 209 74 117 138 259 176
Other assets(5) 37,867 1,199 13,698 1,793 2,230 6,855 2,675 2,688 731 691 705 928 3,673
Interdistrict settlement account 0 - 1,704 + 2,584 + 152 - 913 + 2,537 + 8,074 - 9,022 - 789 - 613 + 1,482 - 2,769 + 981
Total Assets 847,862 37,202 324,883 36,954 35,946 75,077 77,218 66,107 25,051 16,464 25,870 34,133 92,955
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 October 4, 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 934,750 37,887 347,314 38,869 36,874 74,213 95,039 74,508 27,030 17,125 27,577 50,107 108,208
Less: notes held by F.R. Banks 177,657 4,087 52,550 7,755 6,098 13,051 25,236 14,943 3,899 2,643 4,087 18,984 24,324
Federal Reserve notes, net 757,093 33,800 294,763 31,113 30,776 61,162 69,803 59,565 23,131 14,482 23,489 31,123 83,884
Reverse repurchase agreements (1) 29,212 1,394 10,812 1,268 1,261 2,427 2,446 2,682 928 594 855 1,311 3,234
Deposits 19,523 525 9,650 545 694 2,105 1,543 1,206 403 322 426 639 1,463
Depository institutions 12,875 524 3,161 542 691 1,967 1,540 1,203 402 322 425 638 1,459
U.S. Treasury, general account 6,222 0 6,222 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 334 0 204 1 0 127 0 0 0 0 1 0 0
Deferred availability cash items 6,412 415 190 869 677 657 744 382 149 393 552 358 1,028
Other liabilities and accrued
dividends (2) 5,402 268 1,841 263 268 551 466 494 108 141 187 258 557
Total liabilities 817,641 36,403 317,256 34,059 33,677 66,902 75,002 64,329 24,719 15,932 25,510 33,688 90,165
Capital
Capital paid in 15,077 390 3,691 1,692 1,129 4,080 1,084 845 158 275 175 208 1,349
Surplus 12,901 317 3,685 744 1,013 3,307 892 876 144 245 175 153 1,349
Other capital 2,242 92 250 459 126 788 240 57 30 12 11 85 92
Total liabilities and capital 847,862 37,202 324,883 36,954 35,946 75,077 77,218 66,107 25,051 16,464 25,870 34,133 92,955
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
Oct 4, 2006
Federal Reserve notes outstanding 934,750
Less: Notes held by F.R. Banks
not subject to collateralization 177,657
Federal Reserve Notes to be
collateralized 757,093
Collateral held against Federal Reserve
notes 757,093
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 743,856
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 787,182
Less:face value of securities under
reverse repurchase agreements 29,254
U.S. Treasury and agency securities
eligible to be pledged 757,928
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