正文
FEDERAL RESERVE Statistical Release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
August 9, 2007
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 Aug 8, 2007 Aug 1, 2007 Aug 9, 2006 Aug 8, 2007
Federal Reserve Banks
Reserve Bank Credit 850,555 - 7,047 + 25,243 851,160
Securities held outright 790,814 + 56 + 25,990 790,820
U.S. Treasury (1) 790,814 + 56 + 25,990 790,820
Bills (2) 277,019 0 0 277,019
Notes and bonds, nominal (2) 473,378 - 925 + 15,552 473,378
Notes and bonds, inflation-indexed (2) 35,753 + 925 + 9,734 35,753
Inflation compensation (3) 4,664 + 55 + 703 4,670
Federal agency (2) 0 0 0 0
Repurchase agreements(4) 18,571 - 7,215 - 358 18,750
Loans to depository institutions 251 0 - 90 255
Primary credit 1 - 1 - 8 0
Secondary credit 0 0 0 0
Seasonal credit 249 0 - 82 255
Float -887 - 29 - 170 -622
Other Federal Reserve assets 41,807 + 142 - 129 41,957
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding (5) 38,591 + 14 + 565 38,591
Total factors supplying reserve funds 902,388 - 7,033 + 25,809 902,993
Currency in circulation(5) 813,051 + 633 + 19,021 814,626
Reverse repurchase agreements (6) 31,647 - 1,688 + 3,203 30,132
Foreign official and international accounts 31,647 - 1,688 + 3,203 30,132
Dealers 0 0 0 0
Treasury cash holdings 245 - 47 + 88 257
Deposits with F.R.Banks, other than reserve balances 11,960 + 241 - 265 11,601
U.S. Treasury, general account 4,998 + 124 + 355 4,670
Foreign official 94 - 2 + 4 94
Service-related 6,562 + 99 - 644 6,562
Required clearing balances 6,562 + 99 - 641 6,562
Adjustments to compensate for float 0 0 - 3 0
Other 306 + 19 + 20 274
Other liabilities and capital 40,037 + 558 + 4,438 39,583
Total factors, other than reserve balances,
absorbing reserve funds 896,941 - 303 + 26,487 896,199
Reserve balances with Federal Reserve Banks 5,447 - 6,730 - 677 6,794
Memo (off-balance-sheet items):
Marketable securities held in custody for foreign
official and international accounts(2,7) 2,006,426 - 3,524 + 344,108 2,006,849
U.S. Treasury 1,247,819 - 4,357 + 113,506 1,246,184
Federal agency 758,607 + 834 + 230,602 760,665
Securities lent to dealers 3,487 - 2,597 + 591 8,540
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 Aug 8, 2007 Aug 1, 2007 Aug 9, 2006
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 2,200 0 0
Coin 1,062 - 34 + 298
Securities, repurchase agreements, and loans 809,825 - 5,962 + 27,136
Securities held outright 790,820 + 18 + 25,992
U.S. Treasury (1) 790,820 + 18 + 25,992
Bills (2) 277,019 0 0
Notes and bonds, nominal (2) 473,378 0 + 15,552
Notes and bonds, inflation-indexed (2) 35,753 0 + 9,734
Inflation compensation (3) 4,670 + 17 + 704
Federal agency (2) 0 0 0
Repurchase agreements (4) 18,750 - 6,000 + 1,250
Loans 255 + 20 - 105
Items in process of collection (841) 3,127 + 701 - 2,136
Bank premises 2,063 + 10 + 196
Other assets (5) 39,994 + 481 + 132
Total assets (841) 869,309 - 4,803 + 25,627
Liabilities
Federal Reserve notes net of FR Bank holdings 777,350 + 397 + 18,627
Reverse repurchase agreements (6) 30,132 - 1,414 + 2,272
Deposits (0) 18,494 - 3,749 + 1,180
Depository institutions 13,456 - 3,628 - 595
U.S. Treasury, general account 4,670 - 99 + 1,763
Foreign official 94 - 1 + 6
Other (0) 274 - 21 + 6
Deferred availability cash items (841) 3,750 - 158 - 993
Other liabilities and accrued dividends (7) 5,905 + 81 + 858
Total liabilities (841) 835,631 - 4,843 + 21,944
Capital Accounts
Capital paid in 16,660 + 11 + 1,644
Surplus 15,412 + 1 + 2,511
Other capital accounts 1,607 + 29 - 470
Total capital 33,678 + 40 + 3,683
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, August 8, 2007
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 29 64,771 + 461 0 0 18,750 30,132
16 days to 90 days 226 162,434 + 5,424 0 0 0 0
91 days to 1 year 0 172,427 - 5,886 0 0 ------ ------
Over 1 to 5 years ------ 238,079 + 6 0 0 ------ ------
Over 5 to 10 years ------ 69,353 + 3 0 0 ------ ------
Over 10 years ------ 83,755 + 7 0 0 ------ ------
All 255 790,820 + 18 0 0 18,750 30,132
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 August 8, 2007
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 11,037 449 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 1,062 30 55 68 107 108 144 123 52 39 79 114 142
Securities, repurchase agreements,
and loans 809,825 37,310 293,143 35,820 33,130 70,143 75,091 67,960 25,939 16,236 26,233 35,579 93,243
Securities held outright 790,820 36,446 286,354 34,986 32,363 68,518 73,347 66,331 25,275 15,779 25,600 34,746 91,076
U.S. Treasury (1) 790,820 36,446 286,354 34,986 32,363 68,518 73,347 66,331 25,275 15,779 25,600 34,746 91,076
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) 513,801 23,679 186,046 22,731 21,026 44,517 47,654 43,096 16,422 10,251 16,632 22,575 59,172
Federal agency (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase agreements(4) 18,750 864 6,789 830 767 1,625 1,739 1,573 599 374 607 824 2,159
Loans 255 0 0 4 0 0 5 55 64 84 26 9 8
Items in process of collection 3,968 147 160 399 555 231 358 280 100 196 310 430 801
Bank premises 2,063 119 215 56 155 174 230 206 98 114 234 260 200
Other assets(5) 39,994 1,357 12,482 3,304 2,272 7,334 3,437 2,633 825 759 819 1,077 3,694
Interdistrict settlement account 0 - 4,261 + 5,896 - 340 - 2,513 + 1,358 + 5,790 - 348 + 100 - 1,305 + 860 - 2,804 - 2,433
Total Assets 870,150 35,266 316,879 39,845 34,238 80,365 86,334 71,970 27,511 16,272 28,936 35,367 97,168
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 August 8, 2007
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 990,878 37,628 353,778 41,098 37,886 80,889 110,180 80,525 29,471 17,374 30,475 57,391 114,184
Less: notes held by F.R. Banks 213,529 5,641 67,834 7,582 8,849 15,481 31,354 14,545 3,902 3,136 3,849 25,232 26,123
Federal Reserve notes, net 777,350 31,987 285,944 33,516 29,037 65,408 78,825 65,980 25,569 14,239 26,625 32,159 88,061
Reverse repurchase agreements (1) 30,132 1,389 10,911 1,333 1,233 2,611 2,795 2,527 963 601 975 1,324 3,470
Deposits 18,494 542 9,257 452 765 2,218 1,128 785 293 308 443 695 1,608
Depository institutions 13,456 541 4,345 447 762 2,119 1,125 782 288 308 441 694 1,605
U.S. Treasury, general account 4,670 0 4,670 0 0 0 0 0 0 0 0 0 0
Foreign official 94 1 64 5 3 11 3 2 0 1 0 1 3
Other 274 0 178 0 0 89 0 0 5 0 1 0 0
Deferred availability cash items 4,591 273 109 620 705 311 438 345 96 311 288 314 780
Other liabilities and accrued
dividends (2) 5,905 260 1,807 270 270 813 572 480 218 155 204 279 577
Total liabilities 836,472 34,450 308,028 36,191 32,010 71,361 83,758 70,117 27,140 15,615 28,536 34,771 94,496
Capital
Capital paid in 16,660 388 4,295 1,808 1,101 4,670 1,235 897 176 322 188 285 1,295
Surplus 15,412 396 3,805 1,811 1,087 4,097 1,277 860 167 276 176 214 1,248
Other capital 1,607 32 752 35 40 236 63 96 30 60 35 97 129
Total liabilities and capital 870,150 35,266 316,879 39,845 34,238 80,365 86,334 71,970 27,511 16,272 28,936 35,367 97,168
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
Aug 8, 2007
Federal Reserve notes outstanding 990,878
Less: Notes held by F.R. Banks
not subject to collateralization 213,529
Federal Reserve Notes to be
collateralized 777,350
Collateral held against Federal Reserve
notes 777,350
Gold certificate account 11,037
Special drawing rights
certificate account 2,200
U.S. Treasury and agency securities
pledged (1) 764,113
Other assets pledged 0
Memo:
Total U.S. Treasury and agency
securities (1) 809,570
Less:face value of securities under
reverse repurchase agreements 30,179
U.S. Treasury and agency securities
eligible to be pledged 779,391
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.
Release dates
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