---

`FEDERAL RESERVE Statistical Release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                             August 3, 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            Aug 2, 2006 Jul 26, 2006  Aug 3, 2005  Aug 2, 2006
Federal Reserve Banks

Reserve Bank Credit                                         832,999    +   7,097    +  33,896      834,490
 Securities held outright                                   764,793    +      41    +  40,093      764,815       
    U.S. Treasury (1)                                       764,793    +      41    +  40,093      764,815
       Bills (2)                                            277,019            0    +  12,004      277,019
       Notes and bonds, nominal (2)                         458,531    -     530    +  21,157      457,826
       Notes and bonds, inflation-indexed (2)                25,313    +     530    +   5,780       26,019
       Inflation compensation (3)                             3,930    +      41    +   1,152        3,952
    Federal agency (2)                                            0            0            0            0      
 Repurchase agreements(4)                                    26,607    +   6,071    -   7,143       27,750
 Loans to depository institutions                               486    +     136    -     223        1,251
    Primary credit                                              141    +     126    -     307          914
    Secondary credit                                              0            0            0            0
    Seasonal credit                                             345    +      11    +      83          337
 Float                                                         -429    +     378    +     317         -815
 Other Federal Reserve assets                                41,541    +     469    +     851       41,489
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (5)                            38,106    +      14    +   1,677       38,106
       
Total factors supplying reserve funds                       884,347    +   7,111    +  35,573      885,837
                                                                   
Currency in circulation(5)                                  792,834    +      79    +  29,870      794,613
Reverse repurchase agreements (6)                            29,645    +     484    +   3,899       28,798
   Foreign official and international accounts               29,645    +     484    +   3,899       28,798
   Dealers                                                        0            0            0            0
Treasury cash holdings                                          149    -       9    -     102          157
Deposits with F.R.Banks, other than reserve balances         12,165    -     285    -   1,928       12,973       
  U.S. Treasury, general account                              4,720    -     297    -     292        5,471
  Foreign official                                               90    -      13    -       5           91
  Service-related                                             7,026    -       1    -   1,649        7,026
     Required clearing balances                               7,026    -       1    -   1,649        7,026
     Adjustments to compensate for float                          0            0            0            0
  Other                                                         328    +      25    +      17          386
Other liabilities and capital                                35,483    +     506    +   5,119       35,111

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                  870,277    +     776    +  36,860      871,652

Reserve balances with Federal Reserve Banks                  14,070    +   6,335    -   1,286       14,185
                                                                

Memo (off-balance-sheet items):
  Marketable securities held in custody for foreign
         official and international accounts(2,7)         1,653,576    +   8,778    + 198,432    1,655,152
     U.S. Treasury                                        1,121,492    +   7,301    +  28,307    1,121,356
     Federal agency                                         532,085    +   1,478    + 170,126      533,796
  Securities lent to dealers                                  2,576    +      88    -   1,796        3,806   


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 2, 2006     Jul 26, 2006      Aug 3, 2005

Assets
Gold certificate account                                        11,037                0                0
Special drawing rights certificate account                       2,200                0                0
Coin                                                               757        +       7        +     132
Securities, repurchase agreements, and loans                   793,816        +   7,682        +  33,786
   Securities held outright                                    764,815        +      52        +  40,115
      U.S. Treasury (1)                                        764,815        +      52        +  40,115       
         Bills (2)                                             277,019                0        +  12,004
         Notes and bonds, nominal (2)                          457,826        -   1,235        +  20,452
         Notes and bonds, inflation-indexed (2)                 26,019        +   1,236        +   6,486
         Inflation compensation (3)                              3,952        +      52        +   1,174
      Federal agency (2)                                             0                0                0
   Repurchase agreements (4)                                    27,750        +   6,750        -   4,250    
   Loans                                                         1,251        +     880        -   2,079
Items in process of collection                    (1,401)        4,880        +     850        -   1,170
Bank premises                                                    1,866        +       2        +      41
Other assets (5)                                                39,376        +     290        +     233
      Total assets                                (1,401)      853,933        +   8,832        +  33,023
                          
Liabilities
Federal Reserve notes net of FR Bank holdings                  757,416        +     777        +  27,815
Reverse repurchase agreements (6)                               28,798        +     330        +   6,223
Deposits                                              (0)       26,912        +   6,791        -   4,461       
  Depository institutions                                       20,965        +   6,091        -   5,165
  U.S. Treasury, general account                                 5,471        +     647        +     658
  Foreign official                                                  91        -      49        +       7
  Other                                               (0)          386        +     103        +      40
Deferred availability cash items                  (1,401)        5,696        +     574        -   1,293
Other liabilities and accrued dividends (7)                      4,972        +     106        +   1,640
      Total liabilities                           (1,401)      823,794        +   8,577        +  29,924
                          
Capital Accounts
Capital paid in                                                 14,997        +       4        +   1,607
Surplus                                                         12,901                0        +   1,334
Other capital accounts                                           2,240        +     250        +     157
      Total capital                                             30,139        +     255        +   3,099


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 2, 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             937       59,407   -   2,659            0           0       27,750       28,798
16 days to 90 days         313      169,631   +     328            0           0            0            0
91 days to 1 year            0      176,154   +     457            0           0     ------      ------
Over 1 to 5 years     ------        218,566   +     648            0           0     ------      ------
Over 5 to 10 years    ------         61,352   +       5            0           0     ------      ------
Over 10 years         ------         79,704   +   1,271            0           0     ------      ------
                   		 	
All                      1,251      764,815   +      52            0           0       27,750      28,798

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 2, 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                                             757         28         38         32         73         69        105         90         39         29         58         80        116
Securities, repurchase agreements,
      and loans                              793,816     37,406    310,829     33,205     33,024     63,533     64,042     70,315     24,357     15,670     22,431     34,330     84,674
   Securities held outright                  764,815     36,496    283,079     33,205     33,024     63,533     64,028     70,225     24,300     15,548     22,395     34,324     84,658
      U.S. Treasury (1)                      764,815     36,496    283,079     33,205     33,024     63,533     64,028     70,225     24,300     15,548     22,395     34,324     84,658
         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)                  487,796     23,277    180,547     21,178     21,063     40,521     40,837     44,789     15,498      9,917     14,284     21,892     53,994
         Federal agency (2)                        0          0          0          0          0          0          0          0          0          0          0          0          0
      Repurchase agreements(4)                27,750          0     27,750          0          0          0          0          0          0          0          0          0          0
      Loans                                    1,251        910          0          0          0          0         14         89         57        122         35          6         17
Items in process of collection                 6,281        301        534        314        529        451        625        293        277        257        638        565      1,497
Bank premises                                  1,866        113        206         57        157        156        230        208         71        117        122        258        172
Other assets(5)                               39,376      1,264     14,241      1,864      2,311      7,020      2,795      2,815        783        721        745        987      3,832
Interdistrict settlement account                   0    - 1,679    + 1,159    + 2,135    +   570    +     8    + 4,329    - 8,490    -   666    -   160    + 1,744    - 1,195    + 2,246
          Total Assets                       855,334     38,033    332,019     38,153     37,214     72,237     73,315     66,388     25,260     16,875     26,127     35,699     94,012

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 2, 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             930,825     38,034    348,313     39,677     36,970     72,925     93,098     73,770     27,118     17,170     27,296     50,068    106,387
  Less: notes held by F.R. Banks              173,409      3,754     50,798      7,638      6,245     13,657     27,297     13,884      4,012      2,297      3,848     17,568     22,410
    Federal Reserve notes, net                757,416     34,279    297,515     32,039     30,725     59,268     65,801     59,886     23,106     14,873     23,449     32,500     83,978
Reverse repurchase agreements (1)              28,798      1,374     10,659      1,250      1,243      2,392      2,411      2,644        915        585        843      1,292      3,188
Deposits                                       26,912        867     13,866      1,305      2,065      1,347      1,624      1,310        564        430        649        668      2,217
  Depository institutions                      20,965        862      8,056      1,303      2,061      1,236      1,621      1,307        563        429        647        667      2,213
  U.S. Treasury, general account                5,471          0      5,471          0          0          0          0          0          0          0          0          0          0
  Foreign official                                 91          1         62          2          3         11          3          3          0          1          1          0          4
  Other                                           386          4        278          0          1        100          0          0          1          0          1          0          0
Deferred availability cash items                7,096        459        609        589        714        586        840        314        165        350        647        548      1,275
Other liabilities and accrued                 
  dividends (2)                                 4,972        250      1,676        230        240        478        425        451        184        128        170        239        501
   
    Total liabilities                         825,195     37,230    324,325     35,413     34,988     64,071     71,101     64,605     24,934     16,366     25,757     35,246     91,158
                              
Capital                    
Capital paid in                                14,997        382      3,676      1,745      1,122      4,015      1,073        822        155        243        174        212      1,379
Surplus                                        12,901        317      3,685        744      1,013      3,307        892        876        144        245        175        153      1,349
Other capital                                   2,240        104        332        251         91        844        249         85         27         21         21         88        127
     Total liabilities and capital            855,334     38,033    332,019     38,153     37,214     72,237     73,315     66,388     25,260     16,875     26,127     35,699     94,012
                              

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 2, 2006
              
Federal Reserve notes outstanding             930,825
   Less: Notes held by F.R. Banks
         not subject to collateralization     173,409
      Federal Reserve Notes to be
         collateralized                       757,416 
Collateral held against Federal Reserve            
   notes                                      757,416
   Gold certificate account                    11,037
   Special drawing rights                 
     certificate account                        2,200
   U.S. Treasury and agency securities   
     pledged (1)                              744,180
   Other assets pledged                             0

Memo:
Total U.S. Treasury and agency 
       securities (1)                         792,565
   Less:face value of securities under
         reverse repurchase agreements         28,842
      U.S. Treasury and agency securities
             eligible to be pledged           763,723
   

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.`

Statistical releases

---

Home Economic research and data  Accessibility Contact Us  Last update: August 3, 2006