Free Trial

US Data: H.4.1 - Factors Affecting Reserve Bals of Dep Insts>

Release for week ended: August 23, 2017
Source: Federal Reserve H.4.1
Amounts in millions of U.S. dollars
*Calculation by Market News International
                                           Daily average:
Reserve Bank credit, related items           Wk ended   Chg from  Wednesday
and reserve balances                           Aug 23     Aug 16      Aug 23
Reserve Bank credit:                         4,424,515     -5,362  4,423,764
 Securities held outright                    4,251,480      5,133  4,250,730
  US Treasury (1)                            2,465,264         26  2,465,273
   Bills (2)                                         0          0          0
   Notes and bonds, nominal (2)              2,337,565          0  2,337,565
   Notes and bonds, infl-index (2)             108,973          0    108,973
   Inflation compensation (3)                   18,726         27     18,735
  Federal agency (2)                             7,906       -191      6,757
 Mortgage-based securities                   1,778,311      5,298  1,778,699
 Unamortized premiums on outright sec          164,276       -165    164,153
 Unamortized discounts on outright sec         -14,609        -17    -14,598
 Repurchase agreements (4)                           0          0          0
 Other loans to institutions                       230          1        236
  Primary credit                                     7        -11          5
  Secondary credit                                   0          0          0
  Seasonal credit                                  224         13        231
  Other credit extensions                            0          0          0
 Net portfolio holdings of Maiden Lane (5)       1,708         -2      1,708
 Float                                            -244         87       -469
Central Bank liquidity swaps (13)                   36          0         36
 Other Federal Reserve assets                   21,636     -10400     21,967
 Foreign currency denominated assets            21,386         14     21,440
Gold stock                                      11,041          0     11,041
S.D.R. certificate account                       5,200          0      5,200
Treasury currency outstanding (6)               49,084         14     49,084
Total factors supplying
 reserve funds                               4,511,227     -5,334  4,510,530
Currency in circulation (6)                  1,565,416       -295  1,566,641
Reverse repo agreements (7)                    374,023     45,504    407,823
 Foreign official, intl accounts               238,897      -1654    238,030
 Others                                        135,126     47,158    169,793
Treasury cash holdings                             176          9        177
Deposits with Fed other than reserves          164,298    -72,590    150,514
 Term Deposits Held By Institutions                  0     -14733          0
 U.S. Treasury, general account                 82,077    -48,877     67,930
 Foreign official                                5,165         -3      5,165
 Other                                          77,055     -8,978     77,418
Other liabilities and capital (8)               47,674      -1214     47,207
Total factors, other than reserve
 balances, absorbing reserve funds           2,151,587     -28586  2,172,361
Reserve balances with
  Federal Reserve banks (7)                  2,359,640     23,252  2,338,169
                                     Daily average:
                                       Wk ended   Chg from  Wednesday  Chg from
                                          Aug 23     Aug 16     Aug 23   Aug 16
Mktable securities held in custody
 for foreign offl and intl accounts    3,341,685      9,046  3,341,485    7,812
   Total includes:
                       U.S. Treasury   3,018,338      9,005  3,015,899    3,732
                      Federal Agency     261,972        398    264,186    4,025
               Other Securities (14)      61,374       -357     61,400       55
          Securities Lent To Dealers      23,153      1,393     21,883      -89
              Overnight Facility (9)      23,153      1,393     21,883      -89
            U.S. Treasury Seucrities      23,153      1,393     21,883      -89
              Agency Debt Securities           0          0          0        0
                                            Wednesday   Chg from  Wednesday
                                                Aug 23     Aug 16     Aug 16
Mortgage-backed Securities Held Outright     1,778,699        724  1,777,975
 Commitments to buy MBS                         19,833       -440     20,273
 Commitments to sell MBS                             0          0          0
Maiden Lane Net Portfolio Holdings               1,708          0      1,708
Notes:
(1) Including securities lent to dealers under the overnight
and term securities lending facilities.
(2) Face value of the securities.
(3) Compensation that adjusts for effects of inflation on the original face
value of inflation-indexed securities.
(4) Cash value of agreements collateralized by U.S. government and federal
agency securities.
(5) Fair value.
(6) Estimated.
(7) Cash value of agreements collateralized by U.S. Treasury securities.
(8) Includes the liability for earnings remittances due to the U.S. Treasury.
(9)Fully collateralized by other U.S. Treasury Securities
(10)Fully collateralized by other U.S. Treasury Securities, federal agency securities
and highly rated non-agency MBS.
(11)Includes credit extended through the PDCF and credit extended to
certain other broker-dealers.
(12)Reflects extensions of credit to banks to finance purchases of high-quality
asset-backed commercial paper from money market mutual funds.
(13)Pending the closing of the recapitalization plan announced by AIG on
September 30, 2010, the case proceeds from the dispostion of certain AIG
assets will be held by the FRBNY as agent.
(14)Includes nonmarketable US Treasury securities, supranationals
corporate bonds, asset-backed securities, and commercial paper
     ** MNI Washington Bureau: (202) 371-2121 **
[TOPICS: MAUDT$,M$U$$$]

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.