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$$$]