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

Release for week ended: August 30, 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 30     Aug 23      Aug 30
Reserve Bank credit:                         4,413,399    -11,116  4,411,538
 Securities held outright                    4,241,185    -10,295  4,239,610
  US Treasury (1)                            2,465,290         26  2,465,300
   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)                   18,752         26     18,761
  Federal agency (2)                             6,757      -1149      6,757
 Mortgage-based securities                   1,769,138     -9,173  1,767,553
 Unamortized premiums on outright sec          163,691       -585    163,542
 Unamortized discounts on outright sec         -14,577         32    -14,566
 Repurchase agreements (4)                           0          0          0
 Other loans to institutions                       227         -3        223
  Primary credit                                     2         -5          4
  Secondary credit                                   0          0          0
  Seasonal credit                                  225          1        220
  Other credit extensions                            0          0          0
 Net portfolio holdings of Maiden Lane (5)       1,708          0      1,708
 Float                                            -397       -153      -1177
Central Bank liquidity swaps (13)                   36          0         36
 Other Federal Reserve assets                   21,525       -111     22,162
 Foreign currency denominated assets            21,537        151     21,494
Gold stock                                      11,041          0     11,041
S.D.R. certificate account                       5,200          0      5,200
Treasury currency outstanding (6)               49,098         14     49,098
Total factors supplying
 reserve funds                               4,500,276    -10,951  4,498,372
Currency in circulation (6)                  1,567,192      1,776  1,570,551
Reverse repo agreements (7)                    370,485     -3,538    388,708
 Foreign official, intl accounts               242,963       4066    242,622
 Others                                        127,522     -7,604    146,086
Treasury cash holdings                             173         -3        168
Deposits with Fed other than reserves          149,628    -14,670    159,286
 Term Deposits Held By Institutions                  0          0          0
 U.S. Treasury, general account                 61,057    -21,020     66,877
 Foreign official                                5,284        119      5,165
 Other                                          83,286      6,231     87,244
Other liabilities and capital (8)               48,253        579     47,703
Total factors, other than reserve
 balances, absorbing reserve funds           2,135,730    -15,857  2,166,416
Reserve balances with
  Federal Reserve banks (7)                  2,364,546      4,906  2,331,956
                                           Daily average:
                                             Wk ended   Chg from  Wednesday   Chg from
                                                Aug 30     Aug 23     Aug 30     Aug 23
Mktable securities held in custody
 for foreign offl and intl accounts          3,345,018      3,333  3,348,854      7,369
   Total includes:
                             U.S. Treasury   3,019,397      1,059  3,023,031      7,132
                            Federal Agency     264,162       2190    264,098        -88
                     Other Securities (14)      61,459         85     61,724        324
                Securities Lent To Dealers      25,799      2,646     22,912      1,029
                    Overnight Facility (9)      25,799      2,646     22,912      1,029
                  U.S. Treasury Seucrities      25,797      2,644     22,912      1,029
                    Agency Debt Securities           2          2          0          0
                                            Wednesday   Chg from  Wednesday
                                                Aug 30     Aug 23     Aug 23
Mortgage-backed Securities Held Outright     1,767,553    -11,146  1,778,699
 Commitments to buy MBS                         25,435      5,602     19,833
 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$$$]

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