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

Release for week ended: September 20, 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                           Sep 20     Sep 13      Sep 20

Reserve Bank credit:                         4,424,810      7,471  4,418,496

 Securities held outright                    4,248,287      6,387  4,242,728

  US Treasury (1)                            2,465,455        -21  2,465,448

   Bills (2)                                         0          0          0

   Notes and bonds, nominal (2)              2,337,326          0  2,337,326

   Notes and bonds, infl-index (2)             109,412          0    109,412

   Inflation compensation (3)                   18,717        -21     18,709

  Federal agency (2)                             6,757          0      6,757

 Mortgage-based securities                   1,776,075      6,408  1,770,524

 Unamortized premiums on outright sec          163,185          8    162,828

 Unamortized discounts on outright sec         -14,493         35    -14,481

 Repurchase agreements (4)                           0          0          0

 Other loans to institutions                       252         36        228

  Primary credit                                    31         29          2

  Secondary credit                                   0          0          0

  Seasonal credit                                  221          7        225

  Other credit extensions                            0          0          0

 Net portfolio holdings of Maiden Lane (5)       1,708          0      1,708

 Float                                            -267        -18       -460

Central Bank liquidity swaps (13)                   37        -50         37

 Other Federal Reserve assets                   26,102       1073     25,908

 Foreign currency denominated assets            21,454       -231     21,471

Gold stock                                      11,041          0     11,041

S.D.R. certificate account                       5,200          0      5,200

Treasury currency outstanding (6)               49,148         14     49,148

Total factors supplying

 reserve funds                               4,511,653      7,255  4,505,355

Currency in circulation (6)                  1,579,671        187  1,580,714

Reverse repo agreements (7)                    373,082     13,068    413,569

 Foreign official, intl accounts               245,916       5444    245,544

 Others                                        127,166      7,624    168,025

Treasury cash holdings                             175          4        186

Deposits with Fed other than reserves          218,107     61,221    234,433

 Term Deposits Held By Institutions                  0          0          0

 U.S. Treasury, general account                127,782     57,550    151,204

 Foreign official                                5,166          1      5,165

 Other                                          85,159      3,671     78,063

Other liabilities and capital (8)               47,816      -1095     47,045

Total factors, other than reserve

 balances, absorbing reserve funds           2,218,851     73,385  2,275,947

Reserve balances with

  Federal Reserve banks (7)                  2,292,801    -66,132  2,229,409

                                           Daily average:

                                             Wk ended   Chg from  Wednesday   Chg from

                                                Sep 20     Sep 13     Sep 20     Sep 13

Mktable securities held in custody

 for foreign offl and intl accounts          3,376,355      3,988  3,374,672      4,456

   Total includes:

                             U.S. Treasury   3,051,989      5,458  3,052,535      7,300

                            Federal Agency     261,542      -2482    259,133     -3,553

                     Other Securities (14)      62,823       1011     63,004        709

                Securities Lent To Dealers      24,420       -720     20,837     -3,858

                    Overnight Facility (9)      24,420       -720     20,837     -3,858

                  U.S. Treasury Seucrities      24,420       -720     20,837     -3,858

                    Agency Debt Securities           0          0          0          0

                                            Wednesday   Chg from  Wednesday

                                                Sep 20     Sep 13     Sep 13

Mortgage-backed Securities Held Outright     1,770,524    -11,822  1,782,346

 Commitments to buy MBS                         26,157      3,085     23,072

 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$$$]