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

Release for week ended: September 27, 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 27     Sep 20      Sep 27

Reserve Bank credit:                         4,423,774     -1,036  4,415,731

 Securities held outright                    4,247,195     -1,092  4,240,344

  US Treasury (1)                            2,465,434        -21  2,465,427

   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)                   18,696        -21     18,689

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

 Mortgage-based securities                   1,775,004     -1,071  1,768,160

 Unamortized premiums on outright sec          162,862       -323    162,553

 Unamortized discounts on outright sec         -14,461         32    -14,448

 Repurchase agreements (4)                           0          0          0

 Other loans to institutions                       233        -19        233

  Primary credit                                     7        -24         12

  Secondary credit                                   0          0          0

  Seasonal credit                                  226          5        221

  Other credit extensions                            0          0          0

 Net portfolio holdings of Maiden Lane (5)       1,708          0      1,707

 Float                                            -307        -40       -678

Central Bank liquidity swaps (13)                   37          0         37

 Other Federal Reserve assets                   26,507        405     25,983

 Foreign currency denominated assets            21,306       -148     21,103

Gold stock                                      11,041          0     11,041

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

Treasury currency outstanding (6)               49,162         14     49,162

Total factors supplying

 reserve funds                               4,510,482     -1,171  4,502,238

Currency in circulation (6)                  1,578,950       -721  1,580,243

Reverse repo agreements (7)                    407,683     34,601    455,073

 Foreign official, intl accounts               239,518      -6398    234,990

 Others                                        168,165     40,999    220,083

Treasury cash holdings                             187         12        197

Deposits with Fed other than reserves          263,039     44,932    240,646

 Term Deposits Held By Institutions                  0          0          0

 U.S. Treasury, general account                164,652     36,870    155,159

 Foreign official                                5,195         29      5,370

 Other                                          93,192      8,033     80,117

Other liabilities and capital (8)               47,913         97     47,238

Total factors, other than reserve

 balances, absorbing reserve funds           2,297,773     78,922  2,323,397

Reserve balances with

  Federal Reserve banks (7)                  2,212,709    -80,092  2,178,840

                                      Daily average:

                                        Wk ended   Chg from  Wednesday   Chg from

                                           Sep 27     Sep 20     Sep 27     Sep 20

Mktable securities held in custody

 for foreign offl and intl accounts     3,371,865     -4,490  3,369,873     -4,799

   Total includes:

                        U.S. Treasury   3,046,423     -5,566  3,043,819     -8,716

                       Federal Agency     262,202        660    262,753      3,620

                Other Securities (14)      63,241        418     63,301        297

           Securities Lent To Dealers      24,279       -141     24,053      3,216

               Overnight Facility (9)      24,279       -141     24,053      3,216

             U.S. Treasury Seucrities      24,279       -141     24,053      3,216

               Agency Debt Securities           0          0          0          0

                                            Wednesday   Chg from  Wednesday

                                                Sep 27     Sep 20     Sep 20

Mortgage-backed Securities Held Outright     1,768,160     -2,364  1,770,524

 Commitments to buy MBS                         23,444     -2,713     26,157

 Commitments to sell MBS                             0          0          0

Maiden Lane Net Portfolio Holdings               1,707         -1      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$$$]