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

Release for week ended: October 18, 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                       October 18     Oct 11  October 18

Reserve Bank credit:                         4,432,571     13,634  4,430,026

 Securities held outright                    4,252,347     11,902  4,250,343

  US Treasury (1)                            2,465,609         81  2,465,641

   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)                   18,871         82     18,903

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

 Mortgage-based securities                   1,779,981     11,821  1,777,945

 Unamortized premiums on outright sec          162,210         96    162,045

 Unamortized discounts on outright sec         -14,378         34    -14,365

 Repurchase agreements (4)                           0          0          0

 Other loans to institutions                       165        -14        160

  Primary credit                                     5          2          9

  Secondary credit                                   0          0          0

  Seasonal credit                                  159        -16        151

  Other credit extensions                            0          0          0

 Net portfolio holdings of Maiden Lane (5)       1,706         -1      1,705

 Float                                            -277         41       -437

Central Bank liquidity swaps (13)                   35         -1         35

 Other Federal Reserve assets                   30,763       1576     30,542

 Foreign currency denominated assets            21,217         92     21,119

Gold stock                                      11,041          0     11,041

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

Treasury currency outstanding (6)               49,188         14     49,188

Total factors supplying

 reserve funds                               4,519,218     13,742  4,516,574

Currency in circulation (6)                  1,584,325       -425  1,585,186

Reverse repo agreements (7)                    326,774    -26,140    348,297

 Foreign official, intl accounts               227,650      -2026    226,840

 Others                                         99,124    -24,113    121,457

Treasury cash holdings                             214          9        216

Deposits with Fed other than reserves          277,742     23,469    280,526

 Term Deposits Held By Institutions                  0          0          0

 U.S. Treasury, general account                178,974      9,208    196,106

 Foreign official                                5,167          1      5,165

 Other                                          93,601     14,260     79,254

Other liabilities and capital (8)               48,870         34     47,246

Total factors, other than reserve

 balances, absorbing reserve funds           2,237,924     -3,054  2,261,471

Reserve balances with

  Federal Reserve banks (7)                  2,281,294     16,796  2,255,104

                                          Daily average:

                                            Wk ended   Chg from  Wednesday   Chg from

                                          October 18     Oct 11 October 18     Oct 11

Mktable securities held in custody

 for foreign offl and intl accounts         3,365,103      4,623  3,365,559     -1,421

   Total includes:

                             U.S. Treasury  3,037,225      4,092  3,038,068     -1,321

                            Federal Agency    263,353        302    262,959       -176

                     Other Securities (14)     64,525        229     64,532         76

                Securities Lent To Dealers     23,736       -997     20,090     -6,281

                    Overnight Facility (9)     23,736       -997     20,090     -6,281

                  U.S. Treasury Seucrities     23,736       -997     20,089     -6,282

                    Agency Debt Securities          0          0          1          1

                                            Wednesday   Chg from  Wednesday

                                            October 18     Oct 11     Oct 11

Mortgage-backed Securities Held Outright     1,777,945      9,785  1,768,160

 Commitments to buy MBS                         23,477    -11,790     35,267

 Commitments to sell MBS                             0          0          0

Maiden Lane Net Portfolio Holdings               1,705         -1      1,706

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$$$]