Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page

Release Date:  November 12, 1999

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FEDERAL RESERVE
These data are scheduled for release each Thursday. The exact time of each release will be announced, when
the information is available, on (202) 452-3206.
 
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of F.R. Banks
November 12, 1999
Millions of dollars
  Averages of daily figures
    Change from week ended  
Reserve balances of depository institutions at
F.R. Banks, Reserve Bank credit, and related items
Week ended
Nov 10, 1999
Nov 3, 1999 Nov 11, 1998 Wednesday
Nov 10, 1999
Reserve Bank Credit                                         552,242     +   1,511     +  59,209       555,322 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    491,960     +   1,044     +  41,605       491,928 
    Held under repurchase agreements                              0             0     -   1,903             0 
  Federal agency obligations (1)                              
    Bought outright                                             187     -       1     -     186           181 
    Held under repurchase agreements                              0             0     -   3,188             0 
  Repurchase agreements -- triparty (4)                      24,151     +     351     +  24,151        27,820 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            91     -      13     +      78            27 
    Seasonal credit                                              64     -      51     +      18            58 
    Special Liquidity Facility                                    5     -      31     +       5             7 
    Extended credit                                               0             0             0             0 
   Float                                                        522     +     245     -     472          -159 
   Other F.R. assets                                        35,262    -      34    -     899       35,459 
Gold stock                                                   11,049             0     +       8        11,049 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,527     +      14     +   1,414        27,527 
        Total factors supplying reserve funds               598,017     +   1,524     +  58,630       601,097 
                                                              
Currency in circulation*                                    562,739     +   5,675     +  61,726       567,168 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                          95     +       1     +       8            95 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    4,814     -     154     -     442         4,870 
  Foreign                                                       187     +      10     +       2           161 
  Service-related balances and adjustments (5)                7,134     -     142     +     341         7,134 
  Other                                                         246     +      16     -     170           242 
Other F.R. liabilities and capital                           18,313     -      11     +     175        17,943 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     593,528     +   5,396     +  61,639       597,612 
                                                              
Reserve balances with F.R. Banks  (6)                         4,489     -   3,872     -   3,010         3,485 
 

On November 10, 1999, the face amount of marketable U.S. government securities held in custody by the
Federal Reserve Banks for foreign official and international accounts was 606,797 million, a change of
-$ 3,260 million for the week. The total includes the face value of U.S. Treasury strips and other zero
coupon bonds.
1 Face value of the securities.
2 Net of $ 15,448 million (daily average over statement week) and $ 15,483 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 15,448 million (daily average)
and $ 15,483 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,388 million (daily average) and $ 2,230 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 199 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized
by U.S. government and federal agency securities.
5 Consists of required clearing balances of $ 6,826 million and adjustments of $ 308 million to
compensate for float.
6 Excludes required clearing balances and adjustments to compensate for float.
 

* Estimated (Treasury's figures).
Components may not add to totals due to rounding.
 

Note: on November 10, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 73,950 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 143,000 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 89,000 million with exercise dates from January 6, 2000 through January 12, 2000. Further details on these contracts
can be found on the website of the Federal Reserve Bank of New York (http://www.newyorkfed.org/pihome/news/announce).
 

Worksheet for H.4.1 (a)
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
Nov 10, 1999
Wednesday
Nov 3, 1999
Wednesday
Nov 11, 1998
Gold certificate account                                         11,049                 0         +       8 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                289         -      16         -     119 
Loans                                                                92         -     732         +      53 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            27,820         +   1,240         +  27,820 
Federal agency obligations (2)                         
  Bought outright                                                   181         -       7         -     192 
  Held under repurchase agreements                                    0                 0         -   3,605 
U.S. government securities (2)                       
  Bought outright--Bills                                        200,217         +     394         +   2,460 
                   Notes (3)                                    211,279         +       4         +  25,073 
                   Bonds (4)                                     80,432         +       2         +  12,730 
    Total bought outright (5)                                   491,928         +     399         +  40,263 
  Held under repurchase agreements (1)                                0                 0         -     940 
     Total U.S. government securities                           491,928         +     399         +  39,323 
       Total loans and securities                               520,021         +     901         +  63,399 
     
Items in process of collection                      (821)         6,984         -   1,450         -   3,386 
Bank premises                                                     1,347         +       1         +      52 
Other assets (6)                                                 33,919         +     402         -   1,039 
                TOTAL ASSETS                        (821)       580,809         -     161         +  56,915 
     
                LIABILITIES                           
Federal Reserve notes                                           540,025         +   6,301         +  62,517 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        10,277         -   5,203         -   3,909 
  U.S. Treasury--general account                                  4,870         -     740         -     401 
  Foreign--official accounts                                        161         -       1         +       4 
    Other                                             (0)           242         -      16         -     148 
      Total deposits                                  (0)        15,551         -   5,960         -   4,452 
Deferred availability cash items                    (821)         7,291         -     405         -     835 
Other liabilities and accrued dividends (7)                       4,343         -      17         -      13 
                TOTAL LIABILITIES                   (821)       567,209         -      82         +  57,217 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,372         +      11         +     440 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,276         -      90         -   1,473 
 
*Figures in parentheses are the eliminations made in the consolidation process.
1 Cash value of agreements arranged through third-party custodial banks.
2 Face value of the securities.
3 Includes $ 3,938 million of inflation-indexed securities valued at the original face amount and
$ 158 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and
$ 41 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 15,483 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,230 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates.
7 Includes exchange-translation account reflecting the monthly revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 

 

MATURITY DISTRIBUTION OF LOANS AND SECURITIES, November 10, 1999
Holdings of securities include securitites held under repurchase agreements, which are classified according
to remaining maturity.
 

Millions of dollars
    U.S. government
securities (1,2)
Federal agency
obligations(2)
   
  Loans Holdings Weekly
changes
Holdings Weekly
changes
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days           43   18,076  +     533          0         7      1,245          0 
16 to 90 days            47  102,309  +   5,511          6         0     26,575          0 
91 days to 1 year         2  135,945  -   5,650         45         0   ------     ------   
Over 1 to 5 years            120,226  +       1         10         0   ------     ------   
Over 5 to 10 years            50,216  +       3        120         0   ------     ------   
Over 10 years                 65,156  +       2          0         0   ------     ------   
Total                    92  491,928  +     399        181         7     27,820          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 199 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
2 Includes face value of securities held under repurchase agreements classified by the remaining maturity of
the agreements.
3 Cash value of agreements arranged through third-party custodial banks classified by remaining maturity of
the agreements.
Components may not add to totals due to rounding.
 

 

H.4.1 (b)
 

STATEMENT OF CONDITION OF EACH FEDERAL RESERVE BANK ON November 10, 1999
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,049         533       4,436         319         566         834         724         993         337         140         313         575       1,279 
Special drawing rights certif. acct.           7,200         357       2,823         217         348         599         523         637         204          90         203         396         803 
Coin                                             289           6          13          16          25          45          44          30          14          11          16          31          37 
                                                                   
Loans                                             92           0           5           0           0           2           2          14          39          10          18           0           1 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                181           9          72           5          10          14          11          17           6           2           5           9          19 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
U.S. government securities(2)                                      
  Bought outright--Bills                     200,217      10,354      79,735       5,997      11,589      15,062      12,187      18,804       6,586       2,395       6,004       9,976      21,527 
                   Notes (3)                 211,279      10,926      84,141       6,328      12,230      15,895      12,860      19,843       6,950       2,527       6,336      10,527      22,716 
                   Bonds (4)                  80,432       4,159      32,032       2,409       4,656       6,051       4,896       7,554       2,646         962       2,412       4,008       8,648 
     Total bought outright(5)                491,928      25,439     195,908      14,734      28,475      37,008      29,943      46,202      16,182       5,883      14,752      24,511      52,891 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             491,928      25,439     195,908      14,734      28,475      37,008      29,943      46,202      16,182       5,883      14,752      24,511      52,891 
       Total loans and securities            520,021      25,448     223,805      14,740      28,486      37,024      29,956      46,233      16,227       5,896      14,775      24,520      52,911 
                                                                   
Items in process of collection                 7,804         450         900         564         327         615          38         877         323         540         516         405       2,249 
Bank premises                                  1,347          93         163          50         156         124         131         108          32         128          51         146         165 
Other assets(5)                               33,919       1,546      11,217         970       2,017       4,679       2,154       3,062         859         779         872       1,414       4,350 
Interdistrict settlement account                   0     + 4,822     - 8,843     + 5,253     +   342     - 6,864     + 7,569     +15,790     + 3,047     - 5,293     + 1,784     -20,528     + 2,922 
          TOTAL ASSETS                       581,629      33,255     234,515      22,128      32,267      37,055      41,140      67,729      21,043       2,292      18,530       6,959      64,716 
 

1 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized
by U.S. government and federal agency securities.
2 Face value of the securities.
3 Includes $ 3,938 million of inflation-indexed securities valued at the original face amount and $ 158 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and $ 41 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 15,483 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,230 million that are fully collateralized by other U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates.
 

Components may not add to totals due to rounding.
 

 

H.4.1 (c)
 

STATEMENT OF CONDITION OF EACH FEDERAL RESERVE BANK ON November 10, 1999
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         540,025      31,358     222,549      20,910      29,596      31,635      37,975      63,787      19,888         789      17,115       5,343      59,080 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      10,277         597       1,414         307       1,146         975         995       1,604         398         380         455         580       1,426 
  U.S. Treasury--general account                4,870           0       4,870           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      161           7          45           4          10          30          10          14           3           5           3           6          24 
  Other                                           242           0         144           1           4          81           1           1           1           2           2           2           2 
    Total deposits                                            
Deferred credit items                           8,111         453       1,104         329         336         662         911         660         256         591         431         339       2,039 
Other liabilities and accrued             
  dividends (2)                           
     4,343         236       1,508         159         262         367 ;        305         417         166          90         161         225         447 
    TOTAL LIABILITIES                         568,029      32,650     231,635      21,712      31,353      33,750      40,197      66,483      20,712       1,858      18,168       6,494      63,017 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,372         289       1,319         201         442       1,632         456         598         158         218         174         213         671 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,276          48         352          39          73         436          68          65          53          13          48          25          56 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   581,629      33,255     234,515      22,128      32,267      37,055      41,140      67,729      21,043       2,292      18,530       6,959      64,716 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        826,244      41,968     329,220      31,173      39,201      55,245      61,782      80,309      26,633      11,510      24,921      37,074      87,207 
  Less--Held by F.R. Banks                    286,220      10,610     106,671      10,262       9,606      23,610      23,807      16,522       6,745      10,721       7,807      31,731      28,127 
  F.R. notes, net                             540,025      31,358     222,549      20,910      29,596      31,635      37,975      63,787      19,888         789      17,115       5,343      59,080 
Collateral held against F.R. notes                          
   Gold certificate account                    11,049                   
   Special drawing rights                 
     certificate account                  
 
     7,200 
                
   Other eligible assets                        1,847                 
   U.S. govt. and agency securities(3)        519,929                 
     Total collateral                         540,025                 
 
1 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized
by U.S. government and federal agency securities.
2 Includes exchange translation account reflecting the monthly revaluation at market exchange rates of
foreign exchange commitments.
3 U.S. government and agency securities bought outright or held under repurchase agreement are valued at face amount.
Includes cash value of repurchase agreements under triparty arrangements and excludes the par value of securities
pledged under reverse repurchase agreements.
 

Components may not add to totals due to rounding.


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Last update: November 12, 1999