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

Release Date:  May 17, 2001

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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
May 17, 2001
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
May 16, 2001
May 9, 2001 May 17, 2000 Wednesday
May 16, 2001
Reserve Bank Credit                                         584,854     +   4,840     +  28,459       594,075 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    527,258     +   2,544     +  18,905       528,380 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0     -     130            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      20,053     +   2,620     +   5,730        31,747 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           525     +     517     +     459            24 
    Seasonal credit                                              88     +      19     -     172            86 
    Extended credit                                               0             0             0             0 
   Float                                                       -145     -     410     +     215          -674 
   Other F.R. assets                                         37,064     -     451     +   3,450        34,503 
Gold stock                                                  11,046            0    -       2       11,046 
Special drawing rights certificate account                    2,200             0     -   3,000         2,200 
Treasury currency outstanding                                32,355     +      14     +   2,758        32,355 
        Total factors supplying reserve funds               630,455     +   4,855     +  28,215       639,676 
                                                                          
Currency in circulation*                                    590,208     +     596     +  24,749       591,527 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         517     -       1     +     312           511 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,169     +     116     -     255         5,309 
  Foreign                                                       104     +      29     -      17            76 
  Service-related balances and adjustments (5)                6,845     -      34     -      13         6,845 
  Other                                                         395     +      30     +     141           355 
Other F.R. liabilities and capital                           17,946     -      88     +   2,655        17,654 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     621,184     +     647     +  27,572       622,277 
                                                              
Reserve balances with F.R. Banks  (6)                         9,271     +   4,207     +     642        17,399 
                                                                
On May 16, 2001, the face amount of marketable U.S. government and federal agency securities held in custody by the Federal Reserve
Banks for foreign official and international accounts was $ 715,109 million, a change of $ + 9,315 million for the week. The total includes
$ 585,823 million of U.S. government securities and $ 129,286 million of federal agency securities. 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 $ 17,358 million (daily average over statement week) and $ 17,139 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 17,358 million (daily average)
and $ 17,139 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,449 million (daily average) and $ 3,230 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 8,301 million of inflation-indexed securities valued at the original face amount and
$ 713 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 $ 6,558 million and adjustments of $ 287 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.
 

Worksheet for H.4.1 (a)
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
May 16, 2001
Wednesday
May 9, 2001
Wednesday
May 17, 2000
Gold certificate account                                         11,046                 0         -       2 
Special drawing rights certificate account                        2,200                 0         -   3,000 
Coin                                                              1,103         -       7         +     515 
Loans                                                               110         +      15         -     321 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            31,747         +  16,740         +  17,127 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     130 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        178,708         -     200         -  21,863 
                   Notes (3)                                    251,534         +   2,165         +  28,974 
                   Bonds (4)                                     98,139         -      26         +  13,354 
    Total bought outright (5)                                   528,380         +   1,938         +  20,464 
  Held under repurchase agreements (1)                                0                 0                 0 
     Total U.S. government securities                           528,380         +   1,938         +  20,464 
       Total loans and securities                               560,247         +  18,693         +  37,140 
     
Items in process of collection                      (992)         7,869         -   1,042         +       3 
Bank premises                                                     1,499                 0         +     104 
Other assets (6)                                                 32,913         -   3,142         +   2,352 
                TOTAL ASSETS                        (992)       616,875         +  14,500         +  37,109 
     
                LIABILITIES                           
Federal Reserve notes                                           560,786         +     274         +  23,503 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        24,600         +  13,360         +  10,037 
  U.S. Treasury--general account                                  5,309         +     882         +     386 
  Foreign--official accounts                                         76         -      13         -      50 
    Other                                             (0)           355                 0         +      95 
      Total deposits                                  (0)        30,340         +  14,230         +  10,468 
Deferred availability cash items                    (992)         8,095         +      28         +     493 
Other liabilities and accrued dividends (7)                       3,418         -      43         -   1,326 
                TOTAL LIABILITIES                   (992)       602,639         +  14,488         +  33,139 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   7,027         -      18         +     262 
Surplus                                                           6,508         +      29         +   3,914 
Other capital accounts                                              701                 0         -     205 
 
*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 $ 5,614 million of inflation-indexed securities valued at the original face amount and
$ 500 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 2,687 million of inflation-indexed securities valued at the original face amount and
$ 213 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 17,139 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 3,230 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, May 16, 2001
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           50   19,176  -   1,980          0         0     27,742          0 
16 to 90 days            59  112,824  -   3,563          0         0      4,005          0 
91 days to 1 year         0  123,384  +   1,908          0         0   ------     ------   
Over 1 to 5 years            140,735  +   5,184         10         0   ------     ------   
Over 5 to 10 years            57,502  +   1,162          0         0   ------     ------   
Over 10 years                 74,759  -     772          0         0   ------     ------   
Total                   110  528,380  +   1,938         10         0     31,747          0 
 
1 Includes $ 8,301 million of inflation-indexed securities valued at the original face amount and
$ 713 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 May 16, 2001
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,046         546       4,452         454         538         741         871       1,028         343         143         317         477       1,136 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,103          78          73          64          67         169         101         136          62          46          72         103         132 
                                                                   
Loans                                            110           0           0           0           0           0           0          21           8          36          14           0          30 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                 10           1           4           0           1           1           1           1           0           0           0           0           1 
  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                     178,708      10,737      73,205       7,340      10,462      10,676      12,289      20,240       6,441         558       5,516       3,240      18,004 
                   Notes (3)                 251,534      15,113     103,037      10,331      14,726      15,027      17,296      28,488       9,066         785       7,764       4,560      25,341 
                   Bonds (4)                  98,139       5,896      40,201       4,031       5,746       5,863       6,748      11,115       3,537         306       3,029       1,779       9,887 
     Total bought outright(5)                528,380      31,746     216,442      21,703      30,934      31,566      36,333      59,843      19,045       1,648      16,309       9,579      53,233 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             528,380      31,746     216,442      21,703      30,934      31,566      36,333      59,843      19,045       1,648      16,309       9,579      53,233 
       Total loans and securities            560,247      31,747     248,193      21,703      30,935      31,566      36,334      59,866      19,053       1,684      16,323       9,579      53,264 
                                                                   
Items in process of collection                 8,860         594         933         582         399         570       1,094         647         466         490         437         244       2,404 
Bank premises                                  1,499          93         167          50         154         130         281         105          37         125          49         137         170 
Other assets(5)                               32,913       1,699      11,744       1,165       1,951       4,675       2,163       3,075         865         661         884         747       3,283 
Interdistrict settlement account                   0     + 1,733     -10,938     +    31     -   422     +11,159     - 1,382     +   582     -   406     + 3,747     -   318     -   186     - 3,600 
          TOTAL ASSETS                       617,867      36,606     255,498      24,132      33,725      49,157      39,627      65,650      20,491       6,926      17,830      11,200      57,024 
 

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 $ 5,614 million of inflation-indexed securities valued at the original face amount and $ 500 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 2,687 million of inflation-indexed securities valued at the original face amount and $ 213 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 17,139 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 3,230 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 May 16, 2001
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         560,786      32,664     239,575      22,108      30,489      40,131      35,458      61,022      18,870       5,301      16,131       9,739      49,297 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      24,600       2,255       5,035         804       1,655       4,714       1,782       2,151         781         548         765         651       3,457 
  U.S. Treasury--general account                5,309           0       5,309           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       76           2          52           1           2           7           2           3           1           1           1           1           3 
  Other                                           355           2         137           0           2         166           1           1           1           3          10           1          32 
    Total deposits                                            
Deferred credit items                           9,087         605       1,038         582         466         728       1,079         663         357         532         408         355       2,273 
Other liabilities and accrued             
  dividends (2)                           
     3,418         210       1,177         153         200         274 ;        277         366         141          70         131         103         318 
    TOTAL LIABILITIES                         603,631      35,738     252,322      23,649      32,814      46,021      38,599      64,205      20,150       6,455      17,446      10,851      55,381 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,027         417       1,450         229         411       1,681         495         690         161         367         184         152         789 
Surplus                                         6,508         358       1,468         228         472       1,455         495         632         138         103         179         188         792 
Other capital accounts                            701          93         258          26          29           0          38         123          42           0          21           9          62 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   617,867      36,606     255,498      24,132      33,725      49,157      39,627      65,650      20,491       6,926      17,830      11,200      57,024 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        738,483      36,763     295,897      30,362      35,647      53,873      58,327      70,005      22,650       9,256      20,794      31,664      73,243 
  Less--Held by F.R. Banks                    177,696       4,100      56,322       8,254       5,158      13,742      22,869       8,983       3,780       3,955       4,663      21,925      23,946 
  F.R. notes, net                             560,786      32,664     239,575      22,108      30,489      40,131      35,458      61,022      18,870       5,301      16,131       9,739      49,297 
Collateral held against F.R. notes                          
   Gold certificate account                    11,046                   
   Special drawing rights                 
     certificate account                  
 
     2,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        547,541                 
     Total collateral                         560,786                 
 
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: May 17, 2001