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

Release Date:  July 18, 2002

Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 KB)
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 Federal Reserve Banks
July 18, 2002
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
Jul 17, 2002
Jul 10, 2002 Jul 18, 2001 Wednesday
Jul 17, 2002
Reserve Bank Credit                                         656,753     -   1,406     +  64,885       653,900 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    592,513     -     113     +  58,273       594,411 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0             0            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      24,571     -   1,286     +   4,842        19,750 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             2     -      40     -     162             3 
    Seasonal credit                                             177     +      10     +       1           184 
    Extended credit                                               0             0             0             0 
   Float                                                       -310     -     811     -     678          -266 
   Other F.R. assets                                         39,789     +     835     +   2,607        39,808 
Gold stock                                                  11,044            0            0       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,955     +      14     +   1,257        33,955 
        Total factors supplying reserve funds               703,952     -   1,392     +  66,143       701,099 
     
Currency in circulation*                                    661,400     -   2,644     +  60,311       661,286 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         392     +       4     -      20           377 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,495     +     510     +     558         5,000 
  Foreign                                                        98     -       1     +      23           156 
  Service-related balances and adjustments (5)               10,118     -       5     +   3,042        10,118 
  Other                                                         244     +      16     -      81           230 
Other F.R. liabilities and capital                           19,910     +     335     +   1,983        19,578 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     697,657     -   1,786     +  65,815       696,746 
Reserve balances with F.R. Banks  (6)                         6,295     +     394     +     328         4,353 
                                                                
On July 17, 2002, 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 $ 792,037 million, a change of $ + 1,462 million for the week. The total includes
$ 638,404 million of U.S. government securities and $ 153,633 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 $ 24,755 million (daily average over statement week) and $ 22,977 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 24,755 million (daily average)
and $ 22,977 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 889 million (daily average) and $ 2,109 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 11,712 million of inflation-indexed securities valued at the original face amount and
$ 1,105 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 $ 9,902 million and adjustments of $ 217 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
Jul 17, 2002
Wednesday
Jul 10, 2002
Wednesday
Jul 18, 2001
Gold certificate account                                         11,039                 0         -       5 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                897         +      12         -     182 
Loans                                                               187         -      11         -     274 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            19,750         -   7,250         +   2,900 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        198,604         -     120         +  18,605 
                   Notes (3)                                    290,167                 0         +  34,812 
                   Bonds (4)                                    105,640                 0         +   4,892 
    Total bought outright (5)                                   594,411         -     120         +  58,309 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           594,411         -     120         +  58,309 
       Total loans and securities                               614,358         -   7,381         +  60,935 
     
Items in process of collection                    (1,111)         7,207         -     595         -   2,268 
Bank premises                                                     1,520         +       1         +       7 
Other assets (6)                                                 38,286         +     347         +   2,585 
                TOTAL ASSETS                      (1,111)       675,508         -   7,616         +  61,072 
     
                LIABILITIES                           
Federal Reserve notes                                           628,601         -   2,772         +  57,980 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        14,257         -   4,904         +   1,799 
  U.S. Treasury--general account                                  5,000         -     194         -     619 
  Foreign--official accounts                                        156         +      72         +      86 
    Other                                             (0)           230         +       9         -      91 
      Total deposits                                  (0)        19,643         -   5,017         +   1,176 
Deferred availability cash items                  (1,111)         7,685         +     153         +      27 
Other liabilities and accrued dividends (7)                       2,365         -      17         -     665 
                TOTAL LIABILITIES                 (1,111)       658,295         -   7,652         +  58,519 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,261         -       7         +   1,108 
Surplus                                                           7,312                 0         +     591 
Other capital accounts                                            1,641         +      43         +     855 
 
*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 $ 6,701 million of inflation-indexed securities valued at the original face amount and
$ 605 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and
$ 501 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 22,977 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,109 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued daily at market exchange rates.
7 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 
 
MATURITY DISTRIBUTION OF LOANS AND SECURITIES, July 17, 2002
 

 

 
Millions of dollars
  U.S. government
securities (1,2)
Federal agency
obligations(2)
  
Loans Holding Weekly
changes
Holdings Weekly
change
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days             170        20,434    +   4,365             0            0        15,750            0 
16 days to 90 days          17       131,640    -   7,000             0            0         4,000            0 
91 days to 1 year            0       137,332    +   1,506             0            0      ------      ------   
Over 1 to 5 years                    169,944            0            10            0      ------       ------   
Over 5 to 10 years                    53,499    +   1,010             0            0      ------       ------   
Over 10 years                         81,563            0             0            0      ------      ------   
           
Total                      187       594,411    -     120            10            0        19,750           0 
 
1 Includes $ 11,712 million of inflation-indexed securities valued at the original face amount and
$ 1,105 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 July 17, 2002
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,039         533       4,364         430         522         819         926       1,080         346         179         309         485       1,046 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             897          41          39          39          43         119         108         114          55          33          63         131         113 
 
Loans                                            187           2           0           0           0           0           5          48          33          60          20           8          11 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          19,750           0      19,750           0           0           0           0           0           0           0           0           0           0 
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                     198,604      11,379      78,143       7,637      10,958      15,490      14,141      23,372       7,062       3,105       5,871       4,408      17,039 
                   Notes (3)                 290,167      16,625     114,169      11,158      16,010      22,631      20,661      34,147      10,318       4,536       8,577       6,440      24,895 
                   Bonds (4)                 105,640       6,053      41,565       4,062       5,829       8,239       7,522      12,432       3,756       1,651       3,123       2,345       9,064 
     Total bought outright(5)                594,411      34,057     233,878      22,857      32,797      46,360      42,324      69,950      21,136       9,292      17,571      13,192      50,998 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             594,411      34,057     233,878      22,857      32,797      46,360      42,324      69,950      21,136       9,292      17,571      13,192      50,998 
       Total loans and securities            614,358      34,059     253,632      22,857      32,797      46,361      42,330      70,000      21,169       9,352      17,591      13,200      51,009 
              
Items in process of collection                 8,318         493         905         354         315         529         628         751         371         637         618         309       2,407 
Bank premises                                  1,520          92         183          49         152         130         280         109          43         124          49         138         172 
Other assets(6)                               38,286       2,007      13,349       1,296       2,574       5,584       2,575       3,956       1,022         653       1,007         841       3,423 
Interdistrict settlement account                   0     - 4,683     +12,943     - 3,335     - 5,588     +   111     + 1,028     - 8,055     - 2,043     + 4,558     - 1,452     +10,664     - 4,149 
          TOTAL ASSETS                       676,619      32,656     286,289      21,773      30,919      53,799      48,041      68,168      21,034      15,566      18,252      25,865      54,255 
 
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 $ 6,701 million of inflation-indexed securities valued at the original face amount and $ 605 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and $ 501 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 22,977 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,109 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 July 17, 2002
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         628,601      30,377     272,733      20,044      27,951      46,348      44,572      63,773      19,745      13,895      16,692      24,304      48,167 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      14,257         696       2,681         655         963       2,294       1,296       1,732         482         389         629         768       1,672 
  U.S. Treasury--general account                5,000           0       5,000           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      156           2         132           1           3           7           2           3           1           1           1           1           3 
  Other                                           230          15         144           0           1          64          -2           1           2           0           3           0           1 
    Total deposits                                            
Deferred credit items                           8,796         522         901         469         446         666         916         688         265         698         416         347       2,463 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         659,406      31,752     282,336      21,274      29,496      49,595      46,982      66,451      20,600      15,058      17,834      25,511      52,516 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,261         432       1,852         236         686       2,055         473         818         201         305         198         169         836 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,641          54         597          42          72         392          51         106          84          85          29          21         107 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   676,619      32,656     286,289      21,773      30,919      53,799      48,041      68,168      21,034      15,566      18,252      25,865      54,255 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        750,142      34,918     309,300      26,766      32,751      56,330      60,387      70,068      23,382      15,680      20,930      33,909      65,720 
  Less--Held by F.R. Banks                    121,540       4,541      36,567       6,722       4,801       9,982      15,815       6,294       3,637       1,785       4,238       9,605      17,552 
  F.R. notes, net                             628,601      30,377     272,733      20,044      27,951      46,348      44,572      63,773      19,745      13,895      16,692      24,304      48,167 
Collateral held against F.R. notes                          
   Gold certificate account                    11,039                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                        1,191                 
   U.S. govt. and agency securities(3)        614,171                 
     Total collateral                         628,601                 
 
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.


Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 KB)
Home | Statistical releases
Accessibility
To comment on this site, please fill out our feedback form.
Last update: July 18, 2002