Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  December 12, 2002
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FEDERAL RESERVE
These data are scheduled for release each Thursday.
 
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
December 12, 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
Dec 11, 2002
Dec 4, 2002 Dec 12, 2001 Wednesday
Dec 11, 2002
Reserve Bank Credit                                         670,752     -   1,875     +  51,008       679,725 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    609,905     +     319     +  58,392       608,947 
    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)                      22,000     -   3,857     -   9,500        30,750 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           164     +     162     +     121         1,076 
    Seasonal credit                                              46     -       8     +      12            45 
    Extended credit                                               0             0             0             0 
   Float                                                      1,478     +   1,206     +   1,095         1,504 
   Other F.R. assets                                         37,149     +     303     +     888        37,393 
Gold stock                                                  11,043    +       1    -       2       11,043 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,455     +      14     +   1,466        34,455 
        Total factors supplying reserve funds               718,450     -   1,861     +  52,472       727,423 
     
Currency in circulation*                                    674,290     -     224     +  47,417       675,500 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         376     -       1     -      65           372 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,107     -     557     -     901         5,506 
  Foreign                                                       138     +      11     -      16           139 
  Service-related balances and adjustments (5)               10,554     -     131     +   1,804        10,554 
  Other                                                         208     -      20     -      32           201 
Other F.R. liabilities and capital                           19,799     +     228     +   1,914        19,786 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     709,472     -     694     +  50,121       712,058 
Reserve balances with F.R. Banks  (6)                         8,978     -   1,166     +   2,351        15,365 
                                                                
On December 11, 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 $ 839,532 million, a change of $ + 6,256 million for the week. The total includes
$ 683,657 million of U.S. government securities and $ 155,874 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 $ 19,483 million (daily average over statement week) and $ 20,445 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,198 million (daily average)
and $ 20,445 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 53 million (daily average) and $ 0 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,247 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 $ 10,282 million and adjustments of $ 273 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
Dec 11, 2002
Wednesday
Dec 4, 2002
Wednesday
Dec 12, 2001
Gold certificate account                                         11,039                 0         -       6 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,032         +       4         -      38 
Loans                                                             1,121         +   1,069         +   1,003 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            30,750         +  12,750         -  11,750 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        206,238         -   1,934         +  19,647 
                   Notes (3)                                    297,884         +       3         +  34,038 
                   Bonds (4)                                    104,825         +       2         +   1,738 
    Total bought outright (5)                                   608,947         -   1,929         +  55,423 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           608,947         -   1,929         +  55,423 
       Total loans and securities                               640,828         +  11,890         +  44,676 
     
Items in process of collection                    (1,312)        10,116         +     527         +      47 
Bank premises                                                     1,532         +       2         +      14 
Other assets (6)                                                 35,879         +     557         +     943 
                TOTAL ASSETS                      (1,312)       702,625         +  12,980         +  45,636 
     
                LIABILITIES                           
Federal Reserve notes                                           642,444         +     116         +  44,263 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        26,025         +  10,355         -   1,706 
  U.S. Treasury--general account                                  5,506         +   2,002         +     914 
  Foreign--official accounts                                        139         -      14         -     155 
    Other                                             (0)           201         -       6         -      15 
      Total deposits                                  (0)        31,871         +  12,336         -     963 
Deferred availability cash items                  (1,312)         8,523         +     194         +     313 
Other liabilities and accrued dividends (7)                       2,451         +      26         -     213 
                TOTAL LIABILITIES                 (1,312)       685,290         +  12,672         +  43,401 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,359         +       6         +     994 
Surplus                                                           7,312                 0         +     584 
Other capital accounts                                            1,664         +     302         +     657 
 
*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 $ 7,168 million of inflation-indexed securities valued at the original face amount and
$ 700 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and
$ 547 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 20,445 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 0 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, December 11, 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           1,089        19,955    -   1,305             0            0        25,750            0 
16 days to 90 days          32       141,835    -     790             0            0         5,000            0 
91 days to 1 year            0       140,097    +     161             0            0      ------      ------   
Over 1 to 5 years                    173,935    +       1            10            0      ------       ------   
Over 5 to 10 years                    53,293    +       3             0            0      ------       ------   
Over 10 years                         79,833    +       2             0            0      ------      ------   
           
Total                    1,121       608,947    -   1,929            10            0        30,750           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,247 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 December 11, 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                                           1,032          47          36          62          47         144         114         132          60          36          70         163         120 
 
Loans                                          1,121         280         625           0           0           0         177           0          14          12          10           3           0 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          30,750           0      30,750           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                     206,238      11,816      81,146       7,930      11,379      16,085      14,685      24,270       7,333       3,224       6,096       4,577      17,694 
                   Notes (3)                 297,884      17,067     117,206      11,454      16,436      23,233      21,211      35,055      10,592       4,657       8,805       6,611      25,557 
                   Bonds (4)                 104,825       6,006      41,245       4,031       5,784       8,176       7,464      12,336       3,727       1,639       3,099       2,326       8,994 
     Total bought outright(5)                608,947      34,889     239,597      23,416      33,599      47,493      43,359      71,661      21,653       9,519      18,000      13,515      52,245 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             608,947      34,889     239,597      23,416      33,599      47,493      43,359      71,661      21,653       9,519      18,000      13,515      52,245 
       Total loans and securities            640,828      35,170     270,976      23,416      33,599      47,494      43,537      71,663      21,667       9,531      18,011      13,518      52,246 
              
Items in process of collection                11,427         580         899         810         681         909       1,257         727         396         685         679         658       3,147 
Bank premises                                  1,532          91         184          49         152         129         279         116          43         126          50         140         172 
Other assets(6)                               35,879       1,866      12,557       1,136       2,425       5,345       2,397       3,682         938         616         934         786       3,197 
Interdistrict settlement account                   0     - 6,362     +31,444     - 6,255     - 5,292     - 1,762     - 5,496     -15,185     - 3,250     + 3,791     - 2,370     +13,157     - 2,421 
          TOTAL ASSETS                       703,937      32,039     321,334      19,731      32,239      53,225      43,180      62,427      20,271      14,994      17,749      29,004      57,743 
 
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 $ 7,168 million of inflation-indexed securities valued at the original face amount and $ 700 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and $ 547 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 20,445 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 0 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 December 11, 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                         642,444      28,696     301,333      17,888      28,396      44,530      39,556      56,660      18,723      13,107      15,784      27,262      50,507 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      26,025       1,590       8,723         532       1,628       3,424       1,510       3,002         755         569       1,076         743       2,473 
  U.S. Treasury--general account                5,506           0       5,506           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      139           2         115           1           3           7           2           3           1           1           1           1           3 
  Other                                           201           4         134           0           1          56           1           0           1           0           1           3           1 
    Total deposits                                            
Deferred credit items                           9,835         697         961         695         624         725         864         734         270         585         374         520       2,787 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         686,602      31,135     317,518      19,225      30,797      49,009      42,131      60,657      19,854      14,346      17,333      28,621      55,975 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,359         436       1,801         242         702       2,073         475         851         199         340         201         186         854 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,664          49         511          43          75         386          39         125          68         191          24          33         118 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   703,937      32,039     321,334      19,731      32,239      53,225      43,180      62,427      20,271      14,994      17,749      29,004      57,743 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        762,428      33,531     330,776      25,568      32,992      54,889      58,289      65,606      22,316      15,184      20,169      36,457      66,650 
  Less--Held by F.R. Banks                    119,984       4,835      29,442       7,680       4,596      10,359      18,732       8,947       3,593       2,077       4,385       9,195      16,143 
  F.R. notes, net                             642,444      28,696     301,333      17,888      28,396      44,530      39,556      56,660      18,723      13,107      15,784      27,262      50,507 
Collateral held against F.R. notes                          
   Gold certificate account                    11,039                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        629,205                 
     Total collateral                         642,444                 
 
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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