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

Release Date:  December 30, 2000

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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
December 30, 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
Dec 29, 1999
Dec 22, 1999 Dec 30, 1998 Wednesday
Dec 29, 1999
Reserve Bank Credit                                         618,779     +  24,362     + 107,821       644,623 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    489,170     -   5,427     +  34,979       483,417 
    Held under repurchase agreements                              0             0     -  11,000             0 
  Federal agency obligations (1)                              
    Bought outright                                             181             0     -     157           181 
    Held under repurchase agreements                              0             0     -   5,570             0 
  Repurchase agreements -- triparty (4)                      93,154     +  28,739     +  93,154       122,870 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           361     +     278     +      16         1,609 
    Seasonal credit                                              78     -       2     +      58            76 
    Special Liquidity Facility                                  223     +     198     +     223         1,187 
    Extended credit                                               0             0             0             0 
   Float                                                        628     +      20     -   2,762           106 
   Other F.R. assets                                        34,984    +     556    -   1,119       35,177 
Gold stock                                                   11,048     -       1     +       5        11,048 
Special drawing rights certificate account                    6,200             0     -   3,000         6,200 
Treasury currency outstanding                                27,748     +      14     +   1,496        27,748 
        Total factors supplying reserve funds               663,775     +  24,376     + 106,322       689,619 
                                                              
Currency in circulation*                                    619,081     +  16,738     + 102,299       628,357 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         109             0     +      24           109 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                   12,138     +   5,932     +   4,943        25,923 
  Foreign                                                        99     +      41     -      75           234 
  Service-related balances and adjustments (5)                7,783     +      13     +     931         7,783 
  Other                                                         195     -      18     -      40           183 
Other F.R. liabilities and capital                           18,625     -      38     +   1,473        18,284 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     658,031     +  22,669     + 109,556       680,873 
                                                              
Reserve balances with F.R. Banks  (6)                         5,745     +   1,708     -   3,233         8,746 
 

On December 29, 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 638,956 million, a change of
+$ 13,379 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 $ 27,973 million (daily average over statement week) and $ 33,727 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 27,973 million (daily average)
and $ 33,727 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 886 million (daily average) and $ 3,235 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
$ 227 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 $ 7,424 million and adjustments of $ 360 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 December 29, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 222,950 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 144,000 million with exercise dates from January 6, 2000 through January 12, 2000.
Of the $ 113,850 million of contracts written with exercise dates from December 23 through December 29,
$ 0 million(daily average) and $ 0 million (on December 29) were exercised and
are reflected in the repurchase agreement data shown on this release. 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
Dec 29, 1999
Wednesday
Dec 22, 1999
Wednesday
Dec 30, 1998
Gold certificate account                                         11,048                 0         +       2 
Special drawing rights certificate account                        6,200                 0         -   3,000 
Coin                                                                203         -      35         -     157 
Loans                                                             2,872         +   2,654         +   1,203 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                           122,870         +  49,785         + 122,870 
Federal agency obligations (2)                         
  Bought outright                                                   181                 0         -     157 
  Held under repurchase agreements                                    0                 0         -   7,388 
U.S. government securities (2)                       
  Bought outright--Bills                                        181,973         -  11,861         -  15,431 
                   Notes (3)                                    218,466         +     886         +  30,571 
                   Bonds (4)                                     82,978         +       1         +  13,504 
    Total bought outright (5)                                   483,417         -  10,974         +  28,645 
  Held under repurchase agreements (1)                                0                 0         -  15,549 
     Total U.S. government securities                           483,417         -  10,974         +  13,096 
       Total loans and securities                               609,340         +  41,464         + 129,624 
     
Items in process of collection                      (667)         6,925         -   1,971         -   1,970 
Bank premises                                                     1,356                 0         +      59 
Other assets (6)                                                 33,833         +     490         -   1,976 
                TOTAL ASSETS                        (667)       668,906         +  39,949         + 122,584 
     
                LIABILITIES                           
Federal Reserve notes                                           600,921         +  16,683         + 108,397 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        16,729         +   3,402         -   2,202 
  U.S. Treasury--general account                                 25,923         +  21,182         +  15,749 
  Foreign--official accounts                                        234         +     146         +      68 
    Other                                             (0)           183         -      27         +      19 
      Total deposits                                  (0)        43,069         +  24,703         +  13,634 
Deferred availability cash items                    (667)         6,632         -   1,348         -     774 
Other liabilities and accrued dividends (7)                       4,478         -     127         +      14 
                TOTAL LIABILITIES                   (667)       655,099         +  39,909         + 121,270 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,432         +       7         +     481 
Surplus                                                           5,952                 0         +     706 
Other capital accounts                                            1,422         +      32         +     126 
 
*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
$ 178 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
$ 49 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 33,727 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 3,235 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, December 29, 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        2,851   15,634  +   2,763          0         0     82,055          0 
16 to 90 days            10   83,448  -  14,219         31         0     40,815          0 
91 days to 1 year        11  141,030  -     405         20         0   ------     ------   
Over 1 to 5 years            125,929  +     885         10         0   ------     ------   
Over 5 to 10 years            51,106  +       1        120         0   ------     ------   
Over 10 years                 66,270  +       1          0         0   ------     ------   
Total                 2,872  483,417  -  10,974        181         0    122,870          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 227 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 29, 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                      11,048         533       4,435         319         566         834         724         993         337         140         313         575       1,279 
Special drawing rights certif. acct.           6,200         307       2,431         187         299         516         450         549         175          78         175         341         692 
Coin                                             203           4          10           8          12          35          19          31           9          12          16          15          32 
                                                                   
Loans                                          2,872         222         743          10          21          18         436       1,262          86          14          18          13          29 
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                     181,973       9,410      72,470       5,450      10,533      13,690      11,077      17,091       5,986       2,176       5,457       9,067      19,565 
                   Notes (3)                 218,466      11,298      87,003       6,543      12,646      16,435      13,298      20,518       7,186       2,613       6,551      10,886      23,489 
                   Bonds (4)                  82,978       4,291      33,046       2,485       4,803       6,242       5,051       7,793       2,729         992       2,488       4,135       8,922 
     Total bought outright(5)                483,417      24,999     192,519      14,479      27,982      36,367      29,425      45,403      15,902       5,782      14,497      24,087      51,975 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             483,417      24,999     192,519      14,479      27,982      36,367      29,425      45,403      15,902       5,782      14,497      24,087      51,975 
       Total loans and securities            609,340      25,230     316,204      14,495      28,014      36,399      29,872      46,681      15,994       5,798      14,520      24,109      52,024 
                                                                   
Items in process of collection                 7,592         520         947         256         321         509         657         641         291         492         467         290       2,203 
Bank premises                                  1,356          93         164          50         156         125         139         107          32         128          51         146         165 
Other assets(5)                               33,833       1,516      11,481       1,015       1,974       4,613       2,108       3,003         841         765         852       1,383       4,281 
Interdistrict settlement account                   0     + 9,130     -64,516     + 8,904     + 3,236     -   298     +13,394     +20,812     + 5,476     - 3,009     + 3,881     - 9,039     +12,029 
          TOTAL ASSETS                       669,573      37,332     271,156      25,234      34,578      42,733      47,363      72,817      23,156       4,405      20,275      17,820      72,704 
 

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 $ 178 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 $ 49 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 33,727 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 3,235 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 29, 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                         600,921      34,858     236,334      23,451      31,763      37,130      44,161      68,412      21,608       2,788      18,859      15,238      66,318 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      16,729       1,236       3,154         881       1,368       1,186       1,123       2,197         812         581         525       1,614       2,051 
  U.S. Treasury--general account               25,923           0      25,923           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      234           1         210           1           2           6           2           3           1           1           1           1           5 
  Other                                           183           2         149           0           5          15           1           1           1           0           2           4           2 
    Total deposits                                            
Deferred credit items                           7,299         386         840         327         266         583         811         571         231         465         353         275       2,192 
Other liabilities and accrued             
  dividends (2)                           
     4,478         243       1,568         162         263         388 ;        314         429         171          95         164         227         456 
    TOTAL LIABILITIES                         655,766      36,726     268,179      24,822      33,667      39,308      46,412      71,614      22,823       3,930      19,904      17,358      71,024 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,432         290       1,325         199         444       1,691         460         578         158         235         179         211         660 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,422          50         444          36          68         496          72          42          54          37          51          24          49 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   669,573      37,332     271,156      25,234      34,578      42,733      47,363      72,817      23,156       4,405      20,275      17,820      72,704 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        822,441      42,821     326,595      30,951      38,934      54,814      62,169      79,345      26,464      11,358      24,612      36,712      87,666 
  Less--Held by F.R. Banks                    221,520       7,963      90,261       7,500       7,171      17,684      18,009      10,932       4,856       8,569       5,753      21,474      21,348 
  F.R. notes, net                             600,921      34,858     236,334      23,451      31,763      37,130      44,161      68,412      21,608       2,788      18,859      15,238      66,318 
Collateral held against F.R. notes                          
   Gold certificate account                    11,048                   
   Special drawing rights                 
     certificate account                  
 
     6,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        583,673                 
     Total collateral                         600,921                 
 
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 26, 2001