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

Release Date:  May 31, 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 31, 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 30, 2001
May 23, 2001 May 31, 2000 Wednesday
May 30, 2001
Reserve Bank Credit                                         590,597     +   8,510     +  30,313       608,219 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    529,168     +   3,069     +  22,977       529,372 
    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)                      26,534     +   5,619     +   5,621        42,380 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            22     +      19     -      24             1 
    Seasonal credit                                              86     +       3     -     270            89 
    Extended credit                                               0             0             0             0 
   Float                                                       -482     -     637     -     678           871 
   Other F.R. assets                                         35,259     +     436     +   2,817        35,495 
Gold stock                                                  11,046            0    -       2       11,046 
Special drawing rights certificate account                    2,200             0     -   3,000         2,200 
Treasury currency outstanding                                32,383     +      14     +   2,712        32,383 
        Total factors supplying reserve funds               636,225     +   8,524     +  30,022       653,847 
                                                                          
Currency in circulation*                                    594,820     +   3,975     +  26,000       596,444 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         510     -       1     +     333           510 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,148     +     155     +     268         4,301 
  Foreign                                                       148     +      72     +      66            72 
  Service-related balances and adjustments (5)                6,879     -     208     +     133         6,879 
  Other                                                         294     -      48     +      77           295 
Other F.R. liabilities and capital                           17,960     +      16     +   2,604        17,738 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     625,759     +   3,960     +  29,482       626,239 
                                                              
Reserve balances with F.R. Banks  (6)                        10,466     +   4,564     +     540        27,608 
                                                                
On May 30, 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 $ 707,007 million, a change of $ - 6,335 million for the week. The total includes
$ 578,117 million of U.S. government securities and $ 128,890 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 $ 17,385 million (daily average over statement week) and $ 17,205 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 17,385 million (daily average)
and $ 17,205 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,914 million (daily average) and $ 1,570 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
$ 722 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 $ 6,602 million and adjustments of $ 277 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 30, 2001
Wednesday
May 23, 2001
Wednesday
May 31, 2000
Gold certificate account                                         11,046                 0         -       2 
Special drawing rights certificate account                        2,200                 0         -   3,000 
Coin                                                              1,070         -      26         +     471 
Loans                                                                90         +       5         -     341 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            42,380         +  18,675         +  15,985 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     130 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        178,786         +   3,760         -  19,537 
                   Notes (3)                                    252,357         +       3         +  28,726 
                   Bonds (4)                                     98,230         +       2         +  13,439 
    Total bought outright (5)                                   529,372         +   3,764         +  22,628 
  Held under repurchase agreements (1)                                0                 0                 0 
     Total U.S. government securities                           529,372         +   3,764         +  22,628 
       Total loans and securities                               571,853         +  22,445         +  38,143 
     
Items in process of collection                      (891)        10,612         +   2,979         -   1,373 
Bank premises                                                     1,499                 0         +      99 
Other assets (6)                                                 33,813         +     440         +   2,860 
                TOTAL ASSETS                        (891)       632,094         +  25,838         +  37,198 
     
                LIABILITIES                           
Federal Reserve notes                                           565,642         +   3,229         +  24,052 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        33,995         +  20,589         +  12,361 
  U.S. Treasury--general account                                  4,301         -     487         -   1,144 
  Foreign--official accounts                                         72         -      12         -      38 
    Other                                             (0)           295         -      33         +      69 
      Total deposits                                  (0)        38,664         +  20,059         +  11,248 
Deferred availability cash items                    (891)        10,050         +   2,497         -     569 
Other liabilities and accrued dividends (7)                       3,390         -       8         -   1,362 
                TOTAL LIABILITIES                   (891)       617,746         +  25,777         +  33,369 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   7,069         +       9         +     288 
Surplus                                                           6,566         +      24         +   3,887 
Other capital accounts                                              712         +      27         -     346 
 
*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
$ 506 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
$ 216 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 17,205 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,570 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 30, 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           86   18,608  -     923          0         0     36,380          0 
16 to 90 days             5  116,467  +   5,124          0         0      6,000          0 
91 days to 1 year         0  120,387  -     442          0         0   ------     ------   
Over 1 to 5 years            141,641  +       1         10         0   ------     ------   
Over 5 to 10 years            57,507  +       2          0         0   ------     ------   
Over 10 years                 74,762  +       2          0         0   ------     ------   
Total                    90  529,372  +   3,764         10         0     42,380          0 
 
1 Includes $ 8,301 million of inflation-indexed securities valued at the original face amount and
$ 722 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 30, 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                                           1,070          78          70          63          64         170          96         124          61          42          71         102         128 
                                                                   
Loans                                             90           0           0           1           0           0           1          23           6          37          18           0           4 
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                     178,786      10,742      73,237       7,343      10,467      10,681      12,294      20,249       6,444         558       5,518       3,241      18,012 
                   Notes (3)                 252,357      15,162     103,374      10,365      14,774      15,076      17,353      28,581       9,096         787       7,789       4,575      25,424 
                   Bonds (4)                  98,230       5,902      40,238       4,035       5,751       5,868       6,755      11,125       3,541         306       3,032       1,781       9,896 
     Total bought outright(5)                529,372      31,806     216,849      21,743      30,992      31,625      36,401      59,956      19,080       1,652      16,339       9,597      53,333 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             529,372      31,806     216,849      21,743      30,992      31,625      36,401      59,956      19,080       1,652      16,339       9,597      53,333 
       Total loans and securities            571,853      31,807     259,233      21,745      30,993      31,626      36,403      59,980      19,087       1,689      16,357       9,597      53,338 
                                                                   
Items in process of collection                11,504         969       1,296         458         324         870       1,225         666         689         723         650         639       2,995 
Bank premises                                  1,499          93         167          50         153         130         281         105          37         125          49         137         171 
Other assets(5)                               33,813       1,754      12,125       1,171       2,006       4,726       2,225       3,179         900         666         913         766       3,380 
Interdistrict settlement account                   0     +   963     -17,657     +   168     +   151     +14,128     -   868     + 1,241     -   575     + 4,248     -   341     +   642     - 2,100 
          TOTAL ASSETS                       632,985      36,325     260,560      24,192      34,333      52,538      40,399      66,536      20,613       7,666      18,083      12,459      59,283 
 

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 $ 506 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 $ 216 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 17,205 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,570 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 30, 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                         565,642      32,468     239,644      22,355      30,376      41,124      36,493      61,240      19,017       5,598      16,320      10,730      50,279 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      33,995       1,852      10,782         699       2,264       6,908       1,573       2,595         734         855         819         812       4,102 
  U.S. Treasury--general account                4,301           0       4,301           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       72           2          49           1           2           7           2           3           1           1           1           1           3 
  Other                                           295           1         136           0           4         129           0           2           3           0           7           1          12 
    Total deposits                                            
Deferred credit items                          10,941         927       1,317         507         573         876       1,024         846         391         664         420         458       2,936 
Other liabilities and accrued             
  dividends (2)                           
     3,390         208       1,144         150         200         287 ;        278         362         143          69         132         105         312 
    TOTAL LIABILITIES                         618,637      35,457     257,372      23,712      33,418      49,331      39,371      65,047      20,288       7,188      17,699      12,108      57,645 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,069         417       1,457         229         411       1,694         495         723         145         374         184         152         788 
Surplus                                         6,566         358       1,468         228         472       1,512         495         632         138         104         179         188         792 
Other capital accounts                            712          93         262          22          32           0          38         135          42           0          21          11          57 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   632,985      36,325     260,560      24,192      34,333      52,538      40,399      66,536      20,613       7,666      18,083      12,459      59,283 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        737,129      36,448     295,013      30,272      35,324      54,076      58,721      69,640      22,540       9,245      20,629      31,833      73,388 
  Less--Held by F.R. Banks                    171,487       3,981      55,370       7,917       4,948      12,952      22,227       8,400       3,523       3,648       4,309      21,103      23,108 
  F.R. notes, net                             565,642      32,468     239,644      22,355      30,376      41,124      36,493      61,240      19,017       5,598      16,320      10,730      50,279 
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)        552,396                 
     Total collateral                         565,642                 
 
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 31, 2001