FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- November 07, 2002

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Release Date: November 07, 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
                                                                                           November 7, 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 Nov 6, 2002	Oct 30, 2002	Nov 7, 2001	Wednesday Nov 6, 2002
Reserve Bank Credit	660,583	- 1,859	+ 51,242	659,377
U.S. government securities (1)
Bought outright-system account (2,3)	608,652	- 41	+ 64,388	608,770
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)	12,036	- 2,035	- 14,668	10,000
Acceptances	0	0	0	0
Loans to depository institutions
Adjustment credit	355	+ 352	+ 278	7
Seasonal credit	67	- 31	+ 28	62
Extended credit	0	0	0	0
Float	56	- 161	+ 70	900
Other F.R. assets	39,407	+ 57	+ 1,146	39,628
Gold stock	11,042	0	- 3	11,042
Special drawing rights certificate account	2,200	0	0	2,200
Treasury currency outstanding	34,373	+ 14	+ 1,399	34,373
Total factors supplying reserve funds	708,199	- 1,845	+ 52,639	706,993

Currency in circulation*	663,937	+ 1,847	+ 46,641	666,227
Reverse repurchase agreements -- triparty (4)	0	0	0	0
Treasury cash holdings*	395	- 5	- 41	386
Deposits,other than reserve balances,with F.R.Banks
Treasury	5,338	+ 539	+ 351	4,807
Foreign	116	- 41	+ 20	72
Service-related balances and adjustments (5)	10,424	+ 241	+ 2,700	10,424
Other	245	+ 40	- 35	243
Other F.R. liabilities and capital	19,855	+ 204	+ 1,801	19,571
Total factors, other than reserve balances, absorbing reserve funds	700,311	+ 2,825	+ 51,438	701,730
Reserve balances with F.R. Banks (6)	7,888	- 4,670	+ 1,201	5,263

On November 6, 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 $ 807,595 million, a change of $ + 764 million for the week. The total includes
$ 657,408 million of U.S. government securities and $ 150,187 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 $ 19,808 million (daily average over statement week) and $ 19,693 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,808 million (daily average)
and $ 19,693 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,136 million (daily average) and $ 2,718 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
$ 1,222 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 $ 10,056 million and adjustments of $ 368 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 Nov 6, 2002	Wednesday Oct 30, 2002	Wednesday Nov 7, 2001
Gold certificate account		11,038	0	- 7
Special drawing rights certificate account		2,200	0	0
Coin		1,079	0	- 37
Loans		69	- 19	- 28
Acceptances		0	0	0
Repurchase agreements -- triparty (1)		10,000	- 10,500	- 17,925
Federal agency obligations (2)
Bought outright		10	0	0
Held under repurchase agreements		0	0	0
U.S. government securities (2)
Bought outright--Bills		206,739	+ 98	+ 22,781
Notes (3)		295,911	+ 4	+ 37,516
Bonds (4)		106,120	+ 3	+ 2,870
Total bought outright (5)		608,770	+ 105	+ 63,167
Held under repurchase agreements		0	0	0
Total U.S. government securities		608,770	+ 105	+ 63,167
Total loans and securities		618,848	- 10,415	+ 45,213

Items in process of collection	(1,897)	9,285	- 74	+ 539
Bank premises		1,529	+ 1	+ 11
Other assets (6)		38,117	+ 37	+ 887
TOTAL ASSETS	(1,897)	682,097	- 10,450	+ 46,607

LIABILITIES
Federal Reserve notes		633,315	+ 2,150	+ 45,184
Reverse repurchase agreements -- triparty (1)		0	0	0
Deposits
Depository institutions		15,669	- 12,951	+ 60
U.S. Treasury--general account		4,807	- 581	- 376
Foreign--official accounts		72	- 166	- 52
Other	(0)	243	+ 37	- 35
Total deposits	(0)	20,791	- 13,662	- 403
Deferred availability cash items	(1,897)	8,420	+ 1,073	+ 77
Other liabilities and accrued dividends (7)		2,439	- 13	- 313
TOTAL LIABILITIES	(1,897)	664,965	- 10,453	+ 44,545

CAPITAL ACCOUNTS
Capital paid in		8,280	+ 9	+ 1,006
Surplus		7,312	0	+ 570
Other capital accounts		1,540	- 6	+ 486

 
*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 
   $        685 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 
   $        536 million of compensation that adjusts for the effects of inflation on the principal of such 
   securities.
5  Net of $     19,693 million matched sale-purchase transactions outstanding at the end of the latest 
   statement week.  Includes securities loans of $      2,718 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,   November 6, 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	30	19,889	- 4,903	0	0	10,000	0
16 days to 90 days	38	136,133	+ 6,460	0	0	0	0
91 days to 1 year	0	143,363	- 751	0	0	------	------
Over 1 to 5 years		176,183	- 707	10	0	------	------
Over 5 to 10 years		51,461	+ 3	0	0	------	------
Over 10 years		81,741	+ 2	0	0	------	------

Total	69	608,770	+ 105	10	0	10,000	0

 
1  Includes $     12,242 million of inflation-indexed securities valued at the original face amount and 
   $      1,222 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   November 6, 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	11,038	533	4,363	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	1,079	48	51	57	49	142	131	137	64	35	73	161	130

Loans	69	0	0	0	0	0	7	9	20	16	11	6	0
Acceptances	0	0	0	0	0	0	0	0	0	0	0	0	0
Repurchase Agreements -- triparty(1)	10,000	0	10,000	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	206,739	11,845	81,344	7,950	11,407	16,124	14,721	24,329	7,351	3,232	6,111	4,588	17,737
Notes (3)	295,911	16,954	116,429	11,379	16,327	23,079	21,070	34,823	10,522	4,626	8,747	6,567	25,388
Bonds (4)	106,120	6,080	41,754	4,081	5,855	8,277	7,556	12,488	3,773	1,659	3,137	2,355	9,105
Total bought outright(5)	608,770	34,879	239,527	23,409	33,589	47,480	43,347	71,640	21,647	9,517	17,995	13,511	52,230
Held under repurchase agreements	0	0	0	0	0	0	0	0	0	0	0	0	0
Total U.S. govt. securities	608,770	34,879	239,527	23,409	33,589	47,480	43,347	71,640	21,647	9,517	17,995	13,511	52,230
Total loans and securities	618,848	34,880	249,531	23,409	33,589	47,480	43,354	71,651	21,667	9,533	18,007	13,516	52,231

Items in process of collection	11,182	610	864	793	498	837	1,160	890	514	598	689	612	3,118
Bank premises	1,529	91	184	49	152	129	279	115	43	125	49	139	173
Other assets(6)	38,117	1,998	13,438	1,224	2,551	5,513	2,563	3,937	1,015	649	1,002	837	3,391
Interdistrict settlement account	0	- 7,317	+38,383	- 6,223	- 5,874	- 2,700	- 4,969	-15,393	- 3,120	+ 4,209	- 2,910	+10,182	- 4,268
TOTAL ASSETS	683,994	30,959	307,688	19,821	31,591	52,368	43,610	62,629	20,600	15,359	17,285	26,029	56,054

 
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  $        685 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  $        536 million 
   of compensation that adjusts for the effects of inflation on the principal of such securities.
5  Net of $     19,693 million matched sale-purchase transactions outstanding at the end of the latest statement week.  
   Includes securities loans of $      2,718 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   November 6, 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	633,315	28,327	292,141	17,748	27,997	45,647	40,296	58,281	19,229	13,613	15,710	24,432	49,894
Reverse repurchase agreements--triparty(1)	0	0	0	0	0	0	0	0	0	0	0	0	0
Deposits
Depository institutions	15,669	964	5,118	701	952	1,457	1,186	1,556	549	376	601	580	1,629
U.S. Treasury--general account	4,807	0	4,807	0	0	0	0	0	0	0	0	0	0
Foreign--official accounts	72	2	48	1	3	7	2	3	1	1	1	1	3
Other	243	11	140	1	0	82	0	4	3	0	1	0	0
Total deposits
Deferred credit items	10,317	608	935	770	1,071	713	882	766	292	679	463	547	2,592
Other liabilities and accrued dividends (2)
TOTAL LIABILITIES	666,862	30,058	303,940	19,328	30,169	48,161	42,563	60,870	20,181	14,748	16,871	25,652	54,320

CAPITAL ACCOUNTS
Capital paid in	8,280	434	1,769	238	692	2,069	471	848	199	329	200	183	848
Surplus	7,312	418	1,504	221	665	1,757	535	793	149	118	191	164	796
Other capital accounts	1,540	48	475	34	65	381	41	118	71	163	24	30	91
TOTAL LIABILITIES AND CAPITAL ACCOUNTS	683,994	30,959	307,688	19,821	31,591	52,368	43,610	62,629	20,600	15,359	17,285	26,029	56,054

FEDERAL RESERVE AGENTS' ACCOUNTS
F.R. notes outstanding	753,486	33,722	324,087	26,036	32,705	55,470	57,261	66,682	22,514	15,343	20,283	34,218	65,164
Less--Held by F.R. Banks	120,171	5,395	31,946	8,289	4,708	9,824	16,964	8,401	3,285	1,730	4,573	9,785	15,270
F.R. notes, net	633,315	28,327	292,141	17,748	27,997	45,647	40,296	58,281	19,229	13,613	15,710	24,432	49,894
Collateral held against F.R. notes
Gold certificate account	11,038
Special drawing rights
certificate account	2,200
Other eligible assets	1,297
U.S. govt. and agency securities(3)	618,780
Total collateral	633,315

 
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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