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

Release Date:  November 26, 1999

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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
November 26, 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
Nov 24, 1999
Nov 17, 1999 Nov 25, 1998 Wednesday
Nov 24, 1999
Reserve Bank Credit                                         562,987     +   1,263     +  68,825       570,957 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    494,001     +   1,324     +  41,175       494,529 
    Held under repurchase agreements                              0             0     -   3,004             0 
  Federal agency obligations (1)                              
    Bought outright                                             181             0     -     191           181 
    Held under repurchase agreements                              0             0     -   2,691             0 
  Repurchase agreements -- triparty (4)                      35,095     +   1,426     +  35,095        41,455 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            69     -     366     -      15           299 
    Seasonal credit                                              59             0     +      36            64 
    Special Liquidity Facility                                    6     +       2     +       6             9 
    Extended credit                                               0             0             0             0 
   Float                                                        486     +      67     -     141         1,096 
   Other F.R. assets                                        33,091    -   1,189    -   1,443       33,324 
Gold stock                                                   11,049             0     +       8        11,049 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,555     +      26     +   1,396        27,555 
        Total factors supplying reserve funds               608,791     +   1,289     +  68,229       616,761 
                                                              
Currency in circulation*                                    573,044     +   4,906     +  69,127       578,547 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                          95             0     -       3            85 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    5,340     +     614     +     314         4,525 
  Foreign                                                       203     -      61     +      24           171 
  Service-related balances and adjustments (5)                7,162     +      80     +     369         7,162 
  Other                                                         255     -       1     -     134           253 
Other F.R. liabilities and capital                           18,437     +      68     +   1,395        18,196 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     604,536     +   5,607     +  71,091       608,939 
                                                              
Reserve balances with F.R. Banks  (6)                         4,255     -   4,318     -   2,862         7,822 
 

On November 24, 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 612,257 million, a change of
-$ 40 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 $ 15,599 million (daily average over statement week) and $ 15,797 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 15,599 million (daily average)
and $ 15,797 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,039 million (daily average) and $ 1,006 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
$ 212 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 $ 6,924 million and adjustments of $ 238 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 November 24, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 98,850 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 198,000 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 129,000 million with exercise dates from January 6, 2000 through January 12, 2000. 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
Nov 24, 1999
Wednesday
Nov 17, 1999
Wednesday
Nov 25, 1998
Gold certificate account                                         11,049                 0         +       9 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                261         -      11         -     138 
Loans                                                               372         -   1,812         +     226 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            41,455         +   6,135         +  41,455 
Federal agency obligations (2)                         
  Bought outright                                                   181                 0         -     187 
  Held under repurchase agreements                                    0                 0         -   4,662 
U.S. government securities (2)                       
  Bought outright--Bills                                        199,902         -     512         +   2,735 
                   Notes (3)                                    213,266         +   1,018         +  25,379 
                   Bonds (4)                                     81,361         +     927         +  11,889 
    Total bought outright (5)                                   494,529         +   1,433         +  40,004 
  Held under repurchase agreements (1)                                0                 0         -   3,830 
     Total U.S. government securities                           494,529         +   1,433         +  36,174 
       Total loans and securities                               536,538         +   5,756         +  73,008 
     
Items in process of collection                      (651)         8,204         -     653         +     573 
Bank premises                                                     1,348         +       1         +      53 
Other assets (6)                                                 31,784         +     661         -   2,376 
                TOTAL ASSETS                        (651)       596,384         +   5,755         +  69,128 
     
                LIABILITIES                           
Federal Reserve notes                                           551,338         +   7,408         +  70,238 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        14,723         -     166         -   1,982 
  U.S. Treasury--general account                                  4,525         -     703         -     356 
  Foreign--official accounts                                        171                 0         -      81 
    Other                                             (0)           253         +       6         -     103 
      Total deposits                                  (0)        19,673         -     863         -   2,520 
Deferred availability cash items                    (651)         7,178         -     844         +      67 
Other liabilities and accrued dividends (7)                       4,583         +      65         +     155 
                TOTAL LIABILITIES                   (651)       582,771         +   5,765         +  67,939 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,374         -       4         +     466 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,287         -       7         -       9 
 
*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
$ 167 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
$ 45 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 15,797 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,006 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, November 24, 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          358   16,011  +   4,216          0         0      5,295          0 
16 to 90 days            11   99,625  -   4,524         31         0     36,160          0 
91 days to 1 year         2  140,233  -     205         20         0   ------     ------   
Over 1 to 5 years            123,135  +   1,015         10         0   ------     ------   
Over 5 to 10 years            50,517  +       4        120         0   ------     ------   
Over 10 years                 65,009  +     927          0         0   ------     ------   
Total                   372  494,529  +   1,433        181         0     41,455          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 212 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 24, 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                      11,049         533       4,436         319         566         834         724         993         337         140         313         575       1,279 
Special drawing rights certif. acct.           7,200         357       2,823         217         348         599         523         637         204          90         203         396         803 
Coin                                             261           8          14          17          18          40          34          31          10          11          19          22          37 
                                                                   
Loans                                            372           4           5           0           0          41           2          15          25           7         273           0           1 
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                     199,902      10,338      79,610       5,987      11,571      15,039      12,168      18,775       6,576       2,391       5,995       9,961      21,493 
                   Notes (3)                 213,266      11,029      84,932       6,388      12,345      16,044      12,981      20,030       7,015       2,551       6,395      10,626      22,930 
                   Bonds (4)                  81,361       4,207      32,401       2,437       4,710       6,121       4,952       7,641       2,676         973       2,440       4,054       8,748 
     Total bought outright(5)                494,529      25,574     196,944      14,812      28,626      37,203      30,102      46,446      16,267       5,914      14,830      24,641      53,170 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             494,529      25,574     196,944      14,812      28,626      37,203      30,102      46,446      16,267       5,914      14,830      24,641      53,170 
       Total loans and securities            536,538      25,587     238,476      14,818      28,636      37,257      30,115      46,478      16,298       5,924      15,109      24,650      53,190 
                                                                   
Items in process of collection                 8,855         536       1,051         521         464         694         745         661         442         562         537         407       2,235 
Bank premises                                  1,348          93         164          50         156         124         131         107          32         128          51         146         165 
Other assets(5)                               31,784       1,430      10,433         905       1,887       4,510       2,010       2,853         787         750         806       1,302       4,111 
Interdistrict settlement account                   0     + 5,791     -19,169     + 5,915     +   286     - 4,862     + 8,097     +16,935     + 3,405     - 4,995     + 1,692     -18,963     + 5,867 
          TOTAL ASSETS                       597,035      34,335     238,228      22,763      32,360      39,197      42,379      68,696      21,514       2,610      18,729       8,536      67,688 
 

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 $ 167 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 $ 45 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 15,797 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,006 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 24, 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                         551,338      32,239     224,389      21,551      29,854      33,308      39,185      64,610      20,339       1,083      17,389       6,758      60,632 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      14,723         854       3,656         314         991       1,483         925       1,761         424         467         380         721       2,749 
  U.S. Treasury--general account                4,525           0       4,525           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      171           7          55           4          10          30          10          14           3           5           3           6          24 
  Other                                           253           0         153           0           4          79           1           1           0           2           2           7           2 
    Total deposits                                            
Deferred credit items                           7,828         386         972         314         334         600       1,002         635         244         507         427         334       2,072 
Other liabilities and accrued             
  dividends (2)                           
     4,583         244       1,584         164         268         389 ;        313         430         171          92         165         244         521 
    TOTAL LIABILITIES                         583,422      33,730     235,334      22,347      31,461      35,890      41,436      67,451      21,181       2,155      18,367       8,070      65,999 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,374         289       1,319         199         430       1,640         458         599         158         229         174         213         665 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,287          48         366          40          71         430          67          63          54          24          48          26          52 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   597,035      34,335     238,228      22,763      32,360      39,197      42,379      68,696      21,514       2,610      18,729       8,536      67,688 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        825,190      42,543     327,848      31,176      39,110      55,360      61,991      79,877      26,636      11,462      24,805      36,995      87,387 
  Less--Held by F.R. Banks                    273,852      10,303     103,459       9,625       9,256      22,051      22,806      15,267       6,297      10,379       7,415      30,237      26,755 
  F.R. notes, net                             551,338      32,239     224,389      21,551      29,854      33,308      39,185      64,610      20,339       1,083      17,389       6,758      60,632 
Collateral held against F.R. notes                          
   Gold certificate account                    11,049                   
   Special drawing rights                 
     certificate account                  
 
     7,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        533,089                 
     Total collateral                         551,338                 
 
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, 1999