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

Release Date:  November 15, 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 Federal Reserve Banks
November 15, 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
Nov 14, 2001
Nov 7, 2001 Nov 15, 2000 Wednesday
Nov 14, 2001
Reserve Bank Credit                                         616,009     +   6,659     +  49,300       627,269 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    546,037     +   1,773     +  33,701       547,300 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0     -     120            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      31,004     +   4,300     +  13,577        37,755 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            90     +      13     +      52             1 
    Seasonal credit                                              31     -       8     -     124            28 
    Extended credit                                               0             0             0             0 
   Float                                                         80     +      84     -     991         3,292 
   Other F.R. assets                                         38,757     +     496     +   3,205        38,882 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -   1,000         2,200 
Treasury currency outstanding                                33,097     +      14     +   1,831        33,097 
        Total factors supplying reserve funds               662,351     +   6,673     +  50,130       673,611 
     
Currency in circulation*                                    621,370     +   3,964     +  47,167       623,072 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         438     +       2     +     164           437 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,690     -     297     -     589         5,347 
  Foreign                                                       149     +      53     +      70           471 
  Service-related balances and adjustments (5)                7,792     +      63     +     845         7,792 
  Other                                                         256     -      24     +      56           262 
Other F.R. liabilities and capital                           17,967     -      87     +     439        17,604 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     652,663     +   3,676     +  48,152       654,984 
Reserve balances with F.R. Banks  (6)                         9,688     +   2,996     +   1,979        18,626 
                                                                
On November 14, 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 $ 736,368 million, a change of $ + 4,928 million for the week. The total includes
$ 599,220 million of U.S. government securities and $ 137,148 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 $ 19,243 million (daily average over statement week) and $ 18,225 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,243 million (daily average)
and $ 18,225 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,732 million (daily average) and $ 2,225 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 929 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 $ 7,487 million and adjustments of $ 305 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 14, 2001
Wednesday
Nov 7, 2001
Wednesday
Nov 15, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,107         -       9         +     198 
Loans                                                                30         -      67         -     377 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            37,755         +   9,830         +  11,960 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        183,506         -     452         +     462 
                   Notes (3)                                    260,540         +   2,145         +  24,519 
                   Bonds (4)                                    103,254         +       4         +  10,572 
    Total bought outright (5)                                   547,300         +   1,697         +  35,552 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           547,300         +   1,697         +  35,552 
       Total loans and securities                               585,095         +  11,460         +  47,015 
     
Items in process of collection                      (712)        14,671         +   5,925         +   6,749 
Bank premises                                                     1,518                 0         +      76 
Other assets (6)                                                 37,632         +     402         +   5,561 
                TOTAL ASSETS                        (712)       653,268         +  17,778         +  58,599 
     
                LIABILITIES                           
Federal Reserve notes                                           591,519         +   3,388         +  45,707 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        26,825         +  11,216         +   7,847 
  U.S. Treasury--general account                                  5,347         +     164         +     497 
  Foreign--official accounts                                        471         +     347         +     381 
    Other                                             (1)           262         -      16         -       4 
      Total deposits                                  (1)        32,904         +  11,710         +   8,721 
Deferred availability cash items                    (711)        11,241         +   2,898         +   3,885 
Other liabilities and accrued dividends (7)                       2,744         -       8         -   1,620 
                TOTAL LIABILITIES                   (712)       638,409         +  17,989         +  56,693 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,277         +       3         +     289 
Surplus                                                           6,735         -       7         +   4,056 
Other capital accounts                                              848         -     206         -   2,439 
 
*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 $ 5,739 million of inflation-indexed securities valued at the original face amount and
$ 570 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and
$ 359 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,225 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,225 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 14, 2001
 

 

 
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               8        22,735    +   6,650             0            0        26,755            0 
16 days to 90 days          22       117,379    -   6,293             0            0        11,000            0 
91 days to 1 year            0       129,352    +     600             0            0      ------      ------   
Over 1 to 5 years                    147,808    +     730            10            0      ------       ------   
Over 5 to 10 years                    50,214    +       5             0            0      ------       ------   
Over 10 years                         79,811    +       5             0            0      ------      ------   
           
Total                       30       547,300    +   1,697            10            0        37,755           0 
 
1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 929 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 14, 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                      11,045         546       4,451         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                                           1,107          59          69          44          67         175         129         128          60          33          68         130         145 
 
Loans                                             30           1           0           0           0           0           4           8           4           3           7           2           1 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          37,755           0      37,755           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                     183,506      11,025      75,170       7,537      10,743      10,963      12,618      20,783       6,614         573       5,664       3,327      18,488 
                   Notes (3)                 260,540      15,654     106,726      10,701      15,253      15,565      17,916      29,508       9,391         813       8,042       4,723      26,249 
                   Bonds (4)                 103,254       6,204      42,296       4,241       6,045       6,168       7,100      11,694       3,722         322       3,187       1,872      10,403 
     Total bought outright(5)                547,300      32,883     224,192      22,480      32,042      32,696      37,634      61,986      19,726       1,708      16,893       9,922      55,139 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             547,300      32,883     224,192      22,480      32,042      32,696      37,634      61,986      19,726       1,708      16,893       9,922      55,139 
       Total loans and securities            585,095      32,884     261,951      22,480      32,042      32,697      37,639      61,995      19,731       1,711      16,899       9,923      55,141 
              
Items in process of collection                15,383       1,071       2,149         784         609       1,184       1,310         961         853         878         958       1,104       3,522 
Bank premises                                  1,518          92         174          49         152         133         285         110          41         123          49         137         172 
Other assets(6)                               37,632       1,963      13,750       1,317       2,231       4,976       2,486       3,591       1,029         684       1,030         832       3,742 
Interdistrict settlement account                   0     - 1,078     -20,356     - 2,101     -   144     +10,058     + 3,176     + 5,959     +   959     + 9,234     -   471     + 2,845     - 8,082 
          TOTAL ASSETS                       653,980      35,652     263,064      23,111      35,600      50,110      46,062      73,985      23,088      12,836      18,917      15,546      56,010 
 
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 $ 5,739 million of inflation-indexed securities valued at the original face amount and $ 570 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and $ 359 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,225 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,225 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 14, 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                         591,519      31,137     243,596      21,471      30,523      43,999      42,067      68,482      21,149      10,930      16,485      13,726      47,953 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      26,825       2,664       7,912         480       3,135       1,324       1,581       2,787       1,159         737       1,387         793       2,865 
  U.S. Treasury--general account                5,347           0       5,347           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      471           2         447           1           2           7           2           3           1           1           1           1           3 
  Other                                           263          11         131           0           2         106           1           1           0          96          14           4        -105 
    Total deposits                                            
Deferred credit items                          11,953         806       1,604         568         529         934       1,089         864         349         720         531         572       3,386 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         639,121      34,789     259,926      22,646      34,355      46,609      44,969      72,424      22,775      12,551      18,528      15,191      54,357 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,277         421       1,472         222         613       1,757         539         774         149         179         189         163         799 
Surplus                                         6,735         358       1,468         228         472       1,679         495         632         138         106         179         188         792 
Other capital accounts                            848          84         199          14         160          65          59         155          26           0          20           4          63 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   653,980      35,652     263,064      23,111      35,600      50,110      46,062      73,985      23,088      12,836      18,917      15,546      56,010 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        746,080      36,130     288,345      28,852      35,666      55,729      64,473      75,957      23,839      13,392      20,924      33,019      69,755 
  Less--Held by F.R. Banks                    154,561       4,992      44,749       7,380       5,143      11,730      22,406       7,475       2,690       2,461       4,439      19,293      21,802 
  F.R. notes, net                             591,519      31,137     243,596      21,471      30,523      43,999      42,067      68,482      21,149      10,930      16,485      13,726      47,953 
Collateral held against F.R. notes                          
   Gold certificate account                    11,045                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        578,274                 
     Total collateral                         591,519                 
 
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 15, 2001