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

Release Date:  February 28, 2002

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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
February 28, 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
Feb 27, 2002
Feb 20, 2002 Feb 28, 2001 Wednesday
Feb 27, 2002
Reserve Bank Credit                                         631,999     -   4,446     +  56,908       635,345 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    567,332     +   1,448     +  46,593       568,702 
    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)                      28,856     -   5,894     +  11,171        31,999 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             5     +       3     -      67            10 
    Seasonal credit                                              12     -       4     -       5            12 
    Extended credit                                               0             0             0             0 
   Float                                                         34     +      84     -   1,768        -1,340 
   Other F.R. assets                                         35,751     -      82     +     985        35,953 
Gold stock                                                  11,044            0    -       2       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,307     +      14     +   1,220        33,307 
        Total factors supplying reserve funds               678,550     -   4,433     +  58,127       681,897 
     
Currency in circulation*                                    637,614     -   1,009     +  53,562       638,672 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         410     +       3     -      79           414 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,696     -     196     -     172         4,908 
  Foreign                                                       127     -       9     +      27            79 
  Service-related balances and adjustments (5)                9,063     -     384     +   2,440         9,062 
  Other                                                         218     -       1     -      72           212 
Other F.R. liabilities and capital                           17,887     +      96     -     359        17,654 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     670,015     -   1,501     +  55,347       671,001 
Reserve balances with F.R. Banks  (6)                         8,535     -   2,932     +   2,780        10,896 
                                                                
On February 27, 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 $ 733,379 million, a change of $ - 3,658 million for the week. The total includes
$ 600,755 million of U.S. government securities and $ 132,623 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 $ 19,200 million (daily average over statement week) and $ 18,766 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,200 million (daily average)
and $ 18,766 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,484 million (daily average) and $ 2,103 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 10,658 million of inflation-indexed securities valued at the original face amount and
$ 930 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 $ 8,873 million and adjustments of $ 190 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
Feb 27, 2002
Wednesday
Feb 20, 2002
Wednesday
Feb 28, 2001
Gold certificate account                                         11,044                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,125         -      24         +      10 
Loans                                                                22         +       7         +       4 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            31,999         -   3,750         +   8,334 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        190,295         +     663         +   7,297 
                   Notes (3)                                    274,269         +     604         +  32,477 
                   Bonds (4)                                    104,138         +     614         +   9,311 
    Total bought outright (5)                                   568,702         +   1,880         +  49,084 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           568,702         +   1,880         +  49,084 
       Total loans and securities                               600,733         -   1,863         +  57,422 
     
Items in process of collection                    (1,105)         7,037         -   6,950         -   1,982 
Bank premises                                                     1,509         -       2         +      33 
Other assets (6)                                                 34,455         +     458         +   1,536 
                TOTAL ASSETS                      (1,105)       658,103         -   8,382         +  57,017 
     
                LIABILITIES                           
Federal Reserve notes                                           606,904         -     938         +  52,242 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        20,815         -   3,773         +   5,676 
  U.S. Treasury--general account                                  4,908         -      38         -      48 
  Foreign--official accounts                                         79         -       2         -     117 
    Other                                             (0)           212         -      29         -     165 
      Total deposits                                  (0)        26,014         -   3,842         +   5,347 
Deferred availability cash items                  (1,105)         7,531         -   3,756         -     384 
Other liabilities and accrued dividends (7)                       2,361         +      25         -   1,570 
                TOTAL LIABILITIES                 (1,105)       642,810         -   8,509         +  55,635 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,635         +     195         +     612 
Surplus                                                           7,266         -       3         +     911 
Other capital accounts                                              392         -      65         -     142 
 
*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 $ 5,766 million of inflation-indexed securities valued at the original face amount and
$ 532 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 4,892 million of inflation-indexed securities valued at the original face amount and
$ 398 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,766 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,103 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, February 27, 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              22        28,483    -     970             0            0        26,999            0 
16 days to 90 days           0       117,816    +   1,889             0            0         5,000            0 
91 days to 1 year            0       132,889    -     257             0            0      ------      ------   
Over 1 to 5 years                    157,109    +     725            10            0      ------       ------   
Over 5 to 10 years                    51,446    -       4             0            0      ------       ------   
Over 10 years                         80,959    +     497             0            0      ------      ------   
           
Total                       22       568,702    +   1,880            10            0        31,999           0 
 
1 Includes $ 10,658 million of inflation-indexed securities valued at the original face amount and
$ 930 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 February 27, 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                      11,044         546       4,450         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                                           1,125          66          58          58          64         169         109         136          60          37          83         139         146 
 
Loans                                             22           0           0           0           0           0           0           0           0           3           5           0          14 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          31,999           0      31,999           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                     190,295      11,433      77,951       7,816      11,141      11,368      13,085      21,552       6,859         594       5,874       3,450      19,172 
                   Notes (3)                 274,269      16,479     112,350      11,265      16,057      16,385      18,860      31,063       9,886         856       8,465       4,972      27,632 
                   Bonds (4)                 104,138       6,257      42,658       4,277       6,097       6,221       7,161      11,794       3,753         325       3,214       1,888      10,492 
     Total bought outright(5)                568,702      34,169     232,959      23,359      33,295      33,974      39,106      64,410      20,498       1,774      17,553      10,310      57,295 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             568,702      34,169     232,959      23,359      33,295      33,974      39,106      64,410      20,498       1,774      17,553      10,310      57,295 
       Total loans and securities            600,733      34,169     264,962      23,359      33,295      33,975      39,106      64,411      20,498       1,778      17,558      10,310      57,310 
              
Items in process of collection                 8,142         468         702         484         351         536       1,039         655         287         519         540         328       2,233 
Bank premises                                  1,509          91         177          49         151         131         280         106          43         123          49         137         171 
Other assets(6)                               34,455       1,847      12,480       1,180       2,342       4,606       2,277       3,481         930         381         931         694       3,307 
Interdistrict settlement account                   0     - 3,930     -19,879     - 2,566     - 3,176     +15,274     + 3,485     + 3,978     -   346     +12,531     -   791     + 7,853     -12,434 
          TOTAL ASSETS                       659,208      33,372     263,824      23,102      33,669      55,579      47,334      74,008      21,886      15,541      18,754      20,035      52,104 
 
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 $ 5,766 million of inflation-indexed securities valued at the original face amount and $ 532 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 4,892 million of inflation-indexed securities valued at the original face amount and $ 398 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,766 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,103 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 February 27, 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                         606,904      30,821     250,120      20,809      30,058      46,715      44,167      67,514      20,842      13,900      17,244      18,554      46,159 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      20,815         932       3,555       1,168       1,751       4,386         993       3,995         381         703         598         642       1,710 
  U.S. Treasury--general account                4,908           0       4,908           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       79           2          55           1           3           7           2           3           1           1           1           1           3 
  Other                                           212           3         135           2           2          61           0           1           2           0           3           1           3 
    Total deposits                                            
Deferred credit items                           8,636         592         946         559         335         671         969         612         242         497         415         411       2,387 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         643,915      32,495     260,464      22,647      32,285      52,057      46,330      72,372      21,576      15,162      18,360      19,697      50,469 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,635         429       1,676         218         683       1,762         447         798         150         306         193         166         805 
Surplus                                         7,266         418       1,504         221         665       1,757         535         793         149          73         191         164         796 
Other capital accounts                            392          29         180          16          36           3          23          44          10           0          10           8          34 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   659,208      33,372     263,824      23,102      33,669      55,579      47,334      74,008      21,886      15,541      18,754      20,035      52,104 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        750,901      35,559     294,833      27,828      34,420      56,522      63,433      74,588      23,803      16,146      21,691      33,960      68,119 
  Less--Held by F.R. Banks                    143,997       4,738      44,712       7,019       4,362       9,807      19,266       7,073       2,961       2,246       4,448      15,406      21,960 
  F.R. notes, net                             606,904      30,821     250,120      20,809      30,058      46,715      44,167      67,514      20,842      13,900      17,244      18,554      46,159 
Collateral held against F.R. notes                          
   Gold certificate account                    11,044                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        593,659                 
     Total collateral                         606,904                 
 
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: February 28, 2002