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

Release Date:  March 07, 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
March 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
Mar 6, 2002
Feb 27, 2002 Mar 7, 2001 Wednesday
Mar 6, 2002
Reserve Bank Credit                                         636,234     +   4,235     +  58,505       641,427 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    568,510     +   1,178     +  46,836       570,091 
    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)                      32,392     +   3,536     +  12,318        35,249 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            13     +       8     -      65            10 
    Seasonal credit                                              14     +       2     -       7            18 
    Extended credit                                               0             0             0             0 
   Float                                                       -373     -     407     -   1,560           -58 
   Other F.R. assets                                         35,670     -      81     +     985        36,107 
Gold stock                                                  11,044            0    -       2       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,321     +      14     +   1,192        33,321 
        Total factors supplying reserve funds               682,800     +   4,250     +  59,695       687,992 
     
Currency in circulation*                                    638,315     +     701     +  53,823       640,152 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         415     +       5     -      90           419 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,473     +     777     +     514         5,410 
  Foreign                                                       124     -       3     +      37            75 
  Service-related balances and adjustments (5)                9,048     -      15     +   2,322         9,048 
  Other                                                         248     +      30     -       3           241 
Other F.R. liabilities and capital                           18,007     +     120     -     166        18,252 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     671,629     +   1,614     +  56,436       673,596 
Reserve balances with F.R. Banks  (6)                        11,171     +   2,636     +   3,260        14,396 
                                                                
On March 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 $ 747,036 million, a change of $ + 13,657 million for the week. The total includes
$ 606,054 million of U.S. government securities and $ 140,983 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 $ 19,274 million (daily average over statement week) and $ 18,434 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,274 million (daily average)
and $ 18,434 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 729 million (daily average) and $ 0 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
$ 931 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 $ 176 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
Mar 6, 2002
Wednesday
Feb 27, 2002
Wednesday
Mar 7, 2001
Gold certificate account                                         11,044                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,111         -      14         -       6 
Loans                                                                28         +       6         -      94 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            35,249         +   3,250         +  14,309 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        190,971         +     676         +   6,258 
                   Notes (3)                                    274,981         +     712         +  31,942 
                   Bonds (4)                                    104,138                 0         +   8,839 
    Total bought outright (5)                                   570,091         +   1,389         +  47,040 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           570,091         +   1,389         +  47,040 
       Total loans and securities                               605,378         +   4,645         +  61,255 
     
Items in process of collection                    (1,041)         8,626         +   1,589         -     416 
Bank premises                                                     1,509                 0         +      32 
Other assets (6)                                                 34,611         +     156         +   1,149 
                TOTAL ASSETS                      (1,041)       664,480         +   6,377         +  62,015 
     
                LIABILITIES                           
Federal Reserve notes                                           608,361         +   1,457         +  52,701 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        23,837         +   3,022         +   8,600 
  U.S. Treasury--general account                                  5,410         +     502         +     343 
  Foreign--official accounts                                         75         -       4         -      22 
    Other                                             (0)           241         +      29                 0 
      Total deposits                                  (0)        29,562         +   3,548         +   8,920 
Deferred availability cash items                  (1,041)         8,305         +     774         +     142 
Other liabilities and accrued dividends (7)                       2,373         +      12         -   1,574 
                TOTAL LIABILITIES                 (1,041)       648,601         +   5,791         +  60,189 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,636         +       1         +     600 
Surplus                                                           7,273         +       7         +     886 
Other capital accounts                                              970         +     578         +     340 
 
*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
$ 533 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 $ 18,434 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 0 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, March 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              15        16,853    -  11,630             0            0        29,249            0 
16 days to 90 days          14       129,529    +  11,713             0            0         6,000            0 
91 days to 1 year            0       133,416    +     527             0            0      ------      ------   
Over 1 to 5 years                    157,379    +     270            10            0      ------       ------   
Over 5 to 10 years                    51,953    +     507             0            0      ------       ------   
Over 10 years                         80,960    +       1             0            0      ------      ------   
           
Total                       28       570,091    +   1,389            10            0        35,249           0 
 
1 Includes $ 10,658 million of inflation-indexed securities valued at the original face amount and
$ 931 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 March 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                      11,044         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                                           1,111          67          58          58          62         169         105         137          58          37          82         136         143 
 
Loans                                             28           1           0           0           0           0           0           3           1           8           3           0          13 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          35,249           0      35,249           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                     190,971      11,474      78,228       7,844      11,180      11,409      13,132      21,629       6,883         596       5,894       3,462      19,240 
                   Notes (3)                 274,981      16,521     112,641      11,295      16,099      16,427      18,909      31,144       9,911         858       8,487       4,985      27,704 
                   Bonds (4)                 104,138       6,257      42,659       4,277       6,097       6,221       7,161      11,794       3,753         325       3,214       1,888      10,492 
     Total bought outright(5)                570,091      34,252     233,528      23,416      33,376      34,057      39,201      64,567      20,548       1,779      17,596      10,335      57,435 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             570,091      34,252     233,528      23,416      33,376      34,057      39,201      64,567      20,548       1,779      17,596      10,335      57,435 
       Total loans and securities            605,378      34,253     268,781      23,416      33,376      34,058      39,202      64,571      20,549       1,787      17,600      10,335      57,449 
              
Items in process of collection                 9,667         502         980         536         404         699         849         394         614         755         499         818       2,616 
Bank premises                                  1,509          92         177          49         151         131         280         106          43         123          49         137         171 
Other assets(6)                               34,611       1,854      12,482       1,183       2,359       4,672       2,286       3,500         930         387         935         700       3,321 
Interdistrict settlement account                   0     - 3,353     -17,198     - 3,492     - 3,497     +13,395     + 4,050     + 2,922     -   456     +12,485     -   435     + 8,127     -12,548 
          TOTAL ASSETS                       665,521      34,077     270,604      22,287      33,497      54,013      47,809      72,871      22,152      15,748      19,113      20,827      52,523 
 
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 $ 533 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 $ 18,434 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 0 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 March 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                         608,361      30,661     250,915      20,746      30,005      46,728      43,972      67,593      20,802      13,918      17,305      19,342      46,373 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      23,837       1,683       8,702         439       1,509       2,597       1,635       2,722         621         766         886         635       1,640 
  U.S. Treasury--general account                5,410           0       5,410           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       75           2          51           1           3           7           2           3           1           1           1           1           3 
  Other                                           241          12         128           1           0          77           0           1           7           0           9           2           3 
    Total deposits                                            
Deferred credit items                           9,346         670       1,034         513         424         768         970         625         290         615         409         416       2,612 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         649,642      33,175     266,992      21,818      32,081      50,393      46,774      71,193      21,826      15,362      18,708      20,482      50,838 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,636         429       1,673         222         682       1,762         447         799         150         306         193         166         805 
Surplus                                         7,273         418       1,504         221         665       1,757         535         793         149          79         191         164         796 
Other capital accounts                            970          54         434          26          70         101          53          86          27           0          22          15          84 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   665,521      34,077     270,604      22,287      33,497      54,013      47,809      72,871      22,152      15,748      19,113      20,827      52,523 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        750,375      35,511     295,303      27,789      34,361      56,445      63,171      74,499      23,741      16,117      21,649      33,877      67,912 
  Less--Held by F.R. Banks                    142,014       4,850      44,388       7,043       4,357       9,716      19,199       6,906       2,939       2,199       4,343      14,535      21,538 
  F.R. notes, net                             608,361      30,661     250,915      20,746      30,005      46,728      43,972      67,593      20,802      13,918      17,305      19,342      46,373 
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)        595,117                 
     Total collateral                         608,361                 
 
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: March 07, 2002