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

Release Date:  May 30, 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
May 30, 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
May 29, 2002
May 22, 2002 May 30, 2001 Wednesday
May 29, 2002
Reserve Bank Credit                                         655,848     +  12,034     +  65,276       673,631 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    587,669     +   2,547     +  58,501       587,559 
    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)                      31,204     +   8,311     +   4,670        47,425 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             7     -       5     -      15             3 
    Seasonal credit                                             129     +      24     +      43           143 
    Extended credit                                               0             0             0             0 
   Float                                                       -180     +     568     +     327         1,179 
   Other F.R. assets                                         37,009     +     588     +   1,750        37,312 
Gold stock                                                  11,044            0    -       2       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,717     +      14     +   1,184        33,717 
        Total factors supplying reserve funds               702,808     +  12,047     +  66,458       720,591 
     
Currency in circulation*                                    653,948     +   5,197     +  58,978       656,219 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         412     +       1     -      98           416 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,012     +      98     -     136         3,947 
  Foreign                                                       109     +      33     -      39           208 
  Service-related balances and adjustments (5)               10,159             0     +   3,281        10,159 
  Other                                                         207     -      10     -      87           210 
Other F.R. liabilities and capital                           19,701     +     241     +   1,741        19,306 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     689,548     +   5,562     +  63,640       690,465 
Reserve balances with F.R. Banks  (6)                        13,260     +   6,486     +   2,818        30,126 
                                                                
On May 29, 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 $ 755,858 million, a change of $ + 8,688 million for the week. The total includes
$ 612,484 million of U.S. government securities and $ 143,373 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 $ 21,611 million (daily average over statement week) and $ 21,738 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 21,611 million (daily average)
and $ 21,738 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 83 million (daily average) and $ 537 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,138 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 $ 9,770 million and adjustments of $ 390 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
May 29, 2002
Wednesday
May 22, 2002
Wednesday
May 30, 2001
Gold certificate account                                         11,044                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                928         -       9         -     142 
Loans                                                               146         +      11         +      56 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            47,425         +  23,925         +   5,045 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        194,822         +   1,604         +  16,036 
                   Notes (3)                                    287,329         +   1,319         +  34,972 
                   Bonds (4)                                    105,408         +      34         +   7,178 
    Total bought outright (5)                                   587,559         +   2,957         +  58,187 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           587,559         +   2,957         +  58,187 
       Total loans and securities                               635,140         +  26,893         +  63,287 
     
Items in process of collection                    (1,096)        10,850         +   4,380         +     238 
Bank premises                                                     1,516         +       1         +      17 
Other assets (6)                                                 35,547         +     504         +   1,734 
                TOTAL ASSETS                      (1,096)       697,225         +  31,769         +  65,131 
     
                LIABILITIES                           
Federal Reserve notes                                           623,847         +   5,029         +  58,205 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        40,014         +  24,117         +   6,019 
  U.S. Treasury--general account                                  3,947         -      77         -     354 
  Foreign--official accounts                                        208         +     136         +     136 
    Other                                             (0)           210         -       7         -      85 
      Total deposits                                  (0)        44,379         +  24,168         +   5,715 
Deferred availability cash items                  (1,096)         9,693         +   2,671         -     357 
Other liabilities and accrued dividends (7)                       2,522         +      53         -     868 
                TOTAL LIABILITIES                 (1,096)       680,441         +  31,922         +  62,695 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,267         +     171         +   1,198 
Surplus                                                           7,312                 0         +     746 
Other capital accounts                                            1,206         -     324         +     494 
 
*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 $ 6,591 million of inflation-indexed securities valued at the original face amount and
$ 671 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and
$ 467 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 21,738 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 537 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, May 29, 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             140        26,248    -     546             0            0        42,425            0 
16 days to 90 days           7       128,379    +   1,976             0            0         5,000            0 
91 days to 1 year            0       133,249    +   1,488             0            0      ------      ------   
Over 1 to 5 years                    166,469    +       2            10            0      ------       ------   
Over 5 to 10 years                    51,685    +      31             0            0      ------       ------   
Over 10 years                         81,529    +       7             0            0      ------      ------   
           
Total                      146       587,559    +   2,957            10            0        47,425           0 
 
1 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,138 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 May 29, 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         533       4,369         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                                             928          48          49          46          45         125          92         119          53          35          67         123         125 
 
Loans                                            146           8           0           0           0           2           2          42          29          39          13           3           9 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          47,425           0      47,425           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                     194,822      11,162      76,655       7,491      10,749      15,195      13,872      22,927       6,927       3,046       5,759       4,324      16,715 
                   Notes (3)                 287,329      16,462     113,053      11,049      15,853      22,410      20,459      33,813      10,217       4,492       8,493       6,377      24,652 
                   Bonds (4)                 105,408       6,039      41,474       4,053       5,816       8,221       7,505      12,404       3,748       1,648       3,116       2,339       9,044 
     Total bought outright(5)                587,559      33,664     231,181      22,593      32,418      45,825      41,837      69,144      20,892       9,185      17,368      13,040      50,410 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             587,559      33,664     231,181      22,593      32,418      45,825      41,837      69,144      20,892       9,185      17,368      13,040      50,410 
       Total loans and securities            635,140      33,672     278,610      22,594      32,419      45,828      41,839      69,187      20,921       9,224      17,382      13,043      50,420 
              
Items in process of collection                11,946         838       1,306         583         438         899       1,634         984         592         620         615         383       3,054 
Bank premises                                  1,516          92         182          49         151         130         281         107          43         123          49         137         172 
Other assets(6)                               35,547       1,858      12,471       1,171       2,383       5,185       2,389       3,655         939         610         934         784       3,168 
Interdistrict settlement account                   0     - 1,559     - 8,490     - 2,109     - 1,176     + 4,200     + 2,112     - 2,242     - 1,246     + 4,852     -   142     + 8,414     - 2,613 
          TOTAL ASSETS                       698,321      35,597     289,370      22,847      34,887      57,334      49,439      73,103      21,719      15,673      19,280      23,467      55,605 
 
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 $ 6,591 million of inflation-indexed securities valued at the original face amount and $ 671 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and $ 467 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 21,738 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 537 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 May 29, 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                         623,847      31,074     262,469      20,875      28,950      47,852      45,387      65,843      19,775      13,873      17,427      21,733      48,589 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      40,014       2,631      17,047         645       3,923       3,916       1,827       4,440       1,075         688         949         844       2,032 
  U.S. Treasury--general account                3,947           0       3,947           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      208           2         184           1           3           7           2           3           1           1           1           1           3 
  Other                                           210           9         133           0           1          61           0           1           2           0           1           0           0 
    Total deposits                                            
Deferred credit items                          10,789         838       1,087         750         466         957         977         867         325         587         406         442       3,086 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         681,537      34,705     285,640      22,381      33,489      53,061      48,401      71,425      21,288      15,231      18,883      23,116      53,916 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,267         432       1,834         223         685       2,115         469         810         208         304         192         169         826 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,206          42         392          21          49         400          34          74          75          19          14          17          67 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   698,321      35,597     289,370      22,847      34,887      57,334      49,439      73,103      21,719      15,673      19,280      23,467      55,605 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        752,137      35,432     304,268      27,261      33,473      57,273      61,452      71,930      23,637      15,887      21,106      34,050      66,368 
  Less--Held by F.R. Banks                    128,290       4,358      41,798       6,386       4,523       9,421      16,065       6,087       3,862       2,015       3,679      12,316      17,779 
  F.R. notes, net                             623,847      31,074     262,469      20,875      28,950      47,852      45,387      65,843      19,775      13,873      17,427      21,733      48,589 
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)        610,603                 
     Total collateral                         623,847                 
 
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: May 30, 2002