Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 29, 2002
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FEDERAL RESERVE
These data are scheduled for release each Thursday.
 
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
November 29, 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
Nov 27, 2002
Nov 20, 2002 Nov 28, 2001 Wednesday
Nov 27, 2002
Reserve Bank Credit                                         669,038     +   2,951     +  47,930       676,131 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    609,235     +   1,182     +  59,741       609,614 
    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)                      23,036     +   2,107     -  12,207        29,000 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             3     -     307     -       6             6 
    Seasonal credit                                              54     -       6     +      21            54 
    Extended credit                                               0             0             0             0 
   Float                                                         29     +     325     -     650           613 
   Other F.R. assets                                         36,672     -     349     +   1,033        36,834 
Gold stock                                                  11,042            0    -       3       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,427     +      14     +   1,453        34,427 
        Total factors supplying reserve funds               716,708     +   2,965     +  49,382       723,800 
     
Currency in circulation*                                    669,912     +   2,114     +  43,820       674,291 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         384     -       3     -      45           377 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,016     +     148     -      58         5,082 
  Foreign                                                       125     -      22     -     202           224 
  Service-related balances and adjustments (5)               10,625     +     164     +   2,474        10,625 
  Other                                                         180     -      70     -      83           184 
Other F.R. liabilities and capital                           19,483     -     308     +   1,668        19,435 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     705,725     +   2,022     +  47,574       710,219 
Reserve balances with F.R. Banks  (6)                        10,983     +     944     +   1,808        13,581 
                                                                
On November 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 $ 831,289 million, a change of $ + 8,370 million for the week. The total includes
$ 676,372 million of U.S. government securities and $ 154,917 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 $ 19,295 million (daily average over statement week) and $ 19,114 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,295 million (daily average)
and $ 19,114 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,629 million (daily average) and $ 2,200 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,237 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 $ 10,282 million and adjustments of $ 343 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 27, 2002
Wednesday
Nov 20, 2002
Wednesday
Nov 28, 2001
Gold certificate account                                         11,038                 0         -       7 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,049         -      27         +       3 
Loans                                                                60         +       3         +      25 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            29,000         +   9,750         -  10,350 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        207,568         +   3,213         +  22,269 
                   Notes (3)                                    297,339         +       3         +  34,963 
                   Bonds (4)                                    104,707         +       2         +   1,617 
    Total bought outright (5)                                   609,614         +   3,218         +  58,849 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           609,614         +   3,218         +  58,849 
       Total loans and securities                               638,684         +  12,972         +  48,523 
     
Items in process of collection                    (1,748)         8,118         -     118         +      81 
Bank premises                                                     1,530         -       3         +      11 
Other assets (6)                                                 35,322         +     328         +     543 
                TOTAL ASSETS                      (1,748)       697,941         +  13,153         +  49,154 
     
                LIABILITIES                           
Federal Reserve notes                                           641,286         +   5,388         +  46,066 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        23,972         +   7,029         +     689 
  U.S. Treasury--general account                                  5,082         +     563         +     769 
  Foreign--official accounts                                        224         +     152         -     127 
    Other                                             (0)           184         -      47         -      88 
      Total deposits                                  (0)        29,463         +   7,699         +   1,244 
Deferred availability cash items                  (1,748)         7,757         -      63         +     267 
Other liabilities and accrued dividends (7)                       2,427         +       6         -     260 
                TOTAL LIABILITIES                 (1,748)       680,933         +  13,030         +  47,317 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,349         +      45         +     979 
Surplus                                                           7,312                 0         +     579 
Other capital accounts                                            1,348         +      78         +     279 
 
*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 $ 7,168 million of inflation-indexed securities valued at the original face amount and
$ 695 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and
$ 543 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 19,114 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,200 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 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              56        25,646    +   3,217             0            0        21,000            0 
16 days to 90 days           4       135,245    +      59             0            0         8,000            0 
91 days to 1 year            0       142,115    -      63             0            0      ------      ------   
Over 1 to 5 years                    173,805    +       1            10            0      ------       ------   
Over 5 to 10 years                    52,974    +       2             0            0      ------       ------   
Over 10 years                         79,829    +       2             0            0      ------      ------   
           
Total                       60       609,614    +   3,218            10            0        29,000           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,237 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 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                      11,038         533       4,363         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                                           1,049          49          42          62          49         142         116         131          60          35          72         162         128 
 
Loans                                             60           0           0           0           0           0           8           7          14          10          12           4           5 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          29,000           0      29,000           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                     207,568      11,893      81,670       7,982      11,453      16,189      14,780      24,427       7,381       3,245       6,136       4,607      17,808 
                   Notes (3)                 297,339      17,036     116,991      11,434      16,406      23,190      21,172      34,991      10,573       4,648       8,789       6,599      25,510 
                   Bonds (4)                 104,707       5,999      41,198       4,026       5,777       8,166       7,456      12,322       3,723       1,637       3,095       2,324       8,983 
     Total bought outright(5)                609,614      34,928     239,859      23,441      33,635      47,546      43,407      71,739      21,677       9,530      18,020      13,529      52,302 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             609,614      34,928     239,859      23,441      33,635      47,546      43,407      71,739      21,677       9,530      18,020      13,529      52,302 
       Total loans and securities            638,684      34,928     268,863      23,442      33,636      47,546      43,416      71,748      21,690       9,540      18,032      13,534      52,308 
              
Items in process of collection                 9,866         526         822         483         526         892         921         745         530         616         631         366       2,807 
Bank premises                                  1,530          91         184          49         152         129         278         115          43         125          50         140         172 
Other assets(6)                               35,322       1,838      12,357       1,115       2,404       5,279       2,362       3,605         921         604         918         774       3,146 
Interdistrict settlement account                   0     - 5,971     +29,924     - 5,507     - 5,055     - 2,591     - 4,394     -14,864     - 3,322     + 4,046     - 2,370     +12,408     - 2,306 
          TOTAL ASSETS                       699,689      32,110     317,430      20,156      32,338      52,364      43,792      62,772      20,340      15,175      17,709      27,968      57,535 
 
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 $ 7,168 million of inflation-indexed securities valued at the original face amount and $ 695 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and $ 543 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 19,114 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,200 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 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                         641,286      28,618     298,872      17,892      28,358      45,079      39,944      57,542      18,844      13,256      15,760      26,339      50,782 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      23,972       1,914       7,748       1,121       1,418       2,137       1,758       2,509         664         531       1,022         781       2,367 
  U.S. Treasury--general account                5,082           0       5,082           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      224           2         200           1           3           7           2           3           1           1           1           1           3 
  Other                                           184           1         145           0           1          29           1           1           2           0           1           3           1 
    Total deposits                                            
Deferred credit items                           9,504         539         904         542       1,005         704         861         719         315         669         420         378       2,447 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         682,680      31,220     313,690      19,663      30,928      48,223      42,762      61,032      19,935      14,540      17,300      27,595      55,793 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,349         436       1,801         242         699       2,073         473         850         199         338         200         183         854 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,348          35         436          30          46         311          22          97          57         178          17          26          93 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   699,689      32,110     317,430      20,156      32,338      52,364      43,792      62,772      20,340      15,175      17,709      27,968      57,535 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        757,885      33,535     327,984      25,723      32,991      55,013      57,558      65,751      22,346      15,234      20,208      35,853      65,691 
  Less--Held by F.R. Banks                    116,599       4,917      29,111       7,831       4,633       9,933      17,614       8,209       3,502       1,978       4,448       9,513      14,910 
  F.R. notes, net                             641,286      28,618     298,872      17,892      28,358      45,079      39,944      57,542      18,844      13,256      15,760      26,339      50,782 
Collateral held against F.R. notes                          
   Gold certificate account                    11,038                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                        0 r                 
   U.S. govt. and agency securities(3)        628,048 r                 
     Total collateral                         641,286 r                 
 
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.
 
r revised. The incorrect values reported on the original release showed insufficient collateral. In fact, an adequate
  volume of securities was available to collateralize Federal Reserve notes.
 
Components may not add to totals due to rounding.


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