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

Release Date:  November 08, 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 8, 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 7, 2001
Oct 31, 2001 Nov 8, 2000 Wednesday
Nov 7, 2001
Reserve Bank Credit                                         609,350     -   7,831     +  47,026       611,462 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    544,264     +     829     +  33,540       545,603 
    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)                      26,704     -  11,139     +  12,146        27,925 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            77     +      67     +      64            61 
    Seasonal credit                                              39     -      15     -     136            37 
    Extended credit                                               0             0             0             0 
   Float                                                         -4     +     136     -   1,149          -671 
   Other F.R. assets                                         38,261     +   2,293     +   2,682        38,498 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -   1,000         2,200 
Treasury currency outstanding                                33,083     +      14     +   1,861        33,083 
        Total factors supplying reserve funds               655,678     -   7,817     +  47,887       657,790 
     
Currency in circulation*                                    617,406     +   2,753     +  44,690       619,660 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         436     -       2     +     165           438 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,987     -     134     -      86         5,183 
  Foreign                                                        96     -      16             0           124 
  Service-related balances and adjustments (5)                7,729     -     494     +     953         7,729 
  Other                                                         280     +      44     +      23           278 
Other F.R. liabilities and capital                           18,054     +     175     +   1,189        17,822 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     648,987     +   2,325     +  46,932       651,234 
Reserve balances with F.R. Banks  (6)                         6,692     -  10,140     +     956         6,556 
                                                                
On November 7, 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 $ 731,440 million, a change of $ - 6,235 million for the week. The total includes
$ 598,090 million of U.S. government securities and $ 133,350 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 $ 18,784 million (daily average over statement week) and $ 17,604 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,784 million (daily average)
and $ 17,604 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,878 million (daily average) and $ 1,862 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
$ 918 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 $ 7,486 million and adjustments of $ 242 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 7, 2001
Wednesday
Oct 31, 2001
Wednesday
Nov 8, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,116         -       7         +     210 
Loans                                                                97         +      42         -      62 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            27,925         -  17,125         +  15,950 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        183,958         +   1,306         -   1,362 
                   Notes (3)                                    258,395         +       6         +  22,381 
                   Bonds (4)                                    103,250         +       4         +  10,570 
    Total bought outright (5)                                   545,603         +   1,316         +  31,588 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           545,603         +   1,316         +  31,588 
       Total loans and securities                               573,635         -  15,768         +  47,356 
     
Items in process of collection                    (1,077)         8,746         +   1,070         -   1,492 
Bank premises                                                     1,518         +       5         +      83 
Other assets (6)                                                 37,230         +     507         +   1,967 
                TOTAL ASSETS                      (1,077)       635,490         -  14,192         +  47,123 
     
                LIABILITIES                           
Federal Reserve notes                                           588,131         +   2,789         +  43,665 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        15,609         -  17,669         +   2,271 
  U.S. Treasury--general account                                  5,183         +      71         -     276 
  Foreign--official accounts                                        124         +      49         +      52 
    Other                                             (0)           278         +       7         +      49 
      Total deposits                                  (0)        21,194         -  17,541         +   2,096 
Deferred availability cash items                  (1,077)         8,343         +     510         +     594 
Other liabilities and accrued dividends (7)                       2,752         -      21         -   1,520 
                TOTAL LIABILITIES                 (1,077)       620,420         -  14,263         +  44,835 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,274         +       5         +     286 
Surplus                                                           6,742         +       4         +   4,063 
Other capital accounts                                            1,054         +      61         -   2,061 
 
*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
$ 563 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
$ 355 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 17,604 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,862 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 7, 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              73        16,085    -   3,553             0            0        17,925            0 
16 days to 90 days          24       123,672    +  10,234             0            0        10,000            0 
91 days to 1 year            0       128,752    -   5,375             0            0      ------      ------   
Over 1 to 5 years                    147,078            0            10            0      ------       ------   
Over 5 to 10 years                    50,209    +       5             0            0      ------       ------   
Over 10 years                         79,806    +       4             0            0      ------      ------   
           
Total                       97       545,603    +   1,316            10            0        27,925           0 
 
1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 918 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 7, 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                                           1,116          58          72          45          69         177         131         126          62          33          70         126         147 
 
Loans                                             97           0           0           0          55           0           9          12           4           4           8           2           4 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          27,925           0      27,925           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                     183,958      11,053      75,355       7,556      10,770      10,990      12,650      20,835       6,630         574       5,678       3,335      18,533 
                   Notes (3)                 258,395      15,525     105,847      10,613      15,128      15,437      17,768      29,265       9,313         806       7,975       4,684      26,033 
                   Bonds (4)                 103,250       6,203      42,295       4,241       6,045       6,168       7,100      11,694       3,721         322       3,187       1,872      10,402 
     Total bought outright(5)                545,603      32,781     223,497      22,410      31,942      32,595      37,517      61,794      19,665       1,702      16,840       9,891      54,968 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             545,603      32,781     223,497      22,410      31,942      32,595      37,517      61,794      19,665       1,702      16,840       9,891      54,968 
       Total loans and securities            573,635      32,782     251,426      22,410      31,998      32,595      37,527      61,807      19,670       1,706      16,849       9,893      54,973 
              
Items in process of collection                 9,823         577       1,036         547         424         566         909         188         603         637         558         562       3,216 
Bank premises                                  1,518          92         174          49         152         132         285         110          41         123          49         137         172 
Other assets(6)                               37,230       1,939      13,557       1,299       2,203       4,983       2,464       3,545       1,015         688       1,015         826       3,696 
Interdistrict settlement account                   0     - 2,883     -13,025     - 2,075     - 2,199     +11,554     + 2,132     + 6,348     +   140     + 7,494     -   987     + 3,144     - 9,644 
          TOTAL ASSETS                       636,567      33,227     258,565      22,813      33,289      50,896      44,484      73,365      21,944      10,856      17,936      15,263      53,929 
 
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 $ 563 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 $ 355 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 17,604 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,862 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 7, 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                         588,131      30,895     243,562      21,168      30,507      44,258      41,502      68,159      20,775       9,452      16,612      13,679      47,561 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      15,609         683       4,390         410         902       2,019         797       2,577         473         415         474         686       1,784 
  U.S. Treasury--general account                5,183           0       5,183           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      124           2         100           1           2           7           2           3           1           1           1           1           3 
  Other                                           278           5         136           0           0         115           1           1           0           1          12           4           4 
    Total deposits                                            
Deferred credit items                           9,420         596       1,111         636         451         729         837         781         260         633         333         438       2,615 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         621,497      32,349     255,381      22,340      32,027      47,366      43,367      71,814      21,626      10,566      17,542      14,901      52,218 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,274         421       1,472         222         613       1,757         539         746         149         177         189         163         827 
Surplus                                         6,742         358       1,468         228         472       1,679         495         632         138         113         179         188         792 
Other capital accounts                          1,054          98         244          23         177          95          84         173          31           0          27          11          91 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   636,567      33,227     258,565      22,813      33,289      50,896      44,484      73,365      21,944      10,856      17,936      15,263      53,929 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        743,635      36,163     287,568      28,912      35,648      55,799      64,474      75,681      23,508      11,970      20,903      33,090      69,918 
  Less--Held by F.R. Banks                    155,505       5,268      44,005       7,744       5,141      11,541      22,971       7,522       2,733       2,518       4,291      19,412      22,357 
  F.R. notes, net                             588,131      30,895     243,562      21,168      30,507      44,258      41,502      68,159      20,775       9,452      16,612      13,679      47,561 
Collateral held against F.R. notes                          
   Gold certificate account                    11,045                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                        1,348                 
   U.S. govt. and agency securities(3)        573,538                 
     Total collateral                         588,131                 
 
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 08, 2001