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

Release Date:  October 25, 2001

Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 KB)
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
October 25, 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
Oct 24, 2001
Oct 17, 2001 Oct 25, 2000 Wednesday
Oct 24, 2001
Reserve Bank Credit                                         606,621     -  10,067     +  47,229       610,749 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    543,577     +   2,255     +  33,113       544,190 
    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)                      27,405     -   5,749     +  15,716        30,050 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            10     +       3     -     165            42 
    Seasonal credit                                              64     -       3     -     213            60 
    Extended credit                                               0             0             0             0 
   Float                                                        -30     -     947     -     297           654 
   Other F.R. assets                                         35,585     -   5,628     -     806        35,743 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -   1,000         2,200 
Treasury currency outstanding                                33,055     +      14     +   2,022        33,055 
        Total factors supplying reserve funds               652,921     -  10,053     +  48,251       657,049 
     
Currency in circulation*                                    614,807     -   1,306     +  43,839       615,437 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         451     +       9     +     164           439 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,321     +     599     +      43         4,297 
  Foreign                                                       579     -      53     +     488           282 
  Service-related balances and adjustments (5)                8,058     -      38     +   1,361         8,058 
  Other                                                         262     +       5     +      21           251 
Other F.R. liabilities and capital                           17,844     -     114     +   1,778        17,597 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     647,322     -     898     +  47,694       646,361 
Reserve balances with F.R. Banks  (6)                         5,599     -   9,156     +     557        10,688 
                                                                
On October 24, 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 $ 737,760 million, a change of $ + 1,085 million for the week. The total includes
$ 598,193 million of U.S. government securities and $ 139,567 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 $ 18,124 million (daily average over statement week) and $ 18,026 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,124 million (daily average)
and $ 18,026 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,860 million (daily average) and $ 3,055 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
$ 908 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 $ 7,427 million and adjustments of $ 631 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
Oct 24, 2001
Wednesday
Oct 17, 2001
Wednesday
Oct 25, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,113         +       8         +     257 
Loans                                                               102         +      37         -     180 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            30,050         -   6,995         +  20,055 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        183,033         -     340         +     289 
                   Notes (3)                                    258,389                 0         +  22,000 
                   Bonds (4)                                    102,768         +     507         +  10,863 
    Total bought outright (5)                                   544,190         +     166         +  33,152 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           544,190         +     166         +  33,152 
       Total loans and securities                               574,352         -   6,792         +  52,907 
     
Items in process of collection                      (891)         7,709         -     388         -   1,459 
Bank premises                                                     1,514         +       3         +      81 
Other assets (6)                                                 36,760         +     249         +   1,455 
                TOTAL ASSETS                        (891)       634,694         -   6,918         +  52,240 
     
                LIABILITIES                           
Federal Reserve notes                                           583,933         -     803         +  42,058 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        21,128         -   4,167         +   8,268 
  U.S. Treasury--general account                                  4,297         -     741         +      90 
  Foreign--official accounts                                        282         -     462         +     211 
    Other                                             (0)           251         -       5         +      10 
      Total deposits                                  (0)        25,958         -   5,375         +   8,578 
Deferred availability cash items                    (891)         7,205         -     605         +     260 
Other liabilities and accrued dividends (7)                       2,827         -      20         -   1,466 
                TOTAL LIABILITIES                   (891)       619,923         -   6,802         +  49,430 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,275         +       4         +     294 
Surplus                                                           6,735         -       9         +   4,056 
Other capital accounts                                              760         -     112         -   1,540 
 
*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
$ 557 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
$ 351 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,026 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 3,055 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, October 24, 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              98        22,095    -     312             0            0        21,050            0 
16 days to 90 days           4       116,721    +     893             0            0         9,000            0 
91 days to 1 year            0       129,647    -     922             0            0      ------      ------   
Over 1 to 5 years                    146,198            0            10            0      ------       ------   
Over 5 to 10 years                    50,204            0             0            0      ------       ------   
Over 10 years                         79,324    +     507             0            0      ------      ------   
           
Total                      102       544,190    +     166            10            0        30,050           0 
 
1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 908 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 October 24, 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                                           1,113          58          69          47          68         176         132         130          62          35          69         124         143 
 
Loans                                            102           0           0           0           0           0           7          17           4          20          50           2           1 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          30,050           0      30,050           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                     183,033      10,997      74,976       7,518      10,716      10,934      12,586      20,730       6,597         571       5,649       3,318      18,440 
                   Notes (3)                 258,389      15,525     105,845      10,613      15,127      15,436      17,768      29,265       9,313         806       7,975       4,684      26,032 
                   Bonds (4)                 102,768       6,175      42,097       4,221       6,017       6,139       7,067      11,639       3,704         321       3,172       1,863      10,354 
     Total bought outright(5)                544,190      32,696     222,918      22,352      31,860      32,510      37,420      61,634      19,614       1,698      16,797       9,865      54,826 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             544,190      32,696     222,918      22,352      31,860      32,510      37,420      61,634      19,614       1,698      16,797       9,865      54,826 
       Total loans and securities            574,352      32,697     252,972      22,353      31,860      32,511      37,428      61,652      19,619       1,718      16,847       9,868      54,828 
              
Items in process of collection                 8,601         469       1,159         390         549         510         750         656         286         597         587         412       2,236 
Bank premises                                  1,514          93         171          49         153         133         286         107          41         124          49         137         173 
Other assets(6)                               36,760       1,912      13,390       1,307       2,172       4,924       2,426       3,494         997         677       1,000         815       3,645 
Interdistrict settlement account                   0     - 2,628     - 9,053     - 2,039     - 2,344     +10,806     + 1,009     + 4,427     +    46     + 7,003     -   932     + 3,030     - 9,326 
          TOTAL ASSETS                       635,585      33,262     264,033      22,645      33,099      49,947      43,067      71,706      21,465      10,327      18,004      14,962      53,068 
 
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 $ 557 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 $ 351 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,026 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 3,055 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 October 24, 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                         583,933      31,053     242,221      21,136      30,280      44,480      40,305      67,435      20,471       9,095      16,627      13,623      47,208 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      21,128         711      12,068         437       1,013       1,124         670       1,795         339         352         475         454       1,689 
  U.S. Treasury--general account                4,297           0       4,297           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      282           2         259           1           2           7           2           3           1           1           1           1           3 
  Other                                           251           0         132           1           1          97           0           2           0           0          12           4           1 
    Total deposits                                            
Deferred credit items                           8,096         461         998         479         381         551         760         651         224         534         392         432       2,232 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         620,815      32,403     260,899      22,181      31,846      46,506      41,974      70,188      21,155      10,043      17,619      14,609      51,393 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,275         421       1,472         223         620       1,757         538         741         148         177         188         163         825 
Surplus                                         6,735         358       1,468         228         472       1,679         495         632         138         106         179         188         792 
Other capital accounts                            760          80         195          13         161           6          60         146          23           0          18           1          57 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   635,585      33,262     264,033      22,645      33,099      49,947      43,067      71,706      21,465      10,327      18,004      14,962      53,068 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        742,877      36,258     286,704      29,049      35,674      56,016      64,380      75,119      23,370      11,708      20,894      33,328      70,377 
  Less--Held by F.R. Banks                    158,944       5,205      44,482       7,914       5,394      11,536      24,075       7,684       2,899       2,613       4,268      19,705      23,169 
  F.R. notes, net                             583,933      31,053     242,221      21,136      30,280      44,480      40,305      67,435      20,471       9,095      16,627      13,623      47,208 
Collateral held against F.R. notes                          
   Gold certificate account                    11,045                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        570,689                 
     Total collateral                         583,933                 
 
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.


Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 KB)
Home
Accessibility
To comment on this site, please fill out our feedback form.
Last update: October 25, 2001