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

Release Date:  November 01, 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 1, 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 31, 2001
Oct 24, 2001 Nov 1, 2000 Wednesday
Oct 31, 2001
Reserve Bank Credit                                         617,178     +  10,559     +  53,351       625,352 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    543,435     -     142     +  33,136       544,287 
    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)                      37,843     +  10,438     +  21,838        45,050 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            10             0     -       8            15 
    Seasonal credit                                              54     -      10     -     186            40 
    Extended credit                                               0             0             0             0 
   Float                                                       -139     -     108     -     692           250 
   Other F.R. assets                                         35,964     +     379     -     618        35,699 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -   1,000         2,200 
Treasury currency outstanding                                33,069     +      14     +   1,976        33,069 
        Total factors supplying reserve funds               663,492     +  10,572     +  54,326       671,666 
     
Currency in circulation*                                    614,653     -     154     +  43,599       616,853 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         438     -      13     +     152           435 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,121     -     200     -      50         5,112 
  Foreign                                                       112     -     467     +      31            75 
  Service-related balances and adjustments (5)                8,223     +     166     +   1,394         8,223 
  Other                                                         236     -      26     -      20           271 
Other F.R. liabilities and capital                           17,879     +      35     +   1,317        17,773 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     646,662     -     660     +  46,422       648,741 
Reserve balances with F.R. Banks  (6)                        16,830     +  11,232     +   7,904        22,925 
                                                                
On October 31, 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 $ 737,675 million, a change of $ - 85 million for the week. The total includes
$ 602,019 million of U.S. government securities and $ 135,657 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 $ 19,022 million (daily average over statement week) and $ 18,722 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,022 million (daily average)
and $ 18,722 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,048 million (daily average) and $ 2,362 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 $ 7,428 million and adjustments of $ 795 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 31, 2001
Wednesday
Oct 24, 2001
Wednesday
Nov 1, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,123         +      10         +     237 
Loans                                                                55         -      47         -     148 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            45,050         +  15,000         +  20,110 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        182,652         -     381         +     340 
                   Notes (3)                                    258,389                 0         +  22,786 
                   Bonds (4)                                    103,246         +     478         +  10,859 
    Total bought outright (5)                                   544,287         +      97         +  33,985 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           544,287         +      97         +  33,985 
       Total loans and securities                               589,403         +  15,051         +  53,828 
     
Items in process of collection                      (955)         7,676         -      33         -   1,158 
Bank premises                                                     1,513         -       1         +      79 
Other assets (6)                                                 36,723         -      37         +   1,971 
                TOTAL ASSETS                        (955)       649,682         +  14,988         +  53,955 
     
                LIABILITIES                           
Federal Reserve notes                                           585,342         +   1,409         +  42,585 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        33,278         +  12,150         +  10,784 
  U.S. Treasury--general account                                  5,112         +     815         -      37 
  Foreign--official accounts                                         75         -     207                 0 
    Other                                             (0)           271         +      20         -       7 
      Total deposits                                  (0)        38,735         +  12,777         +  10,740 
Deferred availability cash items                    (955)         7,833         +     628         -     693 
Other liabilities and accrued dividends (7)                       2,773         -      54         -   1,523 
                TOTAL LIABILITIES                   (955)       634,683         +  14,760         +  51,109 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,269         -       6         +     282 
Surplus                                                           6,738         +       3         +   4,059 
Other capital accounts                                              993         +     233         -   1,494 
 
*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 $ 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 $ 18,722 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,362 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 31, 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              44        19,638    -   2,457             0            0        39,050            0 
16 days to 90 days          11       113,438    -   3,283             0            0         6,000            0 
91 days to 1 year            0       134,127    +   4,480             0            0      ------      ------   
Over 1 to 5 years                    147,078    +     880            10            0      ------       ------   
Over 5 to 10 years                    50,204            0             0            0      ------       ------   
Over 10 years                         79,802    +     478             0            0      ------      ------   
           
Total                       55       544,287    +      97            10            0        45,050           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 31, 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                                           1,123          59          70          48          68         177         134         127          62          34          70         127         146 
 
Loans                                             55           0           0           1           0           0           7          13           4          11           4           5          10 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          45,050           0      45,050           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                     182,652      10,974      74,820       7,502      10,693      10,912      12,560      20,687       6,583         570       5,638       3,311      18,402 
                   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)                 103,246       6,203      42,293       4,241       6,045       6,168       7,100      11,693       3,721         322       3,187       1,872      10,402 
     Total bought outright(5)                544,287      32,702     222,958      22,356      31,865      32,516      37,427      61,645      19,618       1,698      16,800       9,867      54,836 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             544,287      32,702     222,958      22,356      31,865      32,516      37,427      61,645      19,618       1,698      16,800       9,867      54,836 
       Total loans and securities            589,403      32,703     268,012      22,358      31,866      32,517      37,435      61,659      19,622       1,709      16,804       9,872      54,847 
              
Items in process of collection                 8,631         533         920         545         359         604         721         660         393         614         596         384       2,302 
Bank premises                                  1,513          92         171          49         152         132         285         109          41         123          49         137         172 
Other assets(6)                               36,723       1,909      13,364       1,304       2,170       4,933       2,424       3,488         994         680         999         814       3,645 
Interdistrict settlement account                   0     -   945     -19,241     - 2,185     - 1,150     +11,755     + 2,196     + 6,011     +   449     + 7,838     -   670     + 3,297     - 7,354 
          TOTAL ASSETS                       650,638      35,012     268,621      22,656      34,107      51,005      44,232      73,293      21,975      11,171      18,232      15,206      55,128 
 
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 $ 18,722 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,362 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 31, 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                         585,342      30,902     242,957      21,026      30,323      44,390      40,709      67,816      20,542       9,117      16,569      13,667      47,326 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      33,278       2,504      15,243         532       1,840       2,151       1,366       2,947         717       1,131         699         652       3,495 
  U.S. Treasury--general account                5,112           0       5,112           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       75           2          51           1           2           7           2           3           1           1           1           1           3 
  Other                                           271           6         138           0           1          82           4           2           1          13          12           4           7 
    Total deposits                                            
Deferred credit items                           8,788         550       1,022         499         511         661         808         686         282         559         445         430       2,335 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         635,638      34,135     265,435      22,185      32,844      47,529      43,118      71,746      21,660      10,884      17,840      14,846      53,417 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,269         421       1,472         223         613       1,757         539         741         149         178         189         163         826 
Surplus                                         6,738         358       1,468         228         472       1,679         495         632         138         109         179         188         792 
Other capital accounts                            993          97         247          21         179          40          80         174          29           0          24           9          92 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   650,638      35,012     268,621      22,656      34,107      51,005      44,232      73,293      21,975      11,171      18,232      15,206      55,128 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        741,957      36,190     286,491      28,970      35,626      55,892      64,246      75,372      23,313      11,687      20,844      33,204      70,123 
  Less--Held by F.R. Banks                    156,615       5,287      43,534       7,944       5,303      11,502      23,537       7,556       2,771       2,570       4,275      19,537      22,798 
  F.R. notes, net                             585,342      30,902     242,957      21,026      30,323      44,390      40,709      67,816      20,542       9,117      16,569      13,667      47,326 
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)        572,097                 
     Total collateral                         585,342                 
 
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 01, 2001