Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 26, 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
September 26, 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
Sep 25, 2002
Sep 18, 2002 Sep 26, 2001 Wednesday
Sep 25, 2002
Reserve Bank Credit                                         655,957     -   1,960     +  44,703       660,224 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    605,242     +     128     +  74,244       606,248 
    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)                      12,214     -   3,286     -  27,119        15,500 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             1     -       6     -   1,064             2 
    Seasonal credit                                             168     +       6     +     101           174 
    Extended credit                                               0             0             0             0 
   Float                                                         75     +     830     -   1,925          -158 
   Other F.R. assets                                         38,247     +     367     +     467        38,449 
Gold stock                                                  11,042            0    -       1       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,107     +      14     +   1,150        34,107 
        Total factors supplying reserve funds               703,307     -   1,945     +  45,852       707,574 
     
Currency in circulation*                                    659,523     -   1,442     +  46,602       660,569 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         372     +       8     -      57           380 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    6,832     +   1,059     -   1,630         7,209 
  Foreign                                                        80     -      26     -     525            75 
  Service-related balances and adjustments (5)               10,245     +     128     +   2,106        10,245 
  Other                                                         234     +      16     -      64           232 
Other F.R. liabilities and capital                           19,423     +     249     +     636        19,276 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     696,709     -       7     +  47,067       697,987 
Reserve balances with F.R. Banks  (6)                         6,598     -   1,938     -   1,215         9,586 
                                                                
On September 25, 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 $ 804,435 million, a change of $ - 4,290 million for the week. The total includes
$ 650,160 million of U.S. government securities and $ 154,275 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 $ 23,138 million (daily average over statement week) and $ 22,164 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 22,388 million (daily average)
and $ 22,164 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 468 million (daily average) and $ 2,877 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
$ 1,170 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 $ 9,939 million and adjustments of $ 306 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
Sep 25, 2002
Wednesday
Sep 18, 2002
Wednesday
Sep 26, 2001
Gold certificate account                                         11,038                 0         -       5 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,066         +      14         -      50 
Loans                                                               175         +       7         +      80 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            15,500         -   1,250         -  35,790 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        204,269         -      28         +  36,487 
                   Notes (3)                                    295,881         +       2         +  38,849 
                   Bonds (4)                                    106,098         +       1         +   4,095 
    Total bought outright (5)                                   606,248         -      24         +  79,431 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           606,248         -      24         +  79,431 
       Total loans and securities                               621,933         -   1,267         +  43,721 
     
Items in process of collection                    (1,240)         6,858         -     493         -   1,035 
Bank premises                                                     1,522         -       1         +      12 
Other assets (6)                                                 36,962         +     286         +     618 
                TOTAL ASSETS                      (1,240)       681,578         -   1,462         +  43,260 
     
                LIABILITIES                           
Federal Reserve notes                                           627,903         -     842         +  45,774 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        19,955         -      94         -     572 
  U.S. Treasury--general account                                  7,209         +      34         -   2,459 
  Foreign--official accounts                                         75         -      64         -     560 
    Other                                             (0)           232         +      17         -       5 
      Total deposits                                  (0)        27,471         -     107         -   3,596 
Deferred availability cash items                  (1,240)         6,927         -     529         -     436 
Other liabilities and accrued dividends (7)                       2,432         +      40         -     512 
                TOTAL LIABILITIES                 (1,240)       664,735         -   1,437         +  41,233 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,254         +       2         +   1,046 
Surplus                                                           7,312                 0         +     552 
Other capital accounts                                            1,278         -      26         +     430 
 
*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
$ 655 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
$ 515 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 22,164 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,877 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, September 25, 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             152        24,435    -   1,585             0            0        13,500            0 
16 days to 90 days          24       125,775    +   2,196             0            0         2,000            0 
91 days to 1 year            0       147,227    -     638             0            0      ------      ------   
Over 1 to 5 years                    175,654            0            10            0      ------       ------   
Over 5 to 10 years                    51,437    +       1             0            0      ------       ------   
Over 10 years                         81,720    +       2             0            0      ------      ------   
           
Total                      175       606,248    -      24            10            0        15,500           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,170 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 September 25, 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                                           1,066          43          51          50          56         141         139         134          62          34          71         155         128 
 
Loans                                            175           0           0           0           0           0           8          31          29          65          21          12           9 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          15,500           0      15,500           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                     204,269      11,704      80,372       7,855      11,271      15,931      14,545      24,038       7,263       3,193       6,038       4,533      17,525 
                   Notes (3)                 295,881      16,952     116,417      11,377      16,325      23,077      21,068      34,819      10,521       4,625       8,746       6,567      25,385 
                   Bonds (4)                 106,098       6,079      41,745       4,080       5,854       8,275       7,555      12,486       3,773       1,659       3,136       2,355       9,103 
     Total bought outright(5)                606,248      34,735     238,535      23,312      33,450      47,283      43,167      71,343      21,557       9,477      17,921      13,455      52,014 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             606,248      34,735     238,535      23,312      33,450      47,283      43,167      71,343      21,557       9,477      17,921      13,455      52,014 
       Total loans and securities            621,933      34,735     254,039      23,312      33,450      47,284      43,176      71,376      21,586       9,542      17,942      13,467      52,023 
              
Items in process of collection                 8,098         419         747         400         197         518         764         545         366         568         505         470       2,597 
Bank premises                                  1,522          91         181          49         153         130         279         112          43         125          49         138         172 
Other assets(6)                               36,962       1,928      12,986       1,245       2,472       5,384       2,476       3,807         974         627         967         810       3,288 
Interdistrict settlement account                   0     - 6,949     +28,194     - 5,106     - 4,697     -   783     - 3,024     -11,276     - 2,774     + 4,143     - 2,342     +10,605     - 5,991 
          TOTAL ASSETS                       682,819      30,916     301,435      20,463      32,257      53,641      44,903      65,989      20,675      15,248      17,567      26,228      53,497 
 
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 $ 655 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 $ 515 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 22,164 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,877 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 September 25, 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                         627,903      28,419     283,533      18,522      28,080      46,215      41,593      60,576      19,275      13,653      15,983      24,530      47,523 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      19,955         948       5,287         857       2,311       2,323       1,297       2,762         637         381         610         848       1,695 
  U.S. Treasury--general account                7,209           0       7,209           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       75           2          52           1           3           7           2           3           1           1           1           1           3 
  Other                                           232           6         137           0           2          81           1           1           2           0           1           0           0 
    Total deposits                                            
Deferred credit items                           8,168         509         754         484         323         624         774         671         243         561         468         384       2,372 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         665,975      30,034     297,716      19,973      30,857      49,504      43,871      64,271      20,265      14,675      17,160      25,856      51,792 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,254         432       1,769         238         692       2,067         473         837         199         327         199         183         838 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,278          32         445          31          43         312          24          88          62         127          17          26          71 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   682,819      30,916     301,435      20,463      32,257      53,641      44,903      65,989      20,675      15,248      17,567      26,228      53,497 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        751,047      34,062     318,767      26,316      32,702      56,078      58,347      67,792      22,838      15,448      20,510      33,996      64,190 
  Less--Held by F.R. Banks                    123,143       5,643      35,235       7,794       4,622       9,863      16,753       7,216       3,563       1,795       4,527       9,466      16,667 
  F.R. notes, net                             627,903      28,419     283,533      18,522      28,080      46,215      41,593      60,576      19,275      13,653      15,983      24,530      47,523 
Collateral held against F.R. notes                          
   Gold certificate account                    11,038                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        614,666                 
     Total collateral                         627,903                 
 
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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