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

Release Date:  May 11, 2000

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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 F.R. Banks
May 11, 2000
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
May 10, 2000
May 3, 2000 May 12, 1999 Wednesday
May 10, 2000
Reserve Bank Credit                                         560,586     -   7,952     +  46,128       558,158 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    507,745     +   1,095     +  33,341       508,459 
    Held under repurchase agreements                              0             0     -   1,962             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                             140             0     -     171           140 
    Held under repurchase agreements                              0             0     -   3,466             0 
  Repurchase agreements -- triparty (4)                      17,093     -   9,406     +  17,093        14,175 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            63     -      94     +      60            45 
    Seasonal credit                                             216     +      37     +     134           234 
    Extended credit                                               0             0             0             0 
   Float                                                        586     +     368     -     335           233 
   Other F.R. assets                                         34,744     +      49     +   1,434        34,872 
Gold stock                                                  11,048            0    -       1       11,048 
Special drawing rights certificate account                    5,200             0     -   3,000         5,200 
Treasury currency outstanding                                28,673     +      14     +   1,887        28,673 
        Total factors supplying reserve funds               605,508     -   7,938     +  45,014       603,080 
                                                                          
Currency in circulation*                                    564,197     +     290     +  41,782       565,557 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         205     +       2     +      58           205 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    9,068     -   5,371     +   3,761         9,769 
  Foreign                                                        86     -      41     -      95            72 
  Service-related balances and adjustments (5)                6,979     +     174     -      35         6,979 
  Other                                                         261     -       7     -      28           263 
Other F.R. liabilities and capital                           18,116     -     506     +     909        14,986 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     598,912     -   5,458     +  46,352       597,831 
                                                              
Reserve balances with F.R. Banks  (6)                         6,596     -   2,480     -   1,337         5,249 
                                                                
On May 10, 2000, 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 $ 705,053 million, a change of $ - 5,925 million for the week. The total includes
$ 619,151 million of U.S. government securities and $ 85,902 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 $ 16,072 million (daily average over statement week) and $ 15,364 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 16,072 million (daily average)
and $ 15,364 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,097 million (daily average) and $ 1,321 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 5,792 million of inflation-indexed securities valued at the original face amount and
$ 296 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 $ 6,484 million and adjustments of $ 495 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
May 10, 2000
Wednesday
May 3, 2000
Wednesday
May 12, 1999
Gold certificate account                                         11,048                 0         -       1 
Special drawing rights certificate account                        5,200                 0         -   3,000 
Coin                                                                572         +      19         +     165 
Loans                                                               280         +      22         +     199 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            14,175         -  18,340         +  14,175 
Federal agency obligations (2)                         
  Bought outright                                                   140                 0         -     171 
  Held under repurchase agreements                                    0                 0         -   3,136 
U.S. government securities (2)                       
  Bought outright--Bills                                        201,653         +   1,311         +   3,024 
                   Notes (3)                                    221,038         +       8         +  18,944 
                   Bonds (4)                                     85,768         +       3         +  10,576 
    Total bought outright (5)                                   508,459         +   1,322         +  32,545 
  Held under repurchase agreements (1)                                0                 0         -   1,463 
     Total U.S. government securities                           508,459         +   1,322         +  31,082 
       Total loans and securities                               523,053         -  16,997         +  42,148 
     
Items in process of collection                      (998)         8,382         +     272         +      50 
Bank premises                                                     1,394         +       1         +      83 
Other assets (6)                                                 33,422         +     289         +   1,116 
                TOTAL ASSETS                        (998)       583,072         -  16,416         +  40,561 
     
                LIABILITIES                           
Federal Reserve notes                                           537,660         +     572         +  39,994 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        12,863         -  14,753         -   2,852 
  U.S. Treasury--general account                                  9,769         +   1,742         +   5,674 
  Foreign--official accounts                                         72         +       1         -     106 
    Other                                             (0)           263                 0         -      19 
      Total deposits                                  (0)        22,967         -  13,011         +   2,696 
Deferred availability cash items                    (998)         7,459         -     697         +      88 
Other liabilities and accrued dividends (7)                       4,813         -       5         +     486 
                TOTAL LIABILITIES                   (998)       572,899         -  13,141         +  43,265 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,765         +      10         +     561 
Surplus                                                           2,566         -   3,717         -   3,386 
Other capital accounts                                              842         +     432         +     121 
 
*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 $ 4,254 million of inflation-indexed securities valued at the original face amount and
$ 229 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and
$ 67 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 15,364 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,321 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates.
7 Includes exchange-translation account reflecting the monthly revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 

 

MATURITY DISTRIBUTION OF LOANS AND SECURITIES, May 10, 2000
Holdings of securities include securitites held under repurchase agreements, which are classified according
to remaining maturity.
 

Millions of dollars
    U.S. government
securities (1,2)
Federal agency
obligations(2)
   
  Loans Holdings Weekly
changes
Holdings Weekly
changes
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days           96   19,237  +   1,891          0         0     12,035          0 
16 to 90 days           184  106,000  -   1,052          0         0      2,140          0 
91 days to 1 year         0  138,345  +     471         10         0   ------     ------   
Over 1 to 5 years            124,340  +       2         10         0   ------     ------   
Over 5 to 10 years            52,397  +       6        120         0   ------     ------   
Over 10 years                 68,140  +       3          0         0   ------     ------   
Total                   280  508,459  +   1,322        140         0     14,175          0 
 
1 Includes $ 5,792 million of inflation-indexed securities valued at the original face amount and
$ 296 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 May 10, 2000
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,048         535       4,430         414         520         750         802       1,064         359         158         340         514       1,162 
Special drawing rights certif. acct.           5,200         271       2,065         196         246         346         393         502         167          72         156         232         554 
Coin                                             572          22          37          21          30          77          66          69          37          32          51          65          66 
                                                                   
Loans                                            280           0           0           0           0          22           5          62          51          58          49           1          32 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                140           8          54           6           8           8           9          17           5           1           5           4          15 
  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                     201,653      11,577      77,838       8,399      11,285      11,837      13,423      24,121       7,660         849       6,720       5,966      21,978 
                   Notes (3)                 221,038      12,689      85,321       9,206      12,370      12,975      14,713      26,439       8,397         931       7,366       6,540      24,091 
                   Bonds (4)                  85,768       4,924      33,107       3,572       4,800       5,035       5,709      10,259       3,258         361       2,858       2,538       9,348 
     Total bought outright(5)                508,459      29,190     196,266      21,178      28,454      29,848      33,844      60,819      19,315       2,140      16,944      15,044      55,417 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             508,459      29,190     196,266      21,178      28,454      29,848      33,844      60,819      19,315       2,140      16,944      15,044      55,417 
       Total loans and securities            523,053      29,198     210,495      21,183      28,462      29,878      33,859      60,898      19,371       2,199      16,998      15,049      55,464 
                                                                   
Items in process of collection                 9,380         462       1,069         419         344         685         962       1,080         386         596         514         422       2,440 
Bank premises                                  1,394          94         163          50         157         124         181         106          33         127          50         145         164 
Other assets(5)                               33,422       1,603      11,205       1,149       1,988       5,039       2,207       3,258         995         661         973       1,027       3,318 
Interdistrict settlement account                   0     + 1,105     +12,922     -   972     + 2,043     -   159     +    35     - 3,727     -   970     - 1,034     - 1,448     - 5,417     - 2,378 
          TOTAL ASSETS                       584,070      33,289     242,388      22,461      33,790      36,740      38,504      63,250      20,378       2,810      17,633      12,037      60,790 
 

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 $ 4,254 million of inflation-indexed securities valued at the original face amount and $ 229 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and $ 67 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 15,364 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,321 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 May 10, 2000
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         537,660      31,323     225,337      21,167      31,079      30,792      35,572      59,618      19,229       1,439      16,304      10,671      55,130 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      12,863         749       1,898         402       1,401       2,584         967       1,341         371         438         498         530       1,685 
  U.S. Treasury--general account                9,769           0       9,769           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       72           1          48           1           2           8           2           3           1           1           1           1           3 
  Other                                           263           1         142           0           8         105           1           1           0           0           1           1           2 
    Total deposits                                            
Deferred credit items                           8,457         490       1,073         365         359         638         877         780         328         483         368         333       2,363 
Other liabilities and accrued             
  dividends (2)                           
     4,813         281       1,656         214         280         346 ;        358         549         200          70         185         174         500 
    TOTAL LIABILITIES                         573,897      32,846     239,923      22,150      33,129      34,473      37,776      62,292      20,129       2,431      17,358      11,708      59,683 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,765         290       1,492         202         444       1,675         483         616         160         272         181         218         732 
Surplus                                         2,566         120         552          83         185         592         192         241          66          98          75          88         275 
Other capital accounts                            842          33         420          26          32           0          53         101          23          10          21          23         100 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   584,070      33,289     242,388      22,461      33,790      36,740      38,504      63,250      20,378       2,810      17,633      12,037      60,790 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        781,394      39,902     312,888      30,732      38,915      50,663      59,730      73,602      24,796      10,498      22,927      34,412      82,330 
  Less--Held by F.R. Banks                    243,734       8,579      87,551       9,565       7,836      19,872      24,158      13,984       5,568       9,058       6,623      23,741      27,200 
  F.R. notes, net                             537,660      31,323     225,337      21,167      31,079      30,792      35,572      59,618      19,229       1,439      16,304      10,671      55,130 
Collateral held against F.R. notes                          
   Gold certificate account                    11,048                   
   Special drawing rights                 
     certificate account                  
 
     5,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        521,412                 
     Total collateral                         537,660                 
 
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: May 11, 2000