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

Release Date:  August 08, 2002

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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
August 8, 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
Aug 7, 2002
Jul 31, 2002 Aug 8, 2001 Wednesday
Aug 7, 2002
Reserve Bank Credit                                         657,571     +   2,073     +  60,065       667,153 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    600,108     -      34     +  63,409       601,322 
    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)                      17,393     +   1,964     -   4,871        26,000 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             6     -      17     -      41             4 
    Seasonal credit                                             179     -       1             0           176 
    Extended credit                                               0             0             0             0 
   Float                                                       -199     +     287     -     474          -554 
   Other F.R. assets                                         40,074     -     126     +   2,041        40,195 
Gold stock                                                  11,042    -       2    -       2       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,997     +      14     +   1,224        33,997 
        Total factors supplying reserve funds               704,810     +   2,086     +  61,288       714,393 
     
Currency in circulation*                                    660,871     +   1,293     +  55,374       662,278 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         377     -       4     -      38           382 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,025     -     754     +     352         5,316 
  Foreign                                                        99     +       5     -       7            74 
  Service-related balances and adjustments (5)               10,210     -      12     +   2,609        10,210 
  Other                                                         229     +      13     -      81           203 
Other F.R. liabilities and capital                           19,207     +       6     +   1,174        19,158 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     696,018     +     547     +  59,384       697,621 
Reserve balances with F.R. Banks  (6)                         8,792     +   1,538     +   1,904        16,771 
                                                                
On August 7, 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 $ 794,017 million, a change of $ - 3,984 million for the week. The total includes
$ 642,039 million of U.S. government securities and $ 151,978 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 $ 22,795 million (daily average over statement week) and $ 22,239 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 22,259 million (daily average)
and $ 22,239 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,277 million (daily average) and $ 775 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
$ 1,152 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 $ 9,962 million and adjustments of $ 248 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
Aug 7, 2002
Wednesday
Jul 31, 2002
Wednesday
Aug 8, 2001
Gold certificate account                                         11,038                 0         -       6 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                972         +      25         -     143 
Loans                                                               180         -       6         -       2 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            26,000         +   6,500         -   2,495 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        202,914         -      55         +  21,702 
                   Notes (3)                                    292,698         +     921         +  38,068 
                   Bonds (4)                                    105,710         +       1         +   4,941 
    Total bought outright (5)                                   601,322         +     867         +  64,711 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           601,322         +     867         +  64,711 
       Total loans and securities                               627,512         +   7,361         +  62,214 
     
Items in process of collection                      (919)         7,561         +   1,063         -     702 
Bank premises                                                     1,519                 0         +      12 
Other assets (6)                                                 38,571         +     378         +   2,014 
                TOTAL ASSETS                        (919)       689,374         +   8,828         +  63,390 
     
                LIABILITIES                           
Federal Reserve notes                                           629,631         +   1,163         +  53,562 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        27,103         +   7,920         +   7,768 
  U.S. Treasury--general account                                  5,316         -     926         +     514 
  Foreign--official accounts                                         74         -      90         -       5 
    Other                                             (0)           203         -      33         -     102 
      Total deposits                                  (0)        32,696         +   6,871         +   8,176 
Deferred availability cash items                    (919)         7,889         +     576         +     361 
Other liabilities and accrued dividends (7)                       2,377         +      14         -     692 
                TOTAL LIABILITIES                   (919)       672,593         +   8,624         +  61,407 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,284         +      18         +   1,116 
Surplus                                                           7,312                 0         +     583 
Other capital accounts                                            1,186         +     187         +     284 
 
*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
$ 645 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
$ 507 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 22,239 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 775 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, August 7, 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              66        21,340    -     265             0            0        23,000            0 
16 days to 90 days         114       129,340    +   5,090             0            0         3,000            0 
91 days to 1 year            0       142,953    -   4,435             0            0      ------      ------   
Over 1 to 5 years                    172,050    +     475            10            0      ------       ------   
Over 5 to 10 years                    54,006    +       1             0            0      ------       ------   
Over 10 years                         81,632            0             0            0      ------      ------   
           
Total                      180       601,322    +     867            10            0        26,000           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,152 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 August 7, 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                                             972          42          51          42          47         129         126         124          58          32          66         139         117 
 
Loans                                            180           1           0           1           0           0           7          35          36          72          18           7           4 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          26,000           0      26,000           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                     202,914      11,626      79,839       7,803      11,196      15,826      14,448      23,879       7,215       3,172       5,998       4,503      17,409 
                   Notes (3)                 292,698      16,770     115,165      11,255      16,150      22,828      20,841      34,445      10,408       4,576       8,652       6,496      25,112 
                   Bonds (4)                 105,710       6,057      41,593       4,065       5,833       8,245       7,527      12,440       3,759       1,653       3,125       2,346       9,069 
     Total bought outright(5)                601,322      34,453     236,597      23,123      33,178      46,899      42,817      70,764      21,382       9,400      17,775      13,345      51,591 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             601,322      34,453     236,597      23,123      33,178      46,899      42,817      70,764      21,382       9,400      17,775      13,345      51,591 
       Total loans and securities            627,512      34,455     262,601      23,123      33,178      46,900      42,824      70,800      21,418       9,472      17,793      13,352      51,596 
              
Items in process of collection                 8,480         489         976         354         183         546         674         633         390         592         578         339       2,727 
Bank premises                                  1,519          91         183          49         152         130         279         111          43         124          49         137         172 
Other assets(6)                               38,571       2,025      13,580       1,276       2,572       5,521       2,602       3,998       1,036         657       1,020         848       3,436 
Interdistrict settlement account                   0     - 3,681     +16,127     - 4,247     - 5,397     - 1,152     -   396     - 7,482     - 2,160     + 4,160     - 1,366     +10,861     - 5,266 
          TOTAL ASSETS                       690,293      34,068     298,754      21,111      31,361      53,039      47,201      69,476      21,201      15,246      18,516      26,259      54,061 
 
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 $ 645 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 $ 507 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 22,239 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 775 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 August 7, 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                         629,631      29,677     276,565      19,574      28,059      46,248      43,637      63,455      19,834      13,649      16,447      24,746      47,739 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      27,103       2,758      11,143         592       1,387       1,728       1,500       3,455         546         401       1,133         734       1,726 
  U.S. Treasury--general account                5,316           0       5,316           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       74           2          50           1           3           7           2           3           1           1           1           1           3 
  Other                                           203           8         134           0           1          53           0           1           5           0           1           0           0 
    Total deposits                                            
Deferred credit items                           8,808         596         929         352         397         707         832         630         294         598         422         345       2,706 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         673,511      33,186     294,886      20,626      29,983      48,969      46,171      67,799      20,785      14,726      18,100      25,914      52,367 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,284         432       1,852         236         686       2,060         473         819         201         312         207         169         836 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,186          32         513          27          27         253          23          65          66          89          17          12          62 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   690,293      34,068     298,754      21,111      31,361      53,039      47,201      69,476      21,201      15,246      18,516      26,259      54,061 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        747,925      34,690     311,125      26,472      32,556      56,003      59,353      69,704      23,231      15,597      20,801      33,712      64,680 
  Less--Held by F.R. Banks                    118,294       5,013      34,560       6,898       4,497       9,755      15,715       6,249       3,397       1,948       4,354       8,966      16,941 
  F.R. notes, net                             629,631      29,677     276,565      19,574      28,059      46,248      43,637      63,455      19,834      13,649      16,447      24,746      47,739 
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)        616,393                 
     Total collateral                         629,631                 
 
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: August 08, 2002