Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  September 19, 2002
Release dates
Current release   Other formats: Screen reader | ASCII | PDF (21 KB)
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 19, 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 18, 2002
Sep 11, 2002 Sep 19, 2001 Wednesday
Sep 18, 2002
Reserve Bank Credit                                         657,922     -     288     -  13,692       660,988 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    605,114     +   1,022     +  81,755       606,272 
    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)                      15,500     -   1,357     -  59,796        16,750 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             7     +       6     -   1,495             0 
    Seasonal credit                                             162     -       2     +      67           167 
    Extended credit                                               0             0             0             0 
   Float                                                       -750     -     120     -  28,002          -360 
   Other F.R. assets                                         37,880     +     163     -   6,221        38,148 
Gold stock                                                  11,042            0    -       1       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,093     +      14     +   1,136        34,093 
        Total factors supplying reserve funds               705,258     -     274     -  12,556       708,324 
     
Currency in circulation*                                    660,965     -   2,411     +  45,646       661,421 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         364     +       3     -      62           370 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,773     +     764     -     518         7,175 
  Foreign                                                       106     -      24     -      51           139 
  Service-related balances and adjustments (5)               10,117     -      61     +   2,410        10,117 
  Other                                                         218     -       5     -     164           215 
Other F.R. liabilities and capital                           19,174     -     263     -   1,486        19,260 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     696,716     -   1,998     +  45,774       698,697 
Reserve balances with F.R. Banks  (6)                         8,541     +   1,724     -  58,332         9,627 
                                                                
On September 18, 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 $ 808,725 million, a change of $ - 230 million for the week. The total includes
$ 653,134 million of U.S. government securities and $ 155,591 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 $ 21,992 million (daily average over statement week) and $ 21,936 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 21,992 million (daily average)
and $ 21,936 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 395 million (daily average) and $ 135 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
$ 1,167 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 $ 9,941 million and adjustments of $ 176 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 18, 2002
Wednesday
Sep 11, 2002
Wednesday
Sep 19, 2001
Gold certificate account                                         11,038                 0         -       5 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,052         +      24         -      50 
Loans                                                               168         +       6         -   2,505 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            16,750         -   1,250         -  22,850 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        204,297         +     411         +  36,715 
                   Notes (3)                                    295,879         +   1,236         +  38,843 
                   Bonds (4)                                    106,097         +     106         +   4,092 
    Total bought outright (5)                                   606,272         +   1,752         +  79,648 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           606,272         +   1,752         +  79,648 
       Total loans and securities                               623,200         +     508         +  54,293 
     
Items in process of collection                    (1,236)         7,351         +      93         -   5,082 
Bank premises                                                     1,523         +       3         +      13 
Other assets (6)                                                 36,676         +     472         +     681 
                TOTAL ASSETS                      (1,236)       683,040         +   1,100         +  49,850 
     
                LIABILITIES                           
Federal Reserve notes                                           628,745         -   2,216         +  44,735 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        20,049         +     437         +   4,908 
  U.S. Treasury--general account                                  7,175         +   2,659         +   1,762 
  Foreign--official accounts                                        139         +      64         -     119 
    Other                                             (0)           215                 0         -      73 
      Total deposits                                  (0)        27,578         +   3,159         +   6,477 
Deferred availability cash items                  (1,236)         7,456         -      85         -     552 
Other liabilities and accrued dividends (7)                       2,392         -      33         -   2,183 
                TOTAL LIABILITIES                 (1,236)       666,172         +     825         +  48,478 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,252         -       1         +   1,050 
Surplus                                                           7,312                 0         +     548 
Other capital accounts                                            1,304         +     276         -     226 
 
*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
$ 653 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
$ 513 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 21,936 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 135 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 18, 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             157        26,020    +   7,849             0            0        13,750            0 
16 days to 90 days          11       123,579    -   5,940             0            0         3,000            0 
91 days to 1 year            0       147,865    -     211             0            0      ------      ------   
Over 1 to 5 years                    175,654            0            10            0      ------       ------   
Over 5 to 10 years                    51,436    +      53             0            0      ------       ------   
Over 10 years                         81,718    +       1             0            0      ------      ------   
           
Total                      168       606,272    +   1,752            10            0        16,750           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,167 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 18, 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                                           1,052          43          49          49          56         140         137         136          61          35          70         151         126 
 
Loans                                            168           0           0           0           0           0           8          28          30          67          20          10           5 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          16,750           0      16,750           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                     204,297      11,705      80,383       7,856      11,272      15,934      14,547      24,042       7,264       3,194       6,039       4,534      17,528 
                   Notes (3)                 295,879      16,952     116,417      11,377      16,325      23,076      21,068      34,819      10,521       4,625       8,746       6,567      25,385 
                   Bonds (4)                 106,097       6,079      41,745       4,080       5,854       8,275       7,555      12,485       3,773       1,659       3,136       2,355       9,103 
     Total bought outright(5)                606,272      34,736     238,544      23,313      33,451      47,285      43,169      71,346      21,558       9,478      17,921      13,455      52,016 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             606,272      34,736     238,544      23,313      33,451      47,285      43,169      71,346      21,558       9,478      17,921      13,455      52,016 
       Total loans and securities            623,200      34,737     255,298      23,313      33,452      47,286      43,178      71,376      21,588       9,545      17,942      13,465      52,021 
              
Items in process of collection                 8,587         462         904         447         409         549         817         623         394         486         465         385       2,648 
Bank premises                                  1,523          91         183          49         153         130         279         112          43         125          49         138         172 
Other assets(6)                               36,676       1,906      12,825       1,233       2,457       5,366       2,450       3,760         960         621         956         801       3,341 
Interdistrict settlement account                   0     - 5,274     +24,799     - 5,187     - 4,879     -   366     - 2,611     -11,355     - 2,780     + 4,210     - 2,029     +10,778     - 5,304 
          TOTAL ASSETS                       684,276      32,613     299,295      20,417      32,272      54,069      45,341      65,943      20,682      15,230      17,827      26,302      54,284 
 
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 $ 653 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 $ 513 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 21,936 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 135 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 18, 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                         628,745      28,540     282,436      18,755      28,252      46,362      41,817      60,866      19,374      13,596      16,236      24,763      47,748 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      20,049       2,483       4,202         581       2,019       2,584       1,484       2,420         506         370         697         669       2,034 
  U.S. Treasury--general account                7,175           0       7,175           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      139           2         115           1           3           7           2           3           1           1           1           1           3 
  Other                                           215           8         107           0           2          38           0           1           3          51           1           1           1 
    Total deposits                                            
Deferred credit items                           8,692         546         796         480         460         721         802         671         274         564         385         402       2,592 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         667,408      31,724     295,574      19,924      30,872      49,949      44,306      64,217      20,263      14,663      17,415      25,928      52,573 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,252         432       1,769         238         692       2,067         473         837         199         326         199         183         838 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,304          39         449          34          43         296          28          97          71         123          21          27          78 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   684,276      32,613     299,295      20,417      32,272      54,069      45,341      65,943      20,682      15,230      17,827      26,302      54,284 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        749,620      33,992     316,580      26,460      32,736      56,051      58,632      67,873      22,875      15,470      20,568      34,099      64,285 
  Less--Held by F.R. Banks                    120,875       5,452      34,144       7,705       4,484       9,689      16,815       7,006       3,501       1,873       4,331       9,336      16,538 
  F.R. notes, net                             628,745      28,540     282,436      18,755      28,252      46,362      41,817      60,866      19,374      13,596      16,236      24,763      47,748 
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)        615,508                 
     Total collateral                         628,745                 
 
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 (21 KB)

Statistical releases