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

Release Date:  December 16, 1999

Release dates
Current release  Other formats: Screen reader | ASCII


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
December 16, 1999
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
Dec 15, 1999
Dec 8, 1999 Dec 16, 1998 Wednesday
Dec 15, 1999
Reserve Bank Credit                                         584,135     +   9,572     +  81,030       592,193 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    495,734     +   1,736     +  41,715       494,927 
    Held under repurchase agreements                              0             0     -   6,909             0 
  Federal agency obligations (1)                              
    Bought outright                                             181             0     -     157           181 
    Held under repurchase agreements                              0             0     -   6,380             0 
  Repurchase agreements -- triparty (4)                      53,343     +   7,589     +  53,343        60,665 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           167     +     146     +     142         1,010 
    Seasonal credit                                              60     -       1     +      47            72 
    Special Liquidity Facility                                   43     +      33     +      43           236 
    Extended credit                                               0             0             0             0 
   Float                                                        654     -     575     +      79           815 
   Other F.R. assets                                        33,952    +     642    -     894       34,287 
Gold stock                                                   11,049     +       1     +       8        11,049 
Special drawing rights certificate account                    7,057     -     143     -   2,143         6,200 
Treasury currency outstanding                                27,720     +      14     +   1,503        27,720 
        Total factors supplying reserve funds               629,960     +   9,443     +  80,397       637,162 
                                                              
Currency in circulation*                                    591,918     +   6,869     +  84,143       597,428 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         108     -       4     +      21           109 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    5,273     +     473     -   1,051         7,777 
  Foreign                                                       214     +      28     +      19           496 
  Service-related balances and adjustments (5)                7,338     +     243     +     635         7,338 
  Other                                                         222     -       2     -      68           224 
Other F.R. liabilities and capital                           18,643     +     298     +   1,530        18,347 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     623,717     +   7,905     +  85,231       631,719 
                                                              
Reserve balances with F.R. Banks  (6)                         6,243     +   1,538     -   4,834         5,443 
 

On December 15, 1999, the face amount of marketable U.S. government securities held in custody by the
Federal Reserve Banks for foreign official and international accounts was 624,582 million, a change of
-$ 334 million for the week. 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 $ 16,830 million (daily average over statement week) and $ 18,505 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 16,830 million (daily average)
and $ 18,505 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 370 million (daily average) and $ 1,225 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 223 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 $ 6,857 million and adjustments of $ 481 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.
 

Note: on December 15, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 114 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 223 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 144 million with exercise dates from January 6, 2000 through January 12, 2000. Further details on these contracts
can be found on the website of the Federal Reserve Bank of New York (http://www.newyorkfed.org/pihome/news/announce).
 

Worksheet for H.4.1 (a)
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
Dec 15, 1999
Wednesday
Dec 8, 1999
Wednesday
Dec 16, 1998
Gold certificate account                                         11,049         +       1         +       8 
Special drawing rights certificate account                        6,200         -   1,000         -   3,000 
Coin                                                                231         +       3         -     168 
Loans                                                             1,319         +   1,221         +   1,160 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            60,665         +  13,640         +  60,665 
Federal agency obligations (2)                         
  Bought outright                                                   181                 0         -     157 
  Held under repurchase agreements                                    0                 0         -   7,181 
U.S. government securities (2)                       
  Bought outright--Bills                                        197,194         -   2,039         -     477 
                   Notes (3)                                    214,756         +   1,483         +  26,865 
                   Bonds (4)                                     82,977         +     739         +  13,504 
    Total bought outright (5)                                   494,927         +     183         +  39,892 
  Held under repurchase agreements (1)                                0                 0         -   5,702 
     Total U.S. government securities                           494,927         +     183         +  34,190 
       Total loans and securities                               557,092         +  15,044         +  88,677 
     
Items in process of collection                      (736)         8,925         -      33         +     174 
Bank premises                                                     1,355         +       1         +      59 
Other assets (6)                                                 32,793         +     712         -     704 
                TOTAL ASSETS                        (736)       617,645         +  14,728         +  85,045 
     
                LIABILITIES                           
Federal Reserve notes                                           570,047         +   8,451         +  85,870 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        12,827         +   2,638         -   1,835 
  U.S. Treasury--general account                                  7,777         +   2,650         -     851 
  Foreign--official accounts                                        496         +     318         +     326 
    Other                                             (0)           224         +      10         -      39 
      Total deposits                                  (0)        21,323         +   5,614         -   2,399 
Deferred availability cash items                    (736)         7,927         +     458         +     192 
Other liabilities and accrued dividends (7)                       4,616         +     159         +     139 
                TOTAL LIABILITIES                   (736)       603,914         +  14,682         +  83,802 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,398         -      14         +     456 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,381         +      61         +      56 
 
*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 $ 3,938 million of inflation-indexed securities valued at the original face amount and
$ 175 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
$ 48 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,505 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,225 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, December 15, 1999
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        1,039   10,891  -   4,254          0         0      6,285          0 
16 to 90 days            51  102,817  -   2,585         31         0     54,380          0 
91 days to 1 year       229  140,175  +   4,800         20         0   ------     ------   
Over 1 to 5 years            123,671  +   1,257         10         0   ------     ------   
Over 5 to 10 years            51,104  +     583        120         0   ------     ------   
Over 10 years                 66,269  +     383          0         0   ------     ------   
Total                 1,319  494,927  +     183        181         0     60,665          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 223 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 December 15, 1999
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,049         533       4,436         319         566         834         724         993         337         140         313         575       1,279 
Special drawing rights certif. acct.           6,200         307       2,431         187         299         516         450         549         175          78         175         341         692 
Coin                                             231           6          12          11          15          36          27          28          11          12          19          18          35 
                                                                   
Loans                                          1,319          16         306           3         236          35         184          21         166          13          28           2         310 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                181           9          72           5          10          14          11          17           6           2           5           9          19 
  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                     197,194      10,198      78,532       5,906      11,415      14,835      12,003      18,521       6,487       2,358       5,913       9,826      21,202 
                   Notes (3)                 214,756      11,106      85,526       6,432      12,431      16,156      13,072      20,170       7,064       2,568       6,440      10,701      23,090 
                   Bonds (4)                  82,977       4,291      33,045       2,485       4,803       6,242       5,051       7,793       2,729         992       2,488       4,135       8,921 
     Total bought outright(5)                494,927      25,594     197,102      14,824      28,649      37,233      30,126      46,484      16,280       5,919      14,842      24,661      53,213 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             494,927      25,594     197,102      14,824      28,649      37,233      30,126      46,484      16,280       5,919      14,842      24,661      53,213 
       Total loans and securities            557,092      25,620     258,146      14,832      28,895      37,282      30,321      46,521      16,453       5,935      14,875      24,671      53,542 
                                                                   
Items in process of collection                 9,662         521       1,122         623         470         562       1,042         796         449         579         699         417       2,381 
Bank premises                                  1,355          93         164          50         156         124         139         107          32         128          51         146         165 
Other assets(5)                               32,793       1,468      10,946         990       1,929       4,555       2,056       2,923         810         752         825       1,340       4,198 
Interdistrict settlement account                   0     + 7,409     -32,660     + 6,350     +   669     - 3,355     + 9,570     +17,766     + 4,036     - 3,911     + 2,330     -14,435     + 6,231 
          TOTAL ASSETS                       618,381      35,956     244,597      23,363      32,999      40,554      44,329      69,684      22,302       3,713      19,287      13,074      68,523 
 

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 $ 3,938 million of inflation-indexed securities valued at the original face amount and $ 175 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 $ 48 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,505 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,225 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 December 15, 1999
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         570,047      33,587     228,181      22,003      30,287      35,070      41,122      65,771      20,768       2,185      17,800      11,403      61,871 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      12,827       1,033       2,488         403       1,136         957         975       1,503         768         414         526         590       2,034 
  U.S. Treasury--general account                7,777           0       7,777           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      496           7         380           4          10          30          10          14           3           5           3           6          24 
  Other                                           224           0         148           0           4          62           1           1           0           1           2           2           2 
    Total deposits                                            
Deferred credit items                           8,663         474       1,053         373         384         639         949         731         258         549         425         375       2,455 
Other liabilities and accrued             
  dividends (2)                           
     4,616         250       1,631         167         275         394 ;        323         438         174          95         167         234         469 
    TOTAL LIABILITIES                         604,650      35,351     241,657      22,950      32,095      37,152      43,379      68,458      21,971       3,248      18,923      12,611      66,855 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,398         289       1,325         199         439       1,691         460         576         159         231         174         213         640 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,381          49         405          37          66         473          71          66          51          32          49          24          56 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   618,381      35,956     244,597      23,363      32,999      40,554      44,329      69,684      22,302       3,713      19,287      13,074      68,523 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        824,510      42,919     326,952      31,059      39,035      55,018      62,572      79,529      26,558      11,401      24,675      36,888      87,905 
  Less--Held by F.R. Banks                    254,463       9,332      98,771       9,056       8,748      19,948      21,450      13,758       5,791       9,217       6,875      25,484      26,034 
  F.R. notes, net                             570,047      33,587     228,181      22,003      30,287      35,070      41,122      65,771      20,768       2,185      17,800      11,403      61,871 
Collateral held against F.R. notes                          
   Gold certificate account                    11,049                   
   Special drawing rights                 
     certificate account                  
 
     6,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        552,799                 
     Total collateral                         570,047                 
 
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
Home
Accessibility
To comment on this site, please fill out our feedback form.
Last update: December 16, 1999