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

Release Date:  September 20, 2001

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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
September 20, 2001
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 19, 2001
Sep 12, 2001 Sep 20, 2000 Wednesday
Sep 19, 2001
Reserve Bank Credit                                         672,702     +  49,919     + 110,494       608,865 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    523,359     -  17,119     +  14,346       526,624 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0     -     120            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      75,296     +  46,433     +  58,010        39,600 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                         1,502     -  10,240     +   1,367         2,587 
    Seasonal credit                                              95             0     -     289            87 
    Extended credit                                               0             0             0             0 
   Float                                                     28,339     +  24,058     +  27,362         2,345 
   Other F.R. assets                                         44,101     +   6,786     +   9,817        37,613 
Gold stock                                                  11,043    -       1    -       3       11,043 
Special drawing rights certificate account                    2,200             0     -   1,143         2,200 
Treasury currency outstanding                                32,824     +      14     +   2,116        32,824 
        Total factors supplying reserve funds               718,769     +  49,932     + 111,464       654,932 
     
Currency in circulation*                                    615,185     +   2,696     +  45,536       615,303 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         426     +       4     +     262           430 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    6,291     +     941     -   2,283         5,413 
  Foreign                                                       157     +      78     +      71           258 
  Service-related balances and adjustments (5)                7,708     +     129     +   1,235         7,708 
  Other                                                         382     -      85     +     183           288 
Other F.R. liabilities and capital                           20,660     +   1,436     +   5,399        20,071 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     650,809     +   5,199     +  50,403       649,471 
Reserve balances with F.R. Banks  (6)                        67,960     +  44,734     +  61,061         5,461 
                                                                
On September 19, 2001, 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 $ 727,796 million, a change of $ + 5,913 million for the week. The total includes
$ 600,954 million of U.S. government securities and $ 126,842 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 $ 36,133 million (daily average over statement week) and $ 32,895 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 36,133 million (daily average)
and $ 32,895 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 5,729 million (daily average) and $ 2,728 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 9,243 million of inflation-indexed securities valued at the original face amount and
$ 880 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 $ 7,283 million and adjustments of $ 425 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.


 
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
Sep 19, 2001
Wednesday
Sep 12, 2001
Wednesday
Sep 20, 2000
Gold certificate account                                         11,043                 0         -       3 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,102         +      21         +     337 
Loans                                                             2,673         -  42,949         +   1,373 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            39,600         -  21,405         +  19,715 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        167,582         -   3,754         -  16,450 
                   Notes (3)                                    257,036         -       4         +  21,780 
                   Bonds (4)                                    102,005         -       3         +  10,858 
    Total bought outright (5)                                   526,624         -   3,761         +  16,190 
  Held under repurchase agreements (1)                                0                 0                 0 
     Total U.S. government securities                           526,624         -   3,761         +  16,190 
       Total loans and securities                               568,907         -  68,115         +  37,157 
     
Items in process of collection                    (1,017)        12,433         -  18,495         +   4,570 
Bank premises                                                     1,510                 0         +      88 
Other assets (6)                                                 35,995         -  10,233         +   2,718 
                TOTAL ASSETS                      (1,017)       633,190         -  96,823         +  43,867 
     
                LIABILITIES                           
Federal Reserve notes                                           584,010         -     368         +  44,036 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        15,141         -  93,541         -   4,200 
  U.S. Treasury--general account                                  5,413         -     580         -   2,000 
  Foreign--official accounts                                        258         +     189         +     192 
    Other                                             (0)           288         -     862         +      96 
      Total deposits                                  (0)        21,101         -  94,793         -   5,911 
Deferred availability cash items                  (1,017)         8,008         +     389         +     674 
Other liabilities and accrued dividends (7)                       4,575         -   2,614         +     247 
                TOTAL LIABILITIES                 (1,017)       617,694         -  97,386         +  39,046 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,202         +       5         +     267 
Surplus                                                           6,764         +      21         +   4,085 
Other capital accounts                                            1,530         +     538         +     470 
 
*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 $ 5,739 million of inflation-indexed securities valued at the original face amount and
$ 564 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 3,504 million of inflation-indexed securities valued at the original face amount and
$ 316 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 32,895 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,728 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 19, 2001
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 Holding Weekly
changes
Holdings Weekly
change
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days           2,662        20,683    +  19,121             0            0        37,600            0 
16 to 90 days               12        98,641    -  22,208             0            0         2,000            0 
91 days to 1 year            0       130,836    -     668             0            0      ------      ------   
Over 1 to 5 years                    142,304            0            10            0      ------       ------   
Over 5 to 10 years                    55,576    -       3             0            0      ------       ------   
Over 10 years                         78,584    -       2             0            0      ------      ------   
           
Total                    2,673       526,624    -   3,761            10            0        39,600           0 
 
1 Includes $ 9,243 million of inflation-indexed securities valued at the original face amount and
$ 880 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 19, 2001
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,043         546       4,449         454         538         741         871       1,028         343         143         317         477       1,136 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,102          58          64          52          67         179         134         133          57          35          69         117         137 
 
Loans                                          2,673         411           0          54         400         773         517          23          25          29         205           3         233 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          39,600           0      39,600           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                     167,582      10,069      68,647       6,883       9,811      10,011      11,523      18,980       6,040         523       5,172       3,038      16,883 
                   Notes (3)                 257,036      15,443     105,291      10,557      15,048      15,355      17,675      29,111       9,264         802       7,933       4,660      25,896 
                   Bonds (4)                 102,005       6,129      41,785       4,190       5,972       6,094       7,014      11,553       3,677         318       3,148       1,849      10,277 
     Total bought outright(5)                526,624      31,641     215,722      21,630      30,831      31,461      36,212      59,644      18,981       1,643      16,254       9,547      53,056 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             526,624      31,641     215,722      21,630      30,831      31,461      36,212      59,644      18,981       1,643      16,254       9,547      53,056 
       Total loans and securities            568,907      32,052     255,327      21,685      31,232      32,234      36,730      59,668      19,007       1,672      16,460       9,550      53,290 
              
Items in process of collection                13,450         552       1,795         468         355         342         794       1,494         766         706         796         939       4,443 
Bank premises                                  1,510          93         169          49         153         132         285         106          40         124          49         137         173 
Other assets(5)                               35,995       1,861      12,912       1,303       2,132       4,994       2,372       3,411         957         696         972         806       3,579 
Interdistrict settlement account                   0     +    46     -13,586     - 1,174     -   900     +11,938     + 2,801     + 5,326     +   186     + 4,286     +    78     + 1,651     -10,652 
          TOTAL ASSETS                       634,207      35,323     262,003      22,919      33,680      50,708      44,154      71,378      21,427       7,692      18,808      13,774      52,340 
 
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 $ 5,739 million of inflation-indexed securities valued at the original face amount and $ 564 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 3,504 million of inflation-indexed securities valued at the original face amount and $ 316 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 32,895 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,728 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 19, 2001
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         584,010      32,063     246,042      21,416      30,449      44,566      40,342      66,181      20,129       6,276      17,347      12,309      46,889 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      15,141       1,597       2,765         349       1,341       1,551       1,635       2,531         604         479         508         606       1,176 
  U.S. Treasury--general account                5,413           0       5,413           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      258           2         235           1           2           7           2           3           1           1           1           1           3 
  Other                                           288           1         139           1           2         131           0           1           0           0           2           4           6 
    Total deposits                                            
Deferred credit items                           9,025         574       1,465         529         411         655         775         765         237         563         425         386       2,241 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         618,711      34,421     258,672      22,429      32,377      47,149      43,004      69,793      21,096       7,384      18,398      13,401      50,586 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,202         421       1,468         221         619       1,704         538         738         149         174         188         162         820 
Surplus                                         6,764         358       1,468         228         472       1,679         495         632         138         135         179         188         792 
Other capital accounts                          1,530         123         395          40         213         177         116         216          44           0          43          23         141 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   634,207      35,323     262,003      22,919      33,680      50,708      44,154      71,378      21,427       7,692      18,808      13,774      52,340 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        740,984      36,370     289,461      29,118      35,959      55,966      64,102      73,481      23,476       8,951      20,834      32,362      70,904 
  Less--Held by F.R. Banks                    156,974       4,307      43,419       7,702       5,510      11,400      23,760       7,300       3,347       2,675       3,487      20,052      24,015 
  F.R. notes, net                             584,010      32,063     246,042      21,416      30,449      44,566      40,342      66,181      20,129       6,276      17,347      12,309      46,889 
Collateral held against F.R. notes                          
   Gold certificate account                    11,043                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                        4,533                 
   U.S. govt. and agency securities(3)        566,234                 
     Total collateral                         584,010                 
 
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: September 20, 2001