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

Release Date:  December 13, 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 Federal Reserve Banks
December 13, 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
Dec 12, 2001
Dec 5, 2001 Dec 13, 2000 Wednesday
Dec 12, 2001
Reserve Bank Credit                                         619,750     -   3,014     +  46,875       633,977 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    551,513     +   1,073     +  37,798       553,524 
    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)                      31,500     -   3,071     +   8,879        42,500 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            43     +      35     +      39            83 
    Seasonal credit                                              34             0     -      90            35 
    Extended credit                                               0             0             0             0 
   Float                                                        389     -   1,304     -   1,313         1,360 
   Other F.R. assets                                         36,262     +     255     +   1,683        36,465 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -   1,000         2,200 
Treasury currency outstanding                                33,153     +      14     +   1,660        33,153 
        Total factors supplying reserve funds               666,149     -   2,999     +  47,535       680,375 
     
Currency in circulation*                                    627,038     +   1,565     +  46,852       629,822 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         441     +       6     +      37           443 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,008     -     492     -     374         4,592 
  Foreign                                                       154     -     240     +      79           294 
  Service-related balances and adjustments (5)                8,756     +     224     +   1,776         8,756 
  Other                                                         240     -       5     -       4           216 
Other F.R. liabilities and capital                           17,885     -     163     -     622        17,764 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     659,521     +     894     +  47,743       661,886 
Reserve balances with F.R. Banks  (6)                         6,628     -   3,893     -     208        18,489 
                                                                
On December 12, 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 $ 733,487 million, a change of $ - 546 million for the week. The total includes
$ 603,406 million of U.S. government securities and $ 130,081 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 $ 20,225 million (daily average over statement week) and $ 18,344 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,461 million (daily average)
and $ 18,344 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 4,000 million (daily average) and $ 6,171 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 943 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 $ 8,247 million and adjustments of $ 509 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
Dec 12, 2001
Wednesday
Dec 5, 2001
Wednesday
Dec 13, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,070         +      21         +     122 
Loans                                                               118         +      79         -      15 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            42,500         +  14,500         +  15,240 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        186,591         +     774         +   3,385 
                   Notes (3)                                    263,846         -       5         +  24,719 
                   Bonds (4)                                    103,087         -       3         +  10,304 
    Total bought outright (5)                                   553,524         +     766         +  38,409 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           553,524         +     766         +  38,409 
       Total loans and securities                               596,152         +  15,345         +  53,513 
     
Items in process of collection                      (796)        10,069         -     708         -   1,979 
Bank premises                                                     1,518         -       2         +      76 
Other assets (6)                                                 34,936         +     228         +   1,605 
                TOTAL ASSETS                        (796)       656,989         +  14,884         +  52,335 
     
                LIABILITIES                           
Federal Reserve notes                                           598,181         +   2,987         +  45,764 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        27,731         +  12,878         +   6,914 
  U.S. Treasury--general account                                  4,592         -     196         -     355 
  Foreign--official accounts                                        294         +     208         +     222 
    Other                                            (30)           216         -      27         -      32 
      Total deposits                                 (30)        32,834         +  12,864         +   6,750 
Deferred availability cash items                    (766)         8,210         -   1,015         +     458 
Other liabilities and accrued dividends (7)                       2,664         -      17         -   1,958 
                TOTAL LIABILITIES                   (796)       641,889         +  14,819         +  51,013 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,365         +       8         +     262 
Surplus                                                           6,728         -       2         +   4,049 
Other capital accounts                                            1,007         +      58         -   2,988 
 
*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
$ 578 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and
$ 365 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,344 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 6,171 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, December 12, 2001
 

 

 
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              94        15,940    +     862             0            0        31,500            0 
16 days to 90 days          24       124,812    -     393             0            0        11,000            0 
91 days to 1 year            0       129,591    +     305             0            0      ------      ------   
Over 1 to 5 years                    151,093            0            10            0      ------       ------   
Over 5 to 10 years                    53,247    -       4             0            0      ------       ------   
Over 10 years                         78,842    -       3             0            0      ------      ------   
           
Total                      118       553,524    +     766            10            0        42,500           0 
 
1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 943 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 12, 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                      11,045         546       4,451         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                                           1,070          53          66          39          65         171         121         120          59          34          72         129         140 
 
Loans                                            118           3          75           1           1           0           3          11           3           4           8           0           8 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          42,500           0      42,500           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                     186,591      11,211      76,434       7,664      10,924      11,147      12,831      21,133       6,725         582       5,759       3,383      18,799 
                   Notes (3)                 263,846      15,852     108,080      10,837      15,447      15,762      18,143      29,883       9,510         823       8,144       4,783      26,582 
                   Bonds (4)                 103,087       6,194      42,228       4,234       6,035       6,158       7,089      11,675       3,716         322       3,182       1,869      10,386 
     Total bought outright(5)                553,524      33,257     226,742      22,735      32,406      33,068      38,062      62,691      19,951       1,727      17,085      10,034      55,766 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             553,524      33,257     226,742      22,735      32,406      33,068      38,062      62,691      19,951       1,727      17,085      10,034      55,766 
       Total loans and securities            596,152      33,260     269,321      22,737      32,407      33,068      38,066      62,703      19,954       1,731      17,093      10,035      55,775 
              
Items in process of collection                10,865         629         939         485         348         949       1,585         747         473         638         605         780       2,687 
Bank premises                                  1,518          92         177          49         152         133         286         107          42         123          49         137         172 
Other assets(6)                               34,936       1,796      12,685       1,275       2,059       4,771       2,295       3,287         928         664         943         781       3,451 
Interdistrict settlement account                   0     - 2,716     -23,321     - 1,744     -    80     +12,270     + 4,575     + 5,172     +   730     +11,970     -   533     + 2,290     - 8,612 
          TOTAL ASSETS                       657,785      33,776     265,191      23,378      35,594      52,250      47,964      73,378      22,600      15,334      18,612      14,725      54,983 
 
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 $ 578 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and $ 365 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,344 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 6,171 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 12, 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                         598,181      31,190     247,667      21,763      30,591      43,871      44,139      67,745      21,048      13,206      16,692      13,098      47,170 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      27,731         957       7,503         488       3,116       3,743       1,606       3,134         852       1,249       1,051         757       3,274 
  U.S. Treasury--general account                4,592           0       4,592           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      294           2         270           1           2           7           2           3           1           1           1           1           3 
  Other                                           246           1         136           1           2          59           0           1           1           2          42           1           1 
    Total deposits                                            
Deferred credit items                           8,977         599         963         536         369         807         903         616         272         531         326         418       2,636 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         642,685      32,914     261,979      22,912      34,241      48,730      46,874      71,778      22,287      15,056      18,220      14,368      53,328 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,365         418       1,504         221         665       1,756         535         776         149         180         191         163         807 
Surplus                                         6,728         358       1,468         228         472       1,679         495         632         138          99         179         188         792 
Other capital accounts                          1,007          85         240          17         217          85          60         193          27           0          22           5          55 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   657,785      33,776     265,191      23,378      35,594      52,250      47,964      73,378      22,600      15,334      18,612      14,725      54,983 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        751,210      36,122     292,143      28,636      35,406      55,523      64,442      75,469      24,145      15,469      21,271      32,943      69,641 
  Less--Held by F.R. Banks                    153,029       4,932      44,475       6,873       4,815      11,651      20,303       7,724       3,098       2,263       4,579      19,846      22,471 
  F.R. notes, net                             598,181      31,190     247,667      21,763      30,591      43,871      44,139      67,745      21,048      13,206      16,692      13,098      47,170 
Collateral held against F.R. notes                          
   Gold certificate account                    11,045                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        584,936                 
     Total collateral                         598,181                 
 
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: December 13, 2001