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

Release Date:  June 27, 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
June 27, 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
Jun 26, 2002
Jun 19, 2002 Jun 27, 2001 Wednesday
Jun 26, 2002
Reserve Bank Credit                                         656,063     +   5,275     +  69,072       665,859 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    591,688     +     334     +  56,679       592,390 
    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)                      25,821     +   3,785     +  10,890        34,250 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             5     +       2     -       9             1 
    Seasonal credit                                             162     +      31     +      24           179 
    Extended credit                                               0             0             0             0 
   Float                                                       -148     +     355     -     295           112 
   Other F.R. assets                                         38,524     +     768     +   1,782        38,917 
Gold stock                                                  11,044            0            0       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,773     +      14     +   1,129        33,773 
        Total factors supplying reserve funds               703,079     +   5,289     +  70,201       712,876 
     
Currency in circulation*                                    655,245     +     599     +  61,266       657,842 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         397     -      10     -      47           395 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    6,963     +   1,069     +     215         7,620 
  Foreign                                                       104     -      20     +      25            74 
  Service-related balances and adjustments (5)               10,303     +      55     +   3,004        10,303 
  Other                                                         237     -      18     -      42           239 
Other F.R. liabilities and capital                           20,253     +     434     +   2,153        20,129 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     693,500     +   2,108     +  66,573       696,601 
Reserve balances with F.R. Banks  (6)                         9,579     +   3,181     +   3,627        16,274 
                                                                
On June 26, 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 $ 777,042 million, a change of $ + 3,400 million for the week. The total includes
$ 620,828 million of U.S. government securities and $ 156,213 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 $ 22,530 million (daily average over statement week) and $ 21,836 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 22,530 million (daily average)
and $ 21,836 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,495 million (daily average) and $ 817 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,204 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 $ 9,917 million and adjustments of $ 386 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
Jun 26, 2002
Wednesday
Jun 19, 2002
Wednesday
Jun 27, 2001
Gold certificate account                                         11,044                 0                 0 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                931         -      14         -     189 
Loans                                                               180         +      30         +      28 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            34,250         +  13,500         +  14,745 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        198,350         +     187         +  17,139 
                   Notes (3)                                    288,604         +       9         +  34,379 
                   Bonds (4)                                    105,436         +       7         +   5,682 
    Total bought outright (5)                                   592,390         +     203         +  57,199 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           592,390         +     203         +  57,199 
       Total loans and securities                               626,830         +  13,733         +  71,972 
     
Items in process of collection                    (1,011)         7,238         +     122         -     650 
Bank premises                                                     1,518         +       1         +      13 
Other assets (6)                                                 37,399         +     931         +   2,126 
                TOTAL ASSETS                      (1,011)       687,160         +  14,773         +  73,273 
     
                LIABILITIES                           
Federal Reserve notes                                           625,395         +   1,872         +  60,431 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        26,603         +  12,262         +  10,137 
  U.S. Treasury--general account                                  7,620         +     721         +     763 
  Foreign--official accounts                                         74         -      39         +       1 
    Other                                             (0)           239         -      12         -      40 
      Total deposits                                  (0)        34,536         +  12,932         +  10,861 
Deferred availability cash items                  (1,011)         7,099         -     453         -     281 
Other liabilities and accrued dividends (7)                       2,583         +      29         -     722 
                TOTAL LIABILITIES                 (1,011)       669,614         +  14,381         +  70,290 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,330         +      10         +   1,191 
Surplus                                                           7,312                 0         +     641 
Other capital accounts                                            1,905         +     382         +   1,152 
 
*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 $ 6,591 million of inflation-indexed securities valued at the original face amount and
$ 708 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and
$ 496 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 21,836 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 817 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, June 26, 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             164        22,133    +   1,920             0            0        29,250            0 
16 days to 90 days          16       134,033    -   2,039             0            0         5,000            0 
91 days to 1 year            0       134,694    +     307             0            0      ------      ------   
Over 1 to 5 years                    167,488    +       3            10            0      ------       ------   
Over 5 to 10 years                    52,484    +       5             0            0      ------       ------   
Over 10 years                         81,558    +       7             0            0      ------      ------   
           
Total                      180       592,390    +     203            10            0        34,250           0 
 
1 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,204 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 June 26, 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                      11,044         533       4,369         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                                             931          45          41          43          46         123         102         118          57          36          67         129         124 
 
Loans                                            180           1           0           0           0           0           4          47          35          53          25           6          10 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          34,250           0      34,250           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                     198,350      11,364      78,043       7,627      10,944      15,470      14,123      23,342       7,053       3,101       5,863       4,402      17,018 
                   Notes (3)                 288,604      16,535     113,555      11,098      15,924      22,509      20,550      33,963      10,262       4,512       8,531       6,405      24,761 
                   Bonds (4)                 105,436       6,041      41,485       4,054       5,817       8,223       7,507      12,408       3,749       1,648       3,117       2,340       9,046 
     Total bought outright(5)                592,390      33,941     233,082      22,779      32,685      46,202      42,181      69,713      21,064       9,261      17,511      13,147      50,825 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             592,390      33,941     233,082      22,779      32,685      46,202      42,181      69,713      21,064       9,261      17,511      13,147      50,825 
       Total loans and securities            626,830      33,942     267,336      22,779      32,686      46,203      42,185      69,761      21,099       9,314      17,536      13,153      50,836 
              
Items in process of collection                 8,249         495         932         346         373         450         752         620         261         592         398         472       2,558 
Bank premises                                  1,518          92         182          49         151         130         279         109          43         124          49         138         172 
Other assets(6)                               37,399       1,959      13,085       1,266       2,506       5,432       2,517       3,862         990         637         982         823       3,341 
Interdistrict settlement account                   0     - 1,344     + 1,552     - 2,871     - 4,805     + 3,728     + 1,081     - 5,792     - 1,670     + 5,072     -   462     + 8,934     - 3,423 
          TOTAL ASSETS                       688,171      35,836     288,371      22,126      31,583      57,032      48,008      69,969      21,196      15,983      18,946      24,231      54,888 
 
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 $ 6,591 million of inflation-indexed securities valued at the original face amount and $ 708 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and $ 496 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 21,836 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 817 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 June 26, 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                         625,395      30,539     268,913      20,467      28,229      46,821      44,404      64,527      19,751      13,887      16,786      22,668      48,405 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      26,603       3,662       5,997         497       1,370       4,904       1,545       2,747         675         937       1,395         746       2,129 
  U.S. Treasury--general account                7,620           0       7,620           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                                           239          12         140           0           1          80           0           1           2           0           1           0           0 
    Total deposits                                            
Deferred credit items                           8,110         547         851         545         390         542         772         671         214         594         248         361       2,375 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         670,625      34,918     284,360      21,623      30,143      52,629      46,934      68,225      20,756      15,506      18,531      23,871      53,128 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,330         432       1,852         236         686       2,122         470         817         208         304         197         169         836 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,905          68         655          46          89         524          69         133          83          55          27          27         128 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   688,171      35,836     288,371      22,126      31,583      57,032      48,008      69,969      21,196      15,983      18,946      24,231      54,888 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        752,219      35,151     308,757      26,948      33,095      56,777      60,729      70,829      23,482      15,764      20,918      33,938      65,830 
  Less--Held by F.R. Banks                    126,824       4,613      39,844       6,481       4,866       9,957      16,325       6,302       3,730       1,877       4,132      11,271      17,425 
  F.R. notes, net                             625,395      30,539     268,913      20,467      28,229      46,821      44,404      64,527      19,751      13,887      16,786      22,668      48,405 
Collateral held against F.R. notes                          
   Gold certificate account                    11,044                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        612,151                 
     Total collateral                         625,395                 
 
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: June 27, 2002