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

Release Date:  August 29, 2002

Release dates
Current release  Other formats: Screen reader | ASCII | PDF (21 KB)
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
August 29, 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
Aug 28, 2002
Aug 21, 2002 Aug 29, 2001 Wednesday
Aug 28, 2002
Reserve Bank Credit                                         655,650     -   2,985     +  55,075       657,499 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    603,770     +   1,631     +  61,896       604,401 
    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)                      13,464     -   6,036     -   9,041        16,000 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           783     +     781     +     746             0 
    Seasonal credit                                             198     +       7     +      59           189 
    Extended credit                                               0             0             0             0 
   Float                                                        -21     +     284     +      78          -879 
   Other F.R. assets                                         37,447     +     349     +   1,337        37,778 
Gold stock                                                  11,042            0    -       2       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,107     +      14     +   1,196        34,107 
        Total factors supplying reserve funds               702,999     -   2,972     +  56,269       704,848 
     
Currency in circulation*                                    659,928     -     420     +  51,351       662,461 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         369     -       2     -      41           361 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    6,013     +   1,626     +   1,012         5,091 
  Foreign                                                        78     -      51     -      28            77 
  Service-related balances and adjustments (5)               10,144     -      16     +   2,426        10,144 
  Other                                                         203     -       8     -      88           199 
Other F.R. liabilities and capital                           19,294     -     407     +   1,177        19,365 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     696,029     +     721     +  55,809       697,699 
Reserve balances with F.R. Banks  (6)                         6,970     -   3,693     +     460         7,150 
                                                                
On August 28, 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 $ 801,734 million, a change of $ - 3,654 million for the week. The total includes
$ 647,429 million of U.S. government securities and $ 154,305 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 $ 21,966 million (daily average over statement week) and $ 21,834 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 21,966 million (daily average)
and $ 21,834 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 421 million (daily average) and $ 0 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
$ 1,157 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 $ 9,922 million and adjustments of $ 222 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
Aug 28, 2002
Wednesday
Aug 21, 2002
Wednesday
Aug 29, 2001
Gold certificate account                                         11,038                 0         -       6 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,021         +       4         -      85 
Loans                                                               189         -      15         -      85 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            16,000         -   9,250         -   8,755 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        203,772         +     633         +  19,062 
                   Notes (3)                                    294,640         +     726         +  37,541 
                   Bonds (4)                                    105,989         +     123         +   4,925 
    Total bought outright (5)                                   604,401         +   1,482         +  61,528 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           604,401         +   1,482         +  61,528 
       Total loans and securities                               620,600         -   7,783         +  52,689 
     
Items in process of collection                    (1,231)         6,626         -     365         +       7 
Bank premises                                                     1,522                 0         +      10 
Other assets (6)                                                 36,256         +     519         +   1,487 
                TOTAL ASSETS                      (1,231)       679,263         -   7,625         +  54,103 
     
                LIABILITIES                           
Federal Reserve notes                                           629,732         +   1,545         +  49,883 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        17,849         -   9,424         +   2,323 
  U.S. Treasury--general account                                  5,091         +     462         +     416 
  Foreign--official accounts                                         77         -      12         -      74 
    Other                                             (0)           199         -       3         -      83 
      Total deposits                                  (0)        23,216         -   8,977         +   2,582 
Deferred availability cash items                  (1,231)         6,950         -     352         +     121 
Other liabilities and accrued dividends (7)                       2,392         +       4         -     663 
                TOTAL LIABILITIES                 (1,231)       662,290         -   7,781         +  51,923 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,248         -      55         +   1,058 
Surplus                                                           7,312                 0         +     565 
Other capital accounts                                            1,413         +     210         +     558 
 
*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
$ 648 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
$ 509 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 21,834 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 0 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, August 28, 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             178        25,257    +     531             0            0        14,000            0 
16 days to 90 days          11       123,556    +     960             0            0         2,000            0 
91 days to 1 year            0       149,625    -     858             0            0      ------      ------   
Over 1 to 5 years                    172,868    +     725            10            0      ------       ------   
Over 5 to 10 years                    51,380    +     122             0            0      ------       ------   
Over 10 years                         81,715    +       1             0            0      ------      ------   
           
Total                      189       604,401    +   1,482            10            0        16,000           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,157 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 August 28, 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                                           1,021          41          47          47          53         128         136         133          62          33          70         146         125 
 
Loans                                            189           0           0           0           0           0           8          42          33          74          22           9           2 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          16,000           0      16,000           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                     203,772      11,675      80,176       7,836      11,243      15,893      14,509      23,980       7,246       3,185       6,023       4,522      17,483 
                   Notes (3)                 294,640      16,881     115,929      11,330      16,257      22,980      20,980      34,673      10,477       4,606       8,710       6,539      25,279 
                   Bonds (4)                 105,989       6,073      41,702       4,076       5,848       8,266       7,547      12,473       3,769       1,657       3,133       2,352       9,093 
     Total bought outright(5)                604,401      34,629     237,808      23,241      33,348      47,139      43,036      71,126      21,491       9,448      17,866      13,414      51,855 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             604,401      34,629     237,808      23,241      33,348      47,139      43,036      71,126      21,491       9,448      17,866      13,414      51,855 
       Total loans and securities            620,600      34,629     253,812      23,241      33,348      47,140      43,044      71,169      21,525       9,522      17,888      13,423      51,858 
              
Items in process of collection                 7,857         452         854         351         279         533         685         772         374         535         522         298       2,201 
Bank premises                                  1,522          91         183          49         152         130         279         111          43         125          49         138         172 
Other assets(6)                               36,256       1,892      12,642       1,153       2,452       5,367       2,432       3,722         950         622         949         797       3,278 
Interdistrict settlement account                   0     - 6,111     +21,789     - 4,042     - 6,211     -   369     - 1,354     - 9,075     - 2,476     + 4,073     - 2,101     +10,964     - 5,086 
          TOTAL ASSETS                       680,494      31,643     294,564      21,311      30,699      53,894      46,315      68,123      20,893      15,119      17,753      26,350      53,828 
 
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 $ 648 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 $ 509 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 21,834 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 0 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 August 28, 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                         629,732      29,354     278,985      19,298      28,122      46,157      43,116      62,472      19,652      13,598      16,302      24,823      47,852 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      17,849         698       4,929         879         719       2,522       1,237       2,996         466         347         593         686       1,777 
  U.S. Treasury--general account                5,091           0       5,091           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       77           2          53           1           3           7           2           3           1           1           1           1           3 
  Other                                           199          13         135           1           1          42           3           0           1           0           1           0           0 
    Total deposits                                            
Deferred credit items                           8,181         541         805         534         313         781         719         682         250         540         341         387       2,285 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         663,521      30,753     290,746      20,819      29,296      49,741      45,275      66,411      20,477      14,566      17,335      25,988      52,113 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,248         432       1,770         237         688       2,066         473         836         201         326         199         182         838 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,413          40         544          34          51         329          33          82          66         110          27          17          81 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   680,494      31,643     294,564      21,311      30,699      53,894      46,315      68,123      20,893      15,119      17,753      26,350      53,828 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        747,489      34,348     312,867      26,507      32,665      55,778      58,926      68,702      23,037      15,512      20,685      33,966      64,496 
  Less--Held by F.R. Banks                    117,757       4,995      33,882       7,209       4,543       9,621      15,811       6,229       3,385       1,914       4,383       9,143      16,644 
  F.R. notes, net                             629,732      29,354     278,985      19,298      28,122      46,157      43,116      62,472      19,652      13,598      16,302      24,823      47,852 
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)        616,494                 
     Total collateral                         629,732                 
 
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)
Home | Statistical releases
Accessibility
To comment on this site, please fill out our feedback form.
Last update: August 29, 2002