Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 17, 2002
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FEDERAL RESERVE
These data are scheduled for release each Thursday.
 
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
October 17, 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
Oct 16, 2002
Oct 9, 2002 Oct 17, 2001 Wednesday
Oct 16, 2002
Reserve Bank Credit                                         661,675     +   6,027     +  44,989       667,222 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    609,633     +     523     +  68,311       610,360 
    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)                      12,536     +   5,107     -  20,618        13,750 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             5     -      40     -       2            30 
    Seasonal credit                                             124     -      12     +      57           129 
    Extended credit                                               0             0             0             0 
   Float                                                        671     +     218     -     244         4,286 
   Other F.R. assets                                         38,696     +     230     -   2,517        38,657 
Gold stock                                                  11,042            0    -       3       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,149     +      14     +   1,182        34,149 
        Total factors supplying reserve funds               709,066     +   6,040     +  46,168       714,614 
     
Currency in circulation*                                    664,218     +   2,729     +  48,179       664,828 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         384     +       8     -      58           399 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,327     -     779     -     395         4,592 
  Foreign                                                        77     -      39     -     555            75 
  Service-related balances and adjustments (5)               10,298     +       7     +   2,202        10,298 
  Other                                                         216     -      36     -      41           215 
Other F.R. liabilities and capital                           19,535     +       9     +   1,577        19,283 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     699,054     +   1,897     +  50,908       699,691 
Reserve balances with F.R. Banks  (6)                        10,012     +   4,143     -   4,740        14,923 
                                                                
On October 16, 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 $ 806,678 million, a change of $ - 1,290 million for the week. The total includes
$ 655,304 million of U.S. government securities and $ 151,374 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 $ 18,798 million (daily average over statement week) and $ 18,076 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,798 million (daily average)
and $ 18,076 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,282 million (daily average) and $ 1,190 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
$ 1,195 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 $ 9,998 million and adjustments of $ 300 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
Oct 16, 2002
Wednesday
Oct 9, 2002
Wednesday
Oct 17, 2001
Gold certificate account                                         11,038                 0         -       7 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,059         -      13         -      46 
Loans                                                               159         +      22         +      94 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            13,750         +   6,750         -  23,295 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        208,357         +     835         +  24,984 
                   Notes (3)                                    295,895         +       6         +  37,506 
                   Bonds (4)                                    106,108         +       4         +   3,847 
    Total bought outright (5)                                   610,360         +     844         +  66,336 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           610,360         +     844         +  66,336 
       Total loans and securities                               624,280         +   7,617         +  43,136 
     
Items in process of collection                    (1,605)        16,095         +   8,578         +   7,998 
Bank premises                                                     1,526         +       3         +      15 
Other assets (6)                                                 37,138         -      52         +     627 
                TOTAL ASSETS                      (1,605)       693,335         +  16,132         +  51,723 
     
                LIABILITIES                           
Federal Reserve notes                                           632,133         +   1,433         +  47,397 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        25,470         +  10,401         +     175 
  U.S. Treasury--general account                                  4,592         +     191         -     446 
  Foreign--official accounts                                         75         -       1         -     669 
    Other                                             (0)           215         -      43         -      41 
      Total deposits                                  (0)        30,353         +  10,550         -     980 
Deferred availability cash items                  (1,605)        11,567         +   4,289         +   3,757 
Other liabilities and accrued dividends (7)                       2,393         -      61         -     454 
                TOTAL LIABILITIES                 (1,605)       676,445         +  16,211         +  49,720 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,270         +       2         +     999 
Surplus                                                           7,312                 0         +     568 
Other capital accounts                                            1,309         -      80         +     437 
 
*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
$ 670 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
$ 525 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,076 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,190 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, October 16, 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             101        24,991    +   6,722             0            0        11,750            0 
16 days to 90 days          58       130,389    -   5,003             0            0         2,000            0 
91 days to 1 year            0       144,915    -     885             0            0      ------      ------   
Over 1 to 5 years                    176,887    +       1            10            0      ------       ------   
Over 5 to 10 years                    51,448    +       4             0            0      ------       ------   
Over 10 years                         81,730    +       4             0            0      ------      ------   
           
Total                      159       610,360    +     844            10            0        13,750           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,195 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 October 16, 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                                           1,059          46          52          50          52         141         133         133          62          34          70         156         129 
 
Loans                                            159           0           0           0           0           0           9          22          24          40          19           8          37 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          13,750           0      13,750           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                     208,357      11,938      81,980       8,012      11,496      16,250      14,836      24,519       7,409       3,257       6,159       4,624      17,876 
                   Notes (3)                 295,895      16,953     116,423      11,378      16,326      23,078      21,069      34,821      10,521       4,626       8,747       6,567      25,387 
                   Bonds (4)                 106,108       6,079      41,750       4,080       5,855       8,276       7,555      12,487       3,773       1,659       3,137       2,355       9,104 
     Total bought outright(5)                610,360      34,970     240,153      23,470      33,677      47,604      43,460      71,827      21,703       9,542      18,042      13,546      52,366 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             610,360      34,970     240,153      23,470      33,677      47,604      43,460      71,827      21,703       9,542      18,042      13,546      52,366 
       Total loans and securities            624,280      34,971     253,907      23,470      33,677      47,604      43,470      71,851      21,727       9,581      18,062      13,554      52,404 
              
Items in process of collection                17,699       1,097       1,549       1,192         865       1,515       2,200       1,514         887         890       1,261         893       3,836 
Bank premises                                  1,526          91         183          49         152         129         279         115          43         125          49         138         172 
Other assets(6)                               37,138       1,941      13,090       1,190       2,486       5,397       2,492       3,829         985         631         972         814       3,311 
Interdistrict settlement account                   0     - 4,585     +30,311     - 6,529     - 5,693     + 1,636     - 4,329     -13,589     - 3,148     + 4,027     - 2,855     + 9,791     - 5,036 
          TOTAL ASSETS                       694,940      34,210     304,329      19,935      32,166      57,389      45,338      65,145      20,973      15,497      17,934      25,929      56,095 
 
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 $ 670 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 $ 525 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,076 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,190 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 October 16, 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                         632,133      28,803     287,811      17,984      28,144      46,524      41,232      60,230      19,400      13,586      15,882      24,139      48,399 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      25,470       3,446       6,023         563       1,347       5,288       1,844       1,970         626         444         861         724       2,335 
  U.S. Treasury--general account                4,592           0       4,592           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       75           2          52           1           3           7           2           3           1           1           1           1           3 
  Other                                           215           7         138           0           2          58           0           4           3           0           1           1           1 
    Total deposits                                            
Deferred credit items                          13,171         924       1,268         793       1,130       1,117       1,032         948         424         797         685         599       3,454 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         678,049      33,327     300,625      19,446      30,763      53,240      44,304      63,408      20,560      14,909      17,524      25,556      54,386 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,270         432       1,769         237         692       2,069         474         847         199         328         200         183         842 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,309          34         431          30          46         323          26          96          66         142          19          26          71 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   694,940      34,210     304,329      19,935      32,166      57,389      45,338      65,145      20,973      15,497      17,934      25,929      56,095 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        750,752      34,057     321,106      26,077      32,655      55,775      57,636      67,547      22,711      15,378      20,404      33,695      63,710 
  Less--Held by F.R. Banks                    118,619       5,254      33,295       8,093       4,511       9,252      16,404       7,317       3,311       1,793       4,523       9,555      15,311 
  F.R. notes, net                             632,133      28,803     287,811      17,984      28,144      46,524      41,232      60,230      19,400      13,586      15,882      24,139      48,399 
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)        618,895                 
     Total collateral                         632,133                 
 
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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