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

Release Date:  November 04, 1999

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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
November 4, 1999
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
Nov 3, 1999
Oct 27, 1999 Nov 4, 1998 Wednesday
Nov 3, 1999
Reserve Bank Credit                                         550,733     +   7,157     +  56,890       554,924 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    490,916     +     205     +  40,788       491,529 
    Held under repurchase agreements                              0             0     -   3,333             0 
  Federal agency obligations (1)                              
    Bought outright                                             188     -       6     -     197           188 
    Held under repurchase agreements                              0             0     -   3,878             0 
  Repurchase agreements -- triparty (4)                      23,800     +   6,739     +  23,800        26,580 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           104     +      64     +      69           533 
    Seasonal credit                                             115     -      76     +      48            81 
    Special Liquidity Facility                                   36     +      29     +      36           210 
    Extended credit                                               0             0             0             0 
   Float                                                        279     -      46     +     397           670 
   Other F.R. assets                                        35,296    +     247    -     838       35,133 
Gold stock                                                   11,049     -       1     +       8        11,049 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,424     +      14     +   1,334        27,424 
        Total factors supplying reserve funds               596,406     +   7,170     +  56,232       600,597 
                                                              
Currency in circulation*                                    556,975     +   3,879     +  58,698       560,748 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                          94     +       2     +       7            95 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    4,968     -     238     -      62         5,610 
  Foreign                                                       177     -       3     +      13           162 
  Service-related balances and adjustments (5)                7,276     +     214     +     417         7,276 
  Other                                                         230     -      30     -     176           258 
Other F.R. liabilities and capital                           18,324     +      82     +     275        18,040 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     588,043     +   3,905     +  59,170       592,190 
                                                              
Reserve balances with F.R. Banks  (6)                         8,362     +   3,264     -   2,939         8,407 
 

On November 3, 1999, the face amount of marketable U.S. government securities held in custody by the
Federal Reserve Banks for foreign official and international accounts was 610,057 million, a change of
+$ 1,909 million for the week. 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 $ 16,487 million (daily average over statement week) and $ 15,876 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 16,487 million (daily average)
and $ 15,876 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,265 million (daily average) and $ 1,274 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 193 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 $ 6,795 million and adjustments of $ 481 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.
 

Note: on November 3, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 43,950 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 93,050 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 49,000 million with exercise dates from January 6, 2000 through January 12, 2000. Further details on these contracts
can be found on the website of the Federal Reserve Bank of New York (http://www.newyorkfed.org/pihome/news/announce).
 

Worksheet for H.4.1 (a)
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
Nov 3, 1999
Wednesday
Oct 27, 1999
Wednesday
Nov 4, 1998
Gold certificate account                                         11,049         -       1         +       8 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                305         -      12         -     104 
Loans                                                               824         +     613         +     764 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            26,580         +   6,515         +  26,580 
Federal agency obligations (2)                         
  Bought outright                                                   188                 0         -     185 
  Held under repurchase agreements                                    0                 0         -   3,234 
U.S. government securities (2)                       
  Bought outright--Bills                                        199,823         -     527         +   2,164 
                   Notes (3)                                    211,275         +       3         +  26,241 
                   Bonds (4)                                     80,430         +       1         +  12,734 
    Total bought outright (5)                                   491,529         -     522         +  41,141 
  Held under repurchase agreements (1)                                0                 0         -   2,050 
     Total U.S. government securities                           491,529         -     522         +  39,091 
       Total loans and securities                               519,120         +   6,605         +  63,015 
     
Items in process of collection                      (662)         8,434         +   1,778         +     504 
Bank premises                                                     1,346         +       5         +      52 
Other assets (6)                                                 33,517         -      67         -   1,449 
                TOTAL ASSETS                        (662)       580,970         +   8,306         +  60,025 
     
                LIABILITIES                           
Federal Reserve notes                                           533,724         +   5,275         +  59,294 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        15,480         +     705         +   1,160 
  U.S. Treasury--general account                                  5,610         +   1,247         -     304 
  Foreign--official accounts                                        162         -      10         -      29 
    Other                                             (0)           258         +      35         -     180 
      Total deposits                                  (0)        21,511         +   1,978         +     648 
Deferred availability cash items                    (662)         7,696         +     966         -      95 
Other liabilities and accrued dividends (7)                       4,360         -      84         -      33 
                TOTAL LIABILITIES                   (662)       567,291         +   8,135         +  59,814 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,361         +       7         +     438 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,366         +     165         -     959 
 
*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 $ 3,938 million of inflation-indexed securities valued at the original face amount and
$ 153 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and
$ 40 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 15,876 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,274 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates.
7 Includes exchange-translation account reflecting the monthly revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 

 

MATURITY DISTRIBUTION OF LOANS AND SECURITIES, November 3, 1999
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 Holdings Weekly
changes
Holdings Weekly
changes
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days          766   17,543  +   7,166          7         0     10,020          0 
16 to 90 days            58   96,798  -   6,374          6         0     16,560          0 
91 days to 1 year         0  141,595  -     342         45         0   ------     ------   
Over 1 to 5 years            120,225  -     976         10         0   ------     ------   
Over 5 to 10 years            50,213  +       2        120         0   ------     ------   
Over 10 years                 65,154  +       1          0         0   ------     ------   
Total                   824  491,529  -     522        188         0     26,580          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 193 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 November 3, 1999
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,049         533       4,436         319         566         834         724         993         337         140         313         575       1,279 
Special drawing rights certif. acct.           7,200         357       2,823         217         348         599         523         637         204          90         203         396         803 
Coin                                             305           7          14          15          27          42          44          30          17          12          20          33          42 
                                                                   
Loans                                            824         460           0           5           0         128          33          18          35           9         120           0          17 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                188          10          75           6          11          14          11          18           6           2           6           9          20 
  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                     199,823      10,333      79,579       5,985      11,567      15,033      12,163      18,767       6,573       2,390       5,992       9,957      21,484 
                   Notes (3)                 211,275      10,926      84,139       6,328      12,230      15,894      12,860      19,843       6,950       2,527       6,336      10,527      22,716 
                   Bonds (4)                  80,430       4,159      32,031       2,409       4,656       6,051       4,896       7,554       2,646         962       2,412       4,008       8,648 
     Total bought outright(5)                491,529      25,418     195,749      14,722      28,452      36,978      29,919      46,165      16,168       5,879      14,740      24,492      52,848 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             491,529      25,418     195,749      14,722      28,452      36,978      29,919      46,165      16,168       5,879      14,740      24,492      52,848 
       Total loans and securities            519,120      25,888     222,404      14,732      28,463      37,119      29,963      46,200      16,209       5,890      14,866      24,501      52,885 
                                                                   
Items in process of collection                 9,096         443       1,104         487         381         426         922         779         367         733         581         693       2,180 
Bank premises                                  1,346          93         163          50         156         124         131         108          32         128          51         146         165 
Other assets(5)                               33,517       1,526      11,048         959       1,995       4,648       2,129       3,027         847         772         861       1,396       4,310 
Interdistrict settlement account                   0     + 4,165     - 7,272     + 5,270     +   669     - 6,342     + 6,573     +16,277     + 3,296     - 5,449     + 1,463     -21,811     + 3,160 
          TOTAL ASSETS                       581,633      33,012     234,720      22,049      32,605      37,450      41,009      68,051      21,309       2,318      18,358       5,929      64,823 
 

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 $ 3,938 million of inflation-indexed securities valued at the original face amount and $ 153 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and $ 40 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 15,876 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,274 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 November 3, 1999
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         533,724      30,682     221,638      20,650      29,228      30,727      37,598      63,483      19,747         635      16,842       4,028      58,466 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      15,480       1,065       1,841         398       1,837       2,317       1,224       2,238         763         443         551         807       1,997 
  U.S. Treasury--general account                5,610           0       5,610           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      162           7          46           4          10          30          10          14           3           5           3           6          24 
  Other                                           258           0         141           0          12          89           3           3           0           3           2           2           2 
    Total deposits                                            
Deferred credit items                           8,358         411       1,031         418         337         586         925         640         296         713         434         392       2,174 
Other liabilities and accrued             
  dividends (2)                           
     4,360         235       1,522         160         263         369 ;        304         418         166          90         160         225         448 
    TOTAL LIABILITIES                         567,953      32,400     231,830      21,631      31,687      34,119      40,064      66,795      20,976       1,888      17,993       5,460      63,111 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,361         289       1,319         201         441       1,632         456         599         157         210         174         213         671 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,366          55         363          41          79         462          70          73          56          18          51          29          70 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   581,633      33,012     234,720      22,049      32,605      37,450      41,009      68,051      21,309       2,318      18,358       5,929      64,823 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        826,931      41,801     329,464      31,258      39,234      55,374      61,962      80,410      26,678      11,532      24,961      37,194      87,061 
  Less--Held by F.R. Banks                    293,208      11,119     107,826      10,608      10,007      24,647      24,364      16,928       6,931      10,898       8,119      33,166      28,595 
  F.R. notes, net                             533,724      30,682     221,638      20,650      29,228      30,727      37,598      63,483      19,747         635      16,842       4,028      58,466 
Collateral held against F.R. notes                          
   Gold certificate account                    11,049                   
   Special drawing rights                 
     certificate account                  
 
     7,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        515,475                 
     Total collateral                         533,724                 
 
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: November 04, 1999