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

Release Date:  November 18, 1999

Release dates
Current release  Other formats: Screen reader | ASCII


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 18, 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 17, 1999
Nov 10, 1999 Nov 18, 1998 Wednesday
Nov 17, 1999
Reserve Bank Credit                                         561,724     +   9,482     +  66,513       564,023 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    492,677     +     717     +  42,243       493,096 
    Held under repurchase agreements                              0             0     -   4,084             0 
  Federal agency obligations (1)                              
    Bought outright                                             181     -       6     -     192           181 
    Held under repurchase agreements                              0             0     -   4,215             0 
  Repurchase agreements -- triparty (4)                      33,669     +   9,518     +  33,669        35,320 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           435     +     344     +     363         2,115 
    Seasonal credit                                              59     -       5     +      26            64 
    Special Liquidity Facility                                    4     -       1     +       4             5 
    Extended credit                                               0             0             0             0 
   Float                                                        419     -     103     -      47           571 
   Other F.R. assets                                        34,280    -     982    -   1,256       32,671 
Gold stock                                                   11,049             0     +       7        11,049 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,529     +       2     +   1,393        27,527 
        Total factors supplying reserve funds               607,501     +   9,484     +  65,912       609,799 
                                                              
Currency in circulation*                                    568,138     +   5,399     +  65,532       571,088 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                          95             0     +       7            97 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    4,726     -      88     -      75         5,228 
  Foreign                                                       264     +      77     +      86           171 
  Service-related balances and adjustments (5)                7,082     -      52     +     309         7,082 
  Other                                                         256     +      10     -     154           247 
Other F.R. liabilities and capital                           18,369     +      56     +   1,149        18,141 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     598,929     +   5,401     +  66,853       602,055 
                                                              
Reserve balances with F.R. Banks  (6)                         8,572     +   4,083     -     941         7,745 
 

On November 17, 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 612,297 million, a change of
+$ 5,500 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 $ 15,563 million (daily average over statement week) and $ 15,285 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 15,563 million (daily average)
and $ 15,285 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,748 million (daily average) and $ 1,828 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
$ 205 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 $ 6,825 million and adjustments of $ 257 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 17, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 88,850 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 173,000 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 109,000 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 17, 1999
Wednesday
Nov 10, 1999
Wednesday
Nov 18, 1998
Gold certificate account                                         11,049                 0         +       8 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                272         -      17         -     132 
Loans                                                             2,184         +   2,092         +   2,145 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            35,320         +   7,500         +  35,320 
Federal agency obligations (2)                         
  Bought outright                                                   181                 0         -     192 
  Held under repurchase agreements                                    0                 0         -   4,263 
U.S. government securities (2)                       
  Bought outright--Bills                                        200,414         +     197         +   4,059 
                   Notes (3)                                    212,248         +     969         +  25,602 
                   Bonds (4)                                     80,434         +       2         +  11,817 
    Total bought outright (5)                                   493,096         +   1,168         +  41,479 
  Held under repurchase agreements (1)                                0                 0         -   3,630 
     Total U.S. government securities                           493,096         +   1,168         +  37,849 
       Total loans and securities                               530,782         +  10,761         +  70,860 
     
Items in process of collection                      (653)         8,857         +   1,873         +     110 
Bank premises                                                     1,347                 0         +      52 
Other assets (6)                                                 31,123         -   2,796         -   1,621 
                TOTAL ASSETS                        (653)       590,629         +   9,820         +  67,277 
     
                LIABILITIES                           
Federal Reserve notes                                           543,930         +   3,905         +  66,145 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        14,889         +   4,612         -     802 
  U.S. Treasury--general account                                  5,228         +     358         +     508 
  Foreign--official accounts                                        171         +      10         -      43 
    Other                                             (0)           247         +       5         -     159 
      Total deposits                                  (0)        20,536         +   4,985         -     494 
Deferred availability cash items                    (653)         8,022         +     731         +     344 
Other liabilities and accrued dividends (7)                       4,518         +     175         +      47 
                TOTAL LIABILITIES                   (653)       577,006         +   9,797         +  66,041 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,378         +       6         +     443 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,294         +      18         +      62 
 
*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
$ 162 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
$ 43 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 15,285 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,828 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 17, 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        2,177   11,795  -   6,281          0         0      8,745          0 
16 to 90 days             5  104,149  +   1,840         31        25     26,575          0 
91 days to 1 year         2  140,438  +   4,493         20        25   ------     ------   
Over 1 to 5 years            122,120  +   1,894         10         0   ------     ------   
Over 5 to 10 years            50,513  +     297        120         0   ------     ------   
Over 10 years                 64,082  -   1,074          0         0   ------     ------   
Total                 2,184  493,096  +   1,168        181         0     35,320          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 205 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 17, 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                                             272           5          13          16          24          41          39          29          12          12          18          27          36 
                                                                   
Loans                                          2,184           0       2,075           0           0           3           2          26          41          13          22           1           2 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                181           9          72           5          10          14          11          17           6           2           5           9          19 
  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                     200,414      10,364      79,814       6,003      11,601      15,077      12,199      18,823       6,592       2,397       6,010       9,986      21,548 
                   Notes (3)                 212,248      10,976      84,527       6,357      12,286      15,967      12,919      19,934       6,982       2,538       6,365      10,576      22,820 
                   Bonds (4)                  80,434       4,159      32,032       2,409       4,656       6,051       4,896       7,554       2,646         962       2,412       4,008       8,648 
     Total bought outright(5)                493,096      25,500     196,373      14,769      28,543      37,096      30,014      46,312      16,220       5,897      14,787      24,570      53,016 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             493,096      25,500     196,373      14,769      28,543      37,096      30,014      46,312      16,220       5,897      14,787      24,570      53,016 
       Total loans and securities            530,782      25,509     233,840      14,775      28,553      37,112      30,027      46,355      16,267       5,912      14,814      24,579      53,038 
                                                                   
Items in process of collection                 9,510         431       1,319         516         268         763         687         675         333         612         634         568       2,703 
Bank premises                                  1,347          93         163          50         156         124         131         107          32         128          51         146         165 
Other assets(5)                               31,123       1,397      10,143         886       1,853       4,465       1,972       2,795         770         742         787       1,270       4,042 
Interdistrict settlement account                   0     + 5,673     -14,647     + 5,815     +   472     - 6,020     + 7,584     +17,060     + 3,555     - 5,099     + 1,955     -19,697     + 3,348 
          TOTAL ASSETS                       591,282      33,998     238,092      22,594      32,241      37,918      41,688      68,652      21,510       2,537      18,775       7,864      65,414 
 

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 $ 162 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 $ 43 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 15,285 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,828 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 17, 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                         543,930      31,526     223,888      21,139      29,594      32,167      38,057      64,240      19,992         874      17,211       6,133      59,108 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      14,889       1,168       3,225         507       1,081       1,340       1,264       2,070         744         509         545         636       1,801 
  U.S. Treasury--general account                5,228           0       5,228           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      171           7          55           4          10          30          10          14           3           5           3           6          24 
  Other                                           247           0         146           0           9          79           2           1           0           3           3           2           1 
    Total deposits                                            
Deferred credit items                           8,676         448       1,063         359         362         624       1,098         652         268         603         483         391       2,326 
Other liabilities and accrued             
  dividends (2)                           
     4,518         243       1,595         164         269         381 ;        313         430         171          94         164         231         464 
    TOTAL LIABILITIES                         577,659      33,392     235,200      22,174      31,325      34,621      40,744      67,406      21,178       2,087      18,410       7,398      63,723 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,378         289       1,319         202         442       1,632         456         598         158         229         174         213         665 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,294          49         364          41          75         428          69          64          53          18          51          26          55 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   591,282      33,998     238,092      22,594      32,241      37,918      41,688      68,652      21,510       2,537      18,775       7,864      65,414 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        825,430      42,061     328,987      31,115      39,202      55,115      61,667      80,263      26,639      11,491      24,891      36,989      87,010 
  Less--Held by F.R. Banks                    281,501      10,534     105,098       9,976       9,608      22,947      23,610      16,024       6,647      10,618       7,681      30,856      27,902 
  F.R. notes, net                             543,930      31,526     223,888      21,139      29,594      32,167      38,057      64,240      19,992         874      17,211       6,133      59,108 
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)        525,681                 
     Total collateral                         543,930                 
 
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
Home
Accessibility
To comment on this site, please fill out our feedback form.
Last update: November 18, 1999