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

Release Date:  December 20, 2001

Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 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
December 20, 2001
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
Dec 19, 2001
Dec 12, 2001 Dec 20, 2000 Wednesday
Dec 19, 2001
Reserve Bank Credit                                         627,352     +   7,607     +  49,070       629,353 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    554,231     +   2,718     +  39,494       555,584 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0     -     120            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      36,593     +   5,093     +  11,572        37,700 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            12     -      31     -     283            10 
    Seasonal credit                                              35     +       1     -      86            34 
    Extended credit                                               0             0             0             0 
   Float                                                        732     +     348     -   2,243            27 
   Other F.R. assets                                         35,738     -     523     +     736        35,989 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -     143         2,200 
Treasury currency outstanding                                33,167     +      14     +   1,624        33,167 
        Total factors supplying reserve funds               673,764     +   7,621     +  50,551       675,765 
     
Currency in circulation*                                    630,596     +   3,558     +  47,391       634,598 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         440     -       1     +      36           425 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,864     +     856     -   2,241         7,174 
  Foreign                                                       290     +     136     +     130           622 
  Service-related balances and adjustments (5)                9,136     +     380     +   2,439         9,136 
  Other                                                         221     -      19     -       1           208 
Other F.R. liabilities and capital                           17,966     +      81     -     615        17,698 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     664,514     +   4,993     +  47,140       669,861 
Reserve balances with F.R. Banks  (6)                         9,250     +   2,628     +   3,410         5,903 
                                                                
On December 19, 2001, 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 $ 733,833 million, a change of $ + 346 million for the week. The total includes
$ 600,626 million of U.S. government securities and $ 133,207 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 $ 18,807 million (daily average over statement week) and $ 18,728 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,807 million (daily average)
and $ 18,728 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,926 million (daily average) and $ 2,204 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 935 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 $ 8,583 million and adjustments of $ 553 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
Dec 19, 2001
Wednesday
Dec 12, 2001
Wednesday
Dec 20, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,079         +       9         +     125 
Loans                                                                44         -      74         -      81 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            37,700         -   4,800         +  11,990 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        186,484         -     107         +   3,857 
                   Notes (3)                                    265,920         +   2,074         +  26,791 
                   Bonds (4)                                    103,179         +      92         +  10,396 
    Total bought outright (5)                                   555,584         +   2,060         +  41,045 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           555,584         +   2,060         +  41,045 
       Total loans and securities                               593,338         -   2,814         +  52,834 
     
Items in process of collection                    (1,026)         9,101         -     968         -   3,233 
Bank premises                                                     1,518                 0         +      66 
Other assets (6)                                                 35,527         +     591         +   1,807 
                TOTAL ASSETS                      (1,026)       653,807         -   3,182         +  51,597 
     
                LIABILITIES                           
Federal Reserve notes                                           602,936         +   4,755         +  46,146 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        16,772         -  10,959         +   2,906 
  U.S. Treasury--general account                                  7,174         +   2,582         +   2,393 
  Foreign--official accounts                                        622         +     328         +     395 
    Other                                             (0)           208         -       8         -       3 
      Total deposits                                  (0)        24,775         -   8,059         +   5,691 
Deferred availability cash items                  (1,026)         8,398         +     188         +     201 
Other liabilities and accrued dividends (7)                       2,605         -      59         -   1,770 
                TOTAL LIABILITIES                 (1,026)       638,714         -   3,175         +  50,268 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,355         -      10         +     333 
Surplus                                                           6,725         -       3         +   4,046 
Other capital accounts                                            1,012         +       5         -   3,051 
 
*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 $ 5,739 million of inflation-indexed securities valued at the original face amount and
$ 573 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and
$ 362 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,728 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,204 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, December 19, 2001
 

 

 
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              40        21,405    +   5,465             0            0        25,700            0 
16 days to 90 days           3       118,662    -   6,150             0            0        12,000            0 
91 days to 1 year            0       131,635    +   2,044             0            0      ------      ------   
Over 1 to 5 years                    151,727    +     634            10            0      ------       ------   
Over 5 to 10 years                    53,317    +      70             0            0      ------       ------   
Over 10 years                         78,838    -       4             0            0      ------      ------   
           
Total                       44       555,584    +   2,060            10            0        37,700           0 
 
1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 935 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 December 19, 2001
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,045         546       4,451         454         538         741         871       1,028         343         143         317         477       1,136 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,079          56          68          42          63         168         121         120          60          34          72         130         146 
 
Loans                                             44           4           0           0           1           0           3          12           3           4           8           0           9 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          37,700           0      37,700           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                     186,484      11,204      76,390       7,660      10,918      11,141      12,823      21,121       6,721         582       5,756       3,381      18,788 
                   Notes (3)                 265,920      15,977     108,930      10,922      15,568      15,886      18,286      30,118       9,585         830       8,208       4,821      26,791 
                   Bonds (4)                 103,179       6,199      42,266       4,238       6,041       6,164       7,095      11,686       3,719         322       3,185       1,870      10,395 
     Total bought outright(5)                555,584      33,381     227,586      22,820      32,527      33,191      38,204      62,924      20,025       1,733      17,148      10,072      55,974 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             555,584      33,381     227,586      22,820      32,527      33,191      38,204      62,924      20,025       1,733      17,148      10,072      55,974 
       Total loans and securities            593,338      33,385     265,290      22,821      32,528      33,191      38,207      62,937      20,029       1,737      17,157      10,072      55,984 
              
Items in process of collection                10,127         541       1,092         529         509         730       1,017         653         588         742         567         340       2,820 
Bank premises                                  1,518          92         178          49         152         133         285         106          42         123          49         137         172 
Other assets(6)                               35,527       1,825      12,902       1,295       2,085       4,794       2,326       3,343         947         661         954         903       3,493 
Interdistrict settlement account                   0     - 2,690     -18,943     - 1,644     - 1,854     +10,920     + 5,553     + 4,629     +   182     +11,750     - 1,043     + 2,978     - 9,838 
          TOTAL ASSETS                       654,833      33,869     265,911      23,629      34,124      50,824      48,545      73,028      22,262      15,220      18,139      15,136      54,147 
 
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 $ 5,739 million of inflation-indexed securities valued at the original face amount and $ 573 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and $ 362 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,728 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,204 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 December 19, 2001
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         602,936      31,306     249,555      21,731      30,463      44,296      45,127      67,625      21,172      13,862      16,714      13,628      47,458 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      16,772         925       3,274         764       1,677       1,962       1,179       2,728         385         437         550         669       2,220 
  U.S. Treasury--general account                7,174           0       7,174           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      622           2         598           1           2           7           2           3           1           1           1           1           3 
  Other                                           208           1         130           1           2          52           0           8           1           0          10           2           2 
    Total deposits                                            
Deferred credit items                           9,424         612       1,136         546         471         748         923         788         278         578         367         388       2,588 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         639,740      33,011     262,695      23,160      32,772      47,305      47,449      71,428      21,948      14,944      17,747      14,778      52,502 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,355         418       1,504         221         665       1,756         534         775         149         180         191         163         798 
Surplus                                         6,725         358       1,468         228         472       1,679         495         632         138          96         179         188         792 
Other capital accounts                          1,012          81         244          19         215          83          67         193          27           0          22           6          55 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   654,833      33,869     265,911      23,629      34,124      50,824      48,545      73,028      22,262      15,220      18,139      15,136      54,147 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        753,040      35,907     293,928      28,468      35,167      55,510      64,779      75,036      24,095      16,066      21,175      33,219      69,689 
  Less--Held by F.R. Banks                    150,104       4,601      44,373       6,737       4,704      11,215      19,652       7,411       2,923       2,204       4,462      19,591      22,231 
  F.R. notes, net                             602,936      31,306     249,555      21,731      30,463      44,296      45,127      67,625      21,172      13,862      16,714      13,628      47,458 
Collateral held against F.R. notes                          
   Gold certificate account                    11,045                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        589,691                 
     Total collateral                         602,936                 
 
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 (362 KB)
Home
Accessibility
To comment on this site, please fill out our feedback form.
Last update: December 20, 2001