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

Release Date:  December 27, 2001

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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 Federal Reserve Banks
December 27, 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 26, 2001
Dec 19, 2001 Dec 27, 2000 Wednesday
Dec 26, 2001
Reserve Bank Credit                                         633,771     +   6,420     +  49,457       643,503 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    555,865     +   1,634     +  40,270       555,997 
    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)                      41,743     +   5,150     +   9,984        50,250 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            36     +      24     -       5            13 
    Seasonal credit                                              36     +       1     -      76            32 
    Extended credit                                               0             0             0             0 
   Float                                                        171     -     561     -   1,011         1,168 
   Other F.R. assets                                         35,911     +     173     +     417        36,034 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,181     +      14     +   1,588        33,181 
        Total factors supplying reserve funds               680,197     +   6,433     +  51,045       689,929 
     
Currency in circulation*                                    638,670     +   8,074     +  48,867       642,190 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         425     -      15     +       9           425 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,645     -   1,219     +     305         4,856 
  Foreign                                                       344     +      54     +     241           233 
  Service-related balances and adjustments (5)                8,973     -     163     +   1,736         8,973 
  Other                                                         207     -      14     -      51           223 
Other F.R. liabilities and capital                           17,756     -     210     -     661        17,429 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     671,021     +   6,507     +  50,447       674,331 
Reserve balances with F.R. Banks  (6)                         9,176     -      73     +     598        15,598 
                                                                
On December 26, 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 $ 732,886 million, a change of $ - 947 million for the week. The total includes
$ 600,096 million of U.S. government securities and $ 132,790 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 $ 18,990 million (daily average over statement week) and $ 18,854 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,990 million (daily average)
and $ 18,854 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 4,455 million (daily average) and $ 5,378 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 10,186 million of inflation-indexed securities valued at the original face amount and
$ 967 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 $ 8,584 million and adjustments of $ 390 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 26, 2001
Wednesday
Dec 19, 2001
Wednesday
Dec 27, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,066         -      13         +     120 
Loans                                                                45         +       1         -      72 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            50,250         +  12,550         +   6,265 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        186,389         -      95         +   3,859 
                   Notes (3)                                    265,944         +      24         +  25,768 
                   Bonds (4)                                    103,663         +     484         +  10,879 
    Total bought outright (5)                                   555,997         +     413         +  40,506 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           555,997         +     413         +  40,506 
       Total loans and securities                               606,301         +  12,963         +  46,578 
     
Items in process of collection                      (341)         5,222         -   3,879         -   4,865 
Bank premises                                                     1,519         +       1         +      64 
Other assets (6)                                                 35,593         +      66         +   1,325 
                TOTAL ASSETS                        (341)       662,945         +   9,138         +  43,221 
     
                LIABILITIES                           
Federal Reserve notes                                           610,501         +   7,565         +  47,341 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        25,771         +   8,999         +     984 
  U.S. Treasury--general account                                  4,856         -   2,318         -     464 
  Foreign--official accounts                                        233         -     389         +     150 
    Other                                             (0)           223         +      15         -      12 
      Total deposits                                  (0)        31,084         +   6,309         +     658 
Deferred availability cash items                    (341)         3,932         -   4,466         -   4,145 
Other liabilities and accrued dividends (7)                       2,594         -      11         -   1,747 
                TOTAL LIABILITIES                   (341)       648,111         +   9,397         +  42,108 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,357         +       2         +     333 
Surplus                                                           6,712         -      13         +   4,033 
Other capital accounts                                              765         -     247         -   3,253 
 
*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 $ 5,766 million of inflation-indexed securities valued at the original face amount and
$ 570 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 4,420 million of inflation-indexed securities valued at the original face amount and
$ 397 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,854 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 5,378 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 26, 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              41        22,044    +     639             0            0        38,250            0 
16 days to 90 days           3       117,382    -   1,280             0            0        12,000            0 
91 days to 1 year            0       132,180    +     545             0            0      ------      ------   
Over 1 to 5 years                    151,727            0            10            0      ------       ------   
Over 5 to 10 years                    53,341    +      24             0            0      ------       ------   
Over 10 years                         79,322    +     484             0            0      ------      ------   
           
Total                       45       555,997    +     413            10            0        50,250           0 
 
1 Includes $ 10,186 million of inflation-indexed securities valued at the original face amount and
$ 967 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 26, 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                                           1,066          55          65          42          62         167         119         119          59          32          71         129         144 
 
Loans                                             45           1           0           1           0           1           7          17           3           3           7           0           4 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          50,250           0      50,250           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                     186,389      11,199      76,351       7,656      10,912      11,135      12,817      21,110       6,718         582       5,753       3,379      18,778 
                   Notes (3)                 265,944      15,978     108,940      10,923      15,570      15,888      18,287      30,120       9,585         830       8,208       4,821      26,793 
                   Bonds (4)                 103,663       6,228      42,464       4,258       6,069       6,193       7,128      11,741       3,736         323       3,200       1,879      10,444 
     Total bought outright(5)                555,997      33,405     227,755      22,837      32,551      33,215      38,232      62,971      20,040       1,735      17,161      10,079      56,015 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             555,997      33,405     227,755      22,837      32,551      33,215      38,232      62,971      20,040       1,735      17,161      10,079      56,015 
       Total loans and securities            606,301      33,407     278,009      22,839      32,551      33,217      38,239      62,990      20,044       1,738      17,168      10,079      56,021 
              
Items in process of collection                 5,563         203         421         804         130         255         344         313         361         579         263         275       1,615 
Bank premises                                  1,519          92         178          49         152         132         285         105          44         123          49         138         172 
Other assets(6)                               35,593       1,840      13,023       1,304       2,094       4,755       2,338       3,375         956         653         961         785       3,509 
Interdistrict settlement account                   0     -   115     -29,298     - 1,599     - 1,597     +12,624     + 6,693     + 5,151     +   748     +12,479     -   348     + 3,581     - 8,320 
          TOTAL ASSETS                       663,286      36,143     267,723      23,976      34,034      52,039      49,055      73,292      22,625      15,777      18,547      15,563      54,511 
 
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 $ 5,766 million of inflation-indexed securities valued at the original face amount and $ 570 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 4,420 million of inflation-indexed securities valued at the original face amount and $ 397 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,854 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 5,378 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 26, 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                         610,501      31,778     251,598      22,001      30,775      44,955      45,923      68,375      21,398      13,987      17,014      14,071      48,623 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      25,771       3,166       6,413       1,076       1,584       3,092       1,729       2,783         699         958         850         844       2,578 
  U.S. Treasury--general account                4,856           0       4,856           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      233           2         210           1           2           7           2           3           1           1           1           1           3 
  Other                                           224           1         157           2           2          49           2           4           1           0           1           2           2 
    Total deposits                                            
Deferred credit items                           4,273         182         515         323         180         220         106         282         107         502         189         205       1,463 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         648,452      35,295     264,564      23,519      32,699      48,564      47,980      71,720      22,318      15,514      18,161      15,211      52,906 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,357         418       1,504         221         665       1,757         534         775         149         180         191         163         799 
Surplus                                         6,712         358       1,468         228         472       1,679         495         632         138          84         179         188         792 
Other capital accounts                            765          71         187           8         198          39          46         166          19           0          17           0          14 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   663,286      36,143     267,723      23,976      34,034      52,039      49,055      73,292      22,625      15,777      18,547      15,563      54,511 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        752,553      35,869     294,277      28,432      35,130      55,445      64,554      74,953      24,053      16,052      21,134      33,146      69,508 
  Less--Held by F.R. Banks                    142,053       4,091      42,678       6,431       4,355      10,490      18,631       6,577       2,655       2,064       4,121      19,075      20,885 
  F.R. notes, net                             610,501      31,778     251,598      22,001      30,775      44,955      45,923      68,375      21,398      13,987      17,014      14,071      48,623 
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)        597,256                 
     Total collateral                         610,501                 
 
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: December 27, 2001